Additional Evidenceon Ems Interest Rate Linkages

Additional Evidenceon Ems Interest Rate Linkages
This note examines interest rate linkages within the EMS. Cointegration tests suggest the existence of a long-run equilibrium relationship between German and other EMS interest rates. Bivariate VAR analysis finds that Granger-causality either stems from German to other European interest rates (Belgium, France, Spain, and the U.K.) or is... READ MORE...

Publication date: October 1996
ISBN 9781451942941
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