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Acknowledgement Chapter 1 Developments of Financial Markets in CEEC-3 Countries Chapter 2 EU Accession, Financial Integration and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 2.1 Introduction 2.2 Econometric methods 2.3 Data and descriptive statistic 2.4 Empirical results 2.4.1 AR-EGARCH specifications 2.4.2 A-DCC model 2.4.3 AR model for the estimated dynamic conditional correlation 2.5 Conclusion References Chapter 3 Dependence Structure Between CEEC-3's and German Government Securities' Markets 3.1 Introduction 3.2 Literature review 3.3 Empirical methodology 3.3.1 Copula functions 3.3.2 Marginal specifications 3.3.3 Conditional dependence structure specifications 3.3.4 Estimation method 3.4 Data 3.5 Empirical results 3.5.1 Marginal distribution 3.5.2 Copula estimations 3.5.3 Goodness-of-fit test 3.6 Conclusion References Chapter 4 Interdependence of Bond Markets Between CEEC-3 and Germany: A wavelet coherence Analysis 4.1 Introduction 4.2 Literature reviews 4.3 Wavelet analysis 4.3.1 The wavelet 4.3.2 The continuous wavelet 4.3.3 Wavelet squared coherence 4.4 Data 4.5 Empirical results 4.5.1 Discrete wavelet transform 4.5.2 Continuous wavelet transform 4.5.3 The wavelet coherence 4.6 Conclusion References Chapter 5 Financialintegration of Financial Markets in CEEC-3 Countries 5.1 Introduction 5.2 Econometric methods 5.3 Data and descriptive statistic 5.4 Empirical results 5.4.1 AR-GARCH specifications 5.4.2 DECO specifications 5.4.3 AR Model for the Estimated Dynamic Equicorrelation 5.5 Conclusion References Chapter 6 Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-copula approach 6.1 Introduction 6.2 Methodology 6.2.1 Marginal distribution specifications 6.2.2 A copula with GAS dynamics 6.2.3 CoVaR 6.2.4 Estimation methodology 6.3 Data 6.4 Empirical results 6.4.1 Marginal distribution estimations 6.4.2 Dynamic copula estimations 6.4.3 Risk spillovers 6.4.4 Dynamic SJC copula 6.5 Conclusion References Chapter 7 Summary