메뉴 건너뛰기




Volumn 12, Issue 4, 2001, Pages 347-377

International interest-rate transmission and the "German Dominance Hypothesis" within EMS

Author keywords

(interest rates) transmission mechanism; EGARCH; EMS; German dominance

Indexed keywords

BANKING; CENTRAL BANK; ECONOMIC RELATIONS; INTEREST RATE;

EID: 0034770743     PISSN: 09237992     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1017952616056     Document Type: Article
Times cited : (13)

References (64)
  • 2
    • 0001349781 scopus 로고
    • The stabilizing effect of the ERM on exchange rates and interest rates
    • (1994) IMF Staff Papers , vol.41 , Issue.1 , pp. 123-148
    • Artis, M.1
  • 5
    • 0032896511 scopus 로고    scopus 로고
    • Further evidence on the international business cycle and the ERM: Is there a European business cycle?
    • (1999) Oxford Economic Papers , vol.51 , pp. 120-132
    • Artis, M.J.1
  • 50
    • 0000641348 scopus 로고
    • Conditional heteroskedasticity in asset returns: A new approach
    • (1991) Econometrica , vol.59 , pp. 347-370
    • Nelson, D.1
  • 54
    • 84977718754 scopus 로고
    • Information and volatility: The no-arbitrage martingale to timing and resolution irrelevancy
    • (1989) Journal of Finance , vol.44 , pp. 1-17
    • Ross, S.A.1
  • 55
    • 0003047780 scopus 로고
    • Monetary coordination within the European monetary system: Is there a rule?" Part II in policy coordination in the European monetary system
    • Washington, D.C.: IMF
    • (1988) IMF Occasional Paper 61
    • Russo, M.1    Tullio, G.2
  • 62
    • 0000577063 scopus 로고
    • European economic and monetary union and asymmetrics and adjustment problems in the European monetary system: Some empirical evidence
    • (special edition). Brussels: Commission of the European Communities
    • (1991) European Economy , vol.1 , pp. 187-207
    • Weber, A.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.