Dynamics of intra-EMS interest rate linkages

Journal of Money, Credit and Banking

Volumn 38, Issue 2, 2006, Pages 469-482

  Baum, Christopher F ^a   Barkoulas, John ^b  

^a BOSTON COLLEGE   (United States)

^b GEORGIA SOUTHERN UNIVERSITY   (United States)

Author keywords

EMS; Fractional error correction; German dominance; Interest rates; Mean reversion; Monetary policy

Indexed keywords

EID: 33645785522     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2006.0024     Document Type: Review

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