Cointegration analysis of the intensity of the ERM currencies under the European Monetary System
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- Ansgar Belke & Yuhua Cui, 2009. "US–Euro Area Monetary Policy Interdependence – New Evidence from Taylor Rule Based VECMs," Ruhr Economic Papers 0085, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, vol. 62(1), pages 1-19, January.
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