Tests for interest rate convergence and structural breaks in the EMS: further analysis
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Ogaki, Masao & Park, Joon Y., 1997.
"A cointegration approach to estimating preference parameters,"
Journal of Econometrics,
Elsevier, vol. 82(1), pages 107-134.
- Ogaki, M. & Park, Y.Y., 1989. "A Cointegration Approach To Estimating Preference Parameters," RCER Working Papers 209, University of Rochester - Center for Economic Research (RCER).
- Andrew G Haldane & Mahmood Pradhan, 1992. "Real interest parity, dynamic convergence and the European Monetary System," Bank of England working papers 1, Bank of England.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stefano Schiavo, 2005. "Euro bonds: in search of financial spillovers," Sciences Po publications 2, Sciences Po.
- Giorgio Canarella & Stephen Miller & Stephen Pollard, 2011. "The Global Financial Crisis and Stochastic Convergence in the Euro Area," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 315-333, August.
- repec:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9208-3 is not listed on IDEAS
- Minoas Koukouritakis, 2016. "Eurozone Debt Crisis and Bond Yields Convergence: Evidence from the New EU Countries," Working Papers 1606, University of Crete, Department of Economics.
- Thushyanthan Baskaran, 2009. "Did the Maastricht treaty matter for macroeconomic performance? A difference-in-difference investigation," Kyklos, Wiley Blackwell, vol. 62(3), pages 331-358, August.
- Kasman, Adnan & Kirbas-Kasman, Saadet & Turgutlu, Evrim, 2008. "Monetary policy convergence of potential EMU accession countries: A cointegration analysis with shifting regimes," Economic Modelling, Elsevier, vol. 25(2), pages 340-350, March.
- Alexander Ludwig, 2014. "Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks," Applied Financial Economics, Taylor & Francis Journals, vol. 24(12), pages 811-823, June.
- Sonila Beliu & Matthew Higgins, 2004. "Fractional cointegration analysis of EU convergence," Applied Economics, Taylor & Francis Journals, vol. 36(14), pages 1607-1611.
- Baskaran, Thushyanthan, 2009. "Did the Maastricht treaty matter for macroeconomic performance?," MPRA Paper 30106, University Library of Munich, Germany.
- Marjan Petreski, 2009. "Brief Empirics Of Interest - Rate Differential In Macedonia," Journal Articles, Center For Economic Analyses, pages 5-11, June.
- Adnan Kasman & Saadet Kirbas-Kasman & Evrim Turgutlu, 2005. "Nominal and real convergence between the CEE countries and the EU: a fractional cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 37(21), pages 2487-2500.
- repec:kap:iaecre:v:17:y:2011:i:3:p:315-333 is not listed on IDEAS
- Siklos, Pierre L., 2010. "Meeting Maastricht: Nominal convergence of the new member states toward EMU," Economic Modelling, Elsevier, vol. 27(2), pages 507-515, March.
- Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2014.
"Testing for a break in the persistence in yield spreads of EMU government bonds,"
Journal of Banking & Finance,
Elsevier, vol. 41(C), pages 109-118.
- Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2013. "Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds," Hannover Economic Papers (HEP) dp-517, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apfiec:v:12:y:2002:i:6:p:447-456. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/RAFE20 .