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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| Natura: | Periodico |
| Lingua: | English |
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Washington, D.C. :
International Monetary Fund,
1996.
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| Serie: | IMF Working Papers; Working Paper ;
No. 1996/115 |
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| Accesso online: | Full text available on IMF |