The French-German Interest Rate Differential Since German
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More about this item
KeywordsInterest rates; cointegration; heteroskedasticity; GARCH; EMS; Asymmetry in the ERM;
- F3 - International Economics - - International Finance
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-04-16 (All new papers)
- NEP-CBA-2005-04-16 (Central Banking)
- NEP-IFN-2005-04-16 (International Finance)
- NEP-MON-2005-04-16 (Monetary Economics)
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