Did the ems reduce the cost of capital

Economic Journal

Volumn 112, Issue 482, 2002, Pages 786-809

  Sentana, Enrique ^a  

^a CEMFI   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; CURRENCY; EUROPEAN MONETARY UNION; STOCK MARKET;

EUROPE;

EID: 0036772155     PISSN: 00130133     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0297.00069     Document Type: Article

References (30)

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4. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying variances
5. A unified beta pricing theory
6. Risk and return in an equilibrium APT: An application of a new test methodology
7. One market, one money
8. Let's get real: A factor analytical approach to disaggregated business cycle dynamics
9. Arbitrage asset pricing under exchange risk
10. Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan
11. Volatility and links between national stock markets
12. Operational aspects of the Siegel paradox
13. A simple positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix
14. The econometric analysis of models with risk terms
15. The arbitrage theory of capital asset pricing
16. Risk and return in the Spanish stock market: Some evidence from individual assets
17. Estimation of a triangular seemingly unrelated regression system by OLS
18. Factor representing portfolios in large asset markets
19. Identification, estimation and testing of conditionally heteroskedastic factor models
20. The volatility of long-term interest rates and expectations models of the term structure
21. International arbitrage pricing theory