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Tests for interest rate convergence and structural breaks in the EMS

Published:1998-04 Issue:2 Volume:8 Page:127-132
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Fountas Stilianos,Wu Jyh-Lin

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/096031098333104

Reference14 articles.

1. Discussion paper No. DP 18-95;Banerjee A.,1995

2. Co-Integration and Error Correction: Representation, Estimation, and Testing

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2. Interest rate convergence in the EMS prior to European Monetary Union;Journal of Policy Modeling;2015-11

3. Interest rate forecasts in times of financial crisis: What might be interesting to know?;European Journal of Political Economy;2014-06

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5. Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks;Applied Financial Economics;2014-04-15

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