Convergence in the ERM and declining numbers of common stochastic trends
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References listed on IDEAS
- Baillie, Richard T & Bollerslev, Tim, 1989. " Common Stochastic Trends in a System of Exchange Rates," Journal of Finance, American Finance Association, vol. 44(1), pages 167-181, March.
- Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil, 1994.
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Cited by:
- Josef C. Brada & Ali M. Kutan & Su Zhou, 2002.
"Real and Monetary Convergence within the European Union and Between the European Union and Candidate Countries: A Rolling Cointegration Approach,"
William Davidson Institute Working Papers Series
458, William Davidson Institute at the University of Michigan.
- 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, University of Bonn, ZEI - Center for European Integration Studies.
- Ali Kutan & Su Zhou, 2003.
"Has the Link Between the Spot and Forward Exchange Rates Broken Down? Evidence from Rolling Cointegration Tests,"
Open Economies Review, Springer, vol. 14(4), pages 369-379, October.
- 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, University of Bonn, ZEI - Center for European Integration Studies.
- Weimann, Marco, 2002. "OCA theory and EMU eastern enlargement: An empirical application," Dresden Discussion Paper Series in Economics 07/02, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- 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.
- 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.
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- G30 - Financial Economics - - Corporate Finance and Governance - - - General
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