Eijffinger, Sylvester C. W.; Lemmen, Jan J. G - In: Swiss Journal of Economics and Statistics (SJES) 131 (1995) I, pp. 3-37
This paper examines European money market integration over the period March 1979 - August 1992. We specify three different criteria for short-term capital mobility, i.e. covered nominal interest parity, uncovered nominal interest parity and real interest parity, to assess the degree and the...