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The price approach to financial integration: Decomposing European money market interest rate differentials

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Author Info

  • Lemmen, J.J.G.
  • Eijffinger, S.C.W.

    (Tilburg University, Center for Economic Research)

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Bibliographic Info

Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1994-16.

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Date of creation: 1994
Date of revision:
Handle: RePEc:dgr:kubcen:199416

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Web page: http://center.uvt.nl

Related research

Keywords: Financial Policy; Financial Markets; EMS; Interest Rate;

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References

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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.:
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  1. Giavazzi, Francesco & Pagano, Marco, 1988. "The advantage of tying one's hands : EMS discipline and Central Bank credibility," European Economic Review, Elsevier, vol. 32(5), pages 1055-1075, June.
  2. Eijffinger, S.C.W. & Gerards, J.L., 1993. "The consequences of European economic and monetary integration for the financial markets and institutions," Open Access publications from Tilburg University urn:nbn:nl:ui:12-152937, Tilburg University.
  3. Mark P. Taylor & Ronald MacDonald, 1991. "Exchange Rate Economics: A Survey," IMF Working Papers 91/62, International Monetary Fund.
  4. Robert J. Barro & Xavier Sala-i-Martin, 1990. "World Real Interest Rates," NBER Working Papers 3317, National Bureau of Economic Research, Inc.
    • Robert J. Barro & Xavier Sala-i-Martin, 1990. "World Real Interest Rates," NBER Chapters, in: NBER Macroeconomics Annual 1990, Volume 5, pages 15-74 National Bureau of Economic Research, Inc.
  5. Kees Koedijk & Clemens Kool, 1993. "Betting on the EMS," Open Economies Review, Springer, vol. 4(2), pages 151-173, June.
  6. D. F. I. Folkerts-Landau & Donald J. Mathieson & Morris Goldstein & Liliana Rojas-Suárez & José Saúl Lizondo & Timothy D. Lane, 1991. "Determinants and Systemic Consequences of International Capital Flows," IMF Occasional Papers 77, International Monetary Fund.
  7. Mishkin, Frederic S, 1984. " Are Real Interest Rates Equal across Countries? An Empirical Investigation of International Parity Conditions," Journal of Finance, American Finance Association, vol. 39(5), pages 1345-57, December.
  8. Eijffinger, S.C.W., 1995. "The quantity approach to financial integration: The Feldstein-Horioka criterion revisited," Open Access publications from Tilburg University urn:nbn:nl:ui:12-152913, Tilburg University.
  9. Obstfeld, Maurice, 1988. "The advantage of tying one's hands: EMS discipline and Central Bank credibility : Francesco Giavazzi and Marco Pagano," European Economic Review, Elsevier, vol. 32(5), pages 1077-1082, June.
  10. Frankel, Jeffrey A. & MacArthur, Alan T., 1988. "Political vs. currency premia in international real interest differentials : A study of forward rates for 24 countries," European Economic Review, Elsevier, vol. 32(5), pages 1083-1114, June.
  11. Jeff Frankel, Steve Phillips, and Menzie Chinn., 1992. "Financial and Currency Integration in the European Monetary System: The Statistical Record," Center for International and Development Economics Research (CIDER) Working Papers C92-005, University of California at Berkeley.
  12. Frankel, Jeffrey A, 1992. "Measuring International Capital Mobility: A Review," American Economic Review, American Economic Association, vol. 82(2), pages 197-202, May.
  13. Lemmen, J.J.G. & Eijffinger, S.C.W., 1993. "The degree of financial integration in the European Community," Open Access publications from Tilburg University urn:nbn:nl:ui:12-152892, Tilburg University.
  14. Andrew G Haldane & Mahmood Pradhan, 1992. "Testing real interest parity in the European Monetary System," Bank of England working papers 2, Bank of England.
  15. Begg, David K. H., 1988. "The advantage of tying one's hands: EMS discipline and Central Bank credibility : Francesco Giavazzi and Marco Pagano," European Economic Review, Elsevier, vol. 32(5), pages 1075-1077, June.
  16. de Groof, Rob & van Tuijl, Martin, 1993. "Financial integration and fiscal policy in interdependent two-sector economies with real and nominal wage rigidity," European Journal of Political Economy, Elsevier, vol. 9(2), pages 209-232, May.
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Citations

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Cited by:
  1. Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Intregration der Devisenmärkte in den mittel- und osteuropäischen Beitrittsländern: Spekulative Effizienz, Transaktionskosten und Wechselkursprämien," Discussion Paper Series 1: Economic Studies 2003,08, Deutsche Bundesbank, Research Centre.
  2. Eijffinger, S.C.W. & Lemmen, J.J.G., 1994. "The catching up of European money markets: The degree vs. the speed of integration," Discussion Paper 1994-66, Tilburg University, Center for Economic Research.
  3. Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finan," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre.
  4. Jochem, Axel & Herrmann, Sabine, 2003. "The international integration of money markets in the central and east European accession countries: deviations from covered interest parity, capital controls and inefficiencies in the financial secto," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre.

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