This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS Author info | Abstract | Publisher info | Download info | Related research | Statistics Caporale, Guglielmo Maria
Kalyvitis, Sarantis
Pittis, Nikitas
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Macroeconomics .
Volume (Year): 18 (1996)
Issue (Month): 4 ()
Pages: 693-714
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:jmacro:v:18:y:1996:i:4:p:693-714Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622617
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Christopher F Baum & John Barkoulas, 2002.
"Dynamics of Intra-EMS Interest Rate Linkages ,"
Computing in Economics and Finance 2002
13, Society for Computational Economics.
[Downloadable!]
Other versions:
Christopher F. Baum & John Barkoulas, 2001.
"Dynamics of Intra-EMS Interest Rate Linkages ,"
Boston College Working Papers in Economics
492, Boston College Department of Economics, revised 04 May 2004.
[Downloadable!] Baum, Christopher F. & Barkoulas, John, 2006.
"Dynamics of Intra-EMS Interest Rate Linkages ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 38(2), pages 469-482, March.
[Downloadable!] (restricted) Amigo Dobaño, Lucy, 2000.
"Cointegration Analysis: Exchange Rate Markets Of The European Monetary System ,"
ERSA conference papers
ersa00p270, European Regional Science Association.
[Downloadable!]
Michael Frömmel & Robinson Kruse, 2009.
"Interest rate convergence in the EMS prior to European Monetary Union ,"
CREATES Research Papers
2009-23, School of Economics and Management, University of Aarhus.
[Downloadable!]
Philip Arestis & Kostas Mouratidis, 2002.
"Is There A Trade-Off Between Inflation Variability And Output-Gap Variability in The EMU Countries? ,"
Economics Working Paper Archive
359, Levy Economics Institute, The.
[Downloadable!]
Other versions:
Philip Arestis & Kostas Mouratidis, 2004.
"Is there a trade-off between inflation variability and output-gap variability in the EMU countries? ,"
NIESR Discussion Papers
238, National Institute of Economic and Social Research.
[Downloadable!] Philip Arestis & Kostas Mouratidis, 2003.
"Is There A Trade-Off Between Inflation Variability And Output-Gap Variability in The EMU Countries? ,"
Macroeconomics
0301005, EconWPA.
[Downloadable!] Philip Arestis & Kostas Mouratidis, 2004.
"Is There a Trade-Off Between Inflation Variability and Output-Gap Variability in the EMU Countries? ,"
Scottish Journal of Political Economy ,
Scottish Economic Society, vol. 51(5), pages 691-706, November.
[Downloadable!] (restricted) Heejoon Kang, 1999.
"The Applied Cointegration Analysis for the Open Economy: A Critical Review ,"
Open Economies Review ,
Springer, vol. 10(3), pages 325-346, July.
[Downloadable!] (restricted)
Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000.
"A multivariate latent factor decomposition of international bond yield spreads ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
[Downloadable!]
Philip Arestis & Kostas Mouratidis, 2003.
"Credibility of Monetary Policy in Four Accession Countries: A Markov Regime-Switching Approach ,"
Economics Working Paper Archive
371, Levy Economics Institute, The.
[Downloadable!]
Other versions: Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2005.
"Interest rate linkages: identifying structural relations ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 15(14), pages 977-986, October.
[Downloadable!] (restricted)
Guglielmo Caporale & Nikitas Pittis, 1995.
"Inflation convergence in the EMS: Some additional evidence. A reply ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 131(3), pages 587-593, September.
[Downloadable!] (restricted)
Marco Barassi & Guglielmo Caporale & Stephen Hall, 2005.
"A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates ,"
Open Economies Review ,
Springer, vol. 16(2), pages 107-133, April.
[Downloadable!] (restricted)
Access and
download statistics Did you know? You can import bibliographic info in various formats into you bibliographic tool, or just into your word processor. See under "publisher info" on each abstract page.
This page was last updated on 2009-12-3.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .