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Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components

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  • Patel, Ajay
  • Shoesmith, Gary L.

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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 28 (2004)
Issue (Month): 9 (September)
Pages: 2051-2075

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Handle: RePEc:eee:jbfina:v:28:y:2004:i:9:p:2051-2075

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  21. Frederic S. Mishkin, 1982. "Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions," NBER Working Papers 1048, National Bureau of Economic Research, Inc.
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