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The French-German Interest Rate Differential since German Unification: The Impact of the 1992 and 1993 EMS Crisis

Henry, Jerome; Weidmann, Jens - University of Bonn, Germany - 1994

The EMS crisis of 1992-1993, which resulted in the widening of the exchange rate bands, may have had some impact on the long-run structure of the system consisting of daily 1-month-Eurorates on German Mark, US-Dollar and French Franc. First, we find that both the US Eurorate and the...

Persistent link: https://www.econbiz.de/10004968284

Exchange rates and money: An empirical investigation

Weissenberger E.; Mueller-Brockhaus, G. - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005001464

Is inflation risk associated with the rate of inflation? New evidence for cointegrated time series

Schmidt, Roland - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028487

ECU interest rates and ECU basket adjustments: An arbitrage pricing approach

Klein, Martin; Mueller, Sigrid - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028492

ECU bond prices: Private markets and political constraints

Klein, Martin - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028494