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Can Eurozone countries issue their own bonds, or is this a delegated competency?

If not, how do such countries raise funds for big uncosted spending such as infrastructure projects?

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Issuing bond is indeed the competence of the individual states.

For example, you can buy 10 year bonds both from Italy and Germany, both of which are Eurozone countries: https://www.investing.com/rates-bonds/de-10y-vs-it-10y

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