EMU and Long Interest Rates in Germany /

The presence of an 'EMU premium' in German long rates is tested by examining the co-movement of German and other European yields, as well as the exchange rate of the private ECU, in reaction to EMU-related events. If German yields incorporate an 'EMU premium' while other European...

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Bibliographic Details
Main Author: Zettelmeyer, Jeromin
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 1996.
Series:IMF Working Papers; Working Paper ; No. 1996/133
Online Access:Full text available on IMF