1. Artis, M.J. and W. Zhang (1998) ?The Linkage of Interest Rates Within The EMS.? Weltwirtschaftliches Archiv 134(1):117?132.
2. Barassi, M.R., G.M. Caporale, and S.G. Hall (2001a) ?Interest Rates Linkages: Identifying Structural Relations.? W.P. no. 01-08, Department of Economics, University of Birmingham.
3. Barassi, M.R., G.M. Caporale, and S.G. Hall (2001b) ?Testing for Structural Changes in the Long-Run Causal Structure of Cointegrated Vector Autoregressions.? W.P. no. 01-09, Department of Economics, University of Birmingham.
4. Beeby, M., M. Funke, and S.G. Hall (1998) ?The Relationship Between Money and Prices: An Econometric Appraisal Based on Cointegration and Causality.? In C. Heji, S. Hans, B. Hanzon and K. Praagman (eds.), System Dynamics in Economic and Financial Models, John Wiley Series in Financial Economics and Quantitative analysis, Chichester.
5. Caporale, G.M., S. Kalyvitis, and N. Pittis (1996) ?Interest Rate Convergence, Capital Controls, Risk Premia and Foreign Exchange Rate Market Efficiency in the EMS.? Journal of Macroeconomics 18(4):693?714.