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...

Полное описание

Библиографические подробности
Главный автор: Zettelmeyer, Jeromin
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 1996.
Серии:IMF Working Papers; Working Paper ; No. 1996/133
Online-ссылка:Full text available on IMF