Do short-term interest rates influence long-term interest rates? Empirical evidence from some EMS countries

Applied Economics Letters

Volumn 4, Issue 7, 1997, Pages 449-451

  Quirós Romero, Gabriel ^a   Sosvilla Rivero, Simón ^b  

^a BANCO DE ESPAÑA   (Spain)

^b Foundation for Applied Economic Research FEDEA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0009904760     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048597355249     Document Type: Article

References (5)

1. Engle, R.F. and Granger, C.W.J. (1987) Cointegration and error correction: representation, estimation and testing, Econometrics 55, 251-76.
2. Phillips, P.C.B. and Loretan, M. (1991) Estimating long-run economic equilibria, Review of Economic Studies, 58, 407-36.
3. Quirós-Romero, G. (1995) Repurchase agreements and indicators of non residents activity, Economic Bulletin, Bank of Spain, April, 55-69.
4. Rose, A. and Svensson, L. (1994) European exchange rate credibility before the fall, European Economic Review, 38, 1185-216.
5. Sosvilla-Rivero, S., Fernández Rodríguez, F., Bajo Rubio, O. and Gonzalez, J. Martin (1994) Exchange rate volatility in the EMS before and after the fall, Working Paper 94-16, FEDEA, Madrid.