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Interest Rate Linkages in the Exchange Rate Mechanism : Tests for Asymmetry, German Dominance and Interest Rate Parity Using Daily Data Over 1990 to 1997

Author

Listed:
  • Thom, R

Abstract

Empirical research on interest rate linkages within the European Monetary System (EMS) has concentrated on the concepts of asymmetry and German dominance. Asymmetry is usually taken to mean that German monetary policy is invariant to shocks in other EMS economies while dominance implies that the Bundesbank sets policy so as to insulate the EMS from external disturbances.

Suggested Citation

  • Thom, R, 1997. "Interest Rate Linkages in the Exchange Rate Mechanism : Tests for Asymmetry, German Dominance and Interest Rate Parity Using Daily Data Over 1990 to 1997," Papers 97/11, College Dublin, Department of Political Economy-.
    • Handle: RePEc:fth:dublec:97/11
    as

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    More about this item

    Keywords

    INTEREST RATE ; EUROPE ; MONETARY AGREEMENTS;
    All these keywords.

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects

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