Additional Evidenceon Ems Interest Rate Linkages /
This note examines interest rate linkages within the EMS. Cointegration tests suggest the existence of a long-run equilibrium relationship between German and other EMS interest rates. Bivariate VAR analysis finds that Granger-causality either stems from German to other European interest rates (Belgi...
| প্রধান লেখক: | |
|---|---|
| অন্যান্য লেখক: | |
| বিন্যাস: | পত্রিকা |
| ভাষা: | English |
| প্রকাশিত: |
Washington, D.C. :
International Monetary Fund,
1996.
|
| মালা: | IMF Working Papers; Working Paper ;
No. 1996/115 |
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | Full text available on IMF |