Unit roots and Granger causality in the EMS interest rates: The German Dominance Hypothesis revisited

Journal of International Money and Finance

Volumn 18, Issue 1, 1999, Pages 47-73

  Hassapis, Christis ^a   Pittis, Nikitas ^a,b   Prodromidis, Kyprianos ^c  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b Union Bank of Switzerland   (Switzerland)

^c ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Cointegration; F30; F36; F42; German Dominance Hypothesis; Granger causality; Incomplete systems; Unit roots; Vector autoregression

Indexed keywords

EID: 0001982122     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(98)00044-8     Document Type: Article

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