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Convergence in the ERM and declining numbers of common stochastic trends

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Author Info

  • Rangvid, Jesper

    (Department of Finance, Copenhagen Business School)

  • Sørensen, Carsten

    (Department of Finance, Copenhagen Business School)

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    Abstract

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    File URL: http://openarchive.cbs.dk/cbsweb/handle/10398/7163
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    Bibliographic Info

    Paper provided by Copenhagen Business School, Department of Finance in its series Working Papers with number 2000-8.

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    Length: 24 pages
    Date of creation: 01 Jan 2000
    Date of revision:
    Handle: RePEc:hhs:cbsfin:2000_008

    Contact details of provider:
    Postal: Department of Finance, Copenhagen Business School, Solbjerg Plads 3, A5, DK-2000 Frederiksberg, Denmark
    Phone: +45 3815 3815
    Email:
    Web page: http://www.cbs.dk/departments/finance/
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    Keywords: na;

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    Cited by:
    1. Kutan, Ali M. & Zhou, Su, 2002. "Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests," ZEI Working Papers B 08-2002, ZEI - Center for European Integration Studies, University of Bonn.
    2. Brada, Josef C. & Kutan, Ali M. & Zhou, Su, 2002. "Real and monetary convergence within the European Union and between the European Union and candidate countries: A rolling cointegration approach," ZEI Working Papers B 05-2002, ZEI - Center for European Integration Studies, University of Bonn.
    3. Alexander Ludwig, 2014. "What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration," Economics Bulletin, AccessEcon, vol. 34(1), pages 16-24.
    4. Weimann, Marco, 2002. "OCA theory and EMU eastern enlargement: An empirical application," Dresden Discussion Paper Series in Economics 07/02, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
    5. Brada, Josef C. & Kutan, Ali M. & Zhou, Su, 2005. "Real and monetary convergence between the European Union's core and recent member countries: A rolling cointegration approach," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 249-270, January.

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