Dynamics of Intra-EMS Interest Rate Linkages
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Baum, Christopher F ; Barkoulas, John |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | interest rates | long memory | error correction |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 13 |
| Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E63 - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005706588