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...
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| Formato: | Revista |
| Idioma: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
1996.
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| Series: | IMF Working Papers; Working Paper ;
No. 1996/115 |
| Subjects: | |
| Acceso en liña: | Full text available on IMF |