Interest rate linkages in Europe before and after the introduction of the European monetary system: some empirical results

Interest rate linkages in the exchange rate mechanism Tests for asymmetry, German dominance and interest rate parity using daily data over 1990 to 1997

Thom, R.
University Coll. Dublin (Ireland). Centre for Economic Research

January 1997

Paper from the Irish Economics Association Annual Conference held Athlone (IE), 4-6 Apr 1997Availabl...

The term structure of interest rates as an indicator of monetary policy and its potential to forecast inflation: the case of Germany and Spain since 1986

Prey, Hedwig
Bestue Cardiel, Pilar
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Interest linkages between the US, UK and German interest rates: should the UK join the European Monetary Union?

William Bryant
Roselyne Joyeux

In light of continuing mixed results in the literature, this paper re‐examines the German Dominance ...

Interest rate linkages in Europe before and after the introduction of the European monetary system: some empirical results

Wolters, Juergen
Kirchgaessner, Gebhard

January 1991

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

U.S. - European interest rate linkage: A time series analysis for West Germany, Switzerland and the United States

Zurich Eidgenoessische Technische Hochschule (ETH) (Switzerland))
Wolters, J. (Berlin Freie Univ. (Germany))
Kirchgaessner, G. (Osnabrueck Univ. (Germany)
Berlin Freie Univ. (Germany). Inst. fuer Quantitative Oekonomik und Statistik

January 1985

SIGLETIB Hannover: RN 6494(1985,8) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inf...

Interest rate linkages within the European Monetary System: an alternative interpretation

Guglielmo Maria Caporale
Nikitas Pittis

In this note the empirical evidence presented by Karfakis and Moschos (1990) and Katsimbris and Mill...

The Linkage of Interest Rates Within the Ems

ARTIS, Michael J.
ZHANG, Wenda

January 1998

The paper explores the linkage between interest rates in Germany and the United States with those on...

On the term structure of interest rates: empirical results for Germany

Wolters, Juergen

January 1994

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The linkage of interest rates within the EMU

Artis, M.J.
Zhang, W.
European University Institute, Florence (Italy)

January 1997

This paper is produced as part of a research project on 'Asset Market, Structural Convergence and Eu...

Empirical Results for the U.S. and Europe

Brüggemann, Ralf
Lütkepohl, Helmut

June 2005

A system of U.S. and euro area short- and long-term interest rates is analyzed. According to the exp...

The term structure of interest rates in the US and West Germany: causality analysis in cointegratedsystems

Reimers, Hans-Eggert
Luetkepohl, Helmut

January 1989

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Term Structure Linkages Among the New EU Countries and the EMU

Minoas Koukouritakis
Leo Michelis

January 2005

This paper uses cointegration and common trends techniques to investigate empirically the expectatio...

Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

BRUEGGEMANN, Ralf
LUETKEPOHL, Helmut

January 2005

A system of U.S. and euro-area short and long-term interest rates is analyzed. According to the expe...

The link between interest rates on interbank money and for credit lines: are asymmetric interest rate adjustments empirically evident?

Korndoerfer, Petra

January 1997

Summary in GermanAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg...

Term structure of interest rates. European financial integration

Ruiz Dotras, Elisabet
Fontanals Albiol, Hortènsia, 1956-
Bolancé Losilla, Catalina

In this paper we estimate, analyze and compare the term structures of interest rates in six differen...

Interest rate linkages in the exchange rate mechanism Tests for asymmetry, German dominance and interest rate parity using daily data over 1990 to 1997

Thom, R.
University Coll. Dublin (Ireland). Centre for Economic Research

January 1997

Paper from the Irish Economics Association Annual Conference held Athlone (IE), 4-6 Apr 1997Availabl...

The term structure of interest rates as an indicator of monetary policy and its potential to forecast inflation: the case of Germany and Spain since 1986

Prey, Hedwig
Bestue Cardiel, Pilar
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Interest linkages between the US, UK and German interest rates: should the UK join the European Monetary Union?

William Bryant
Roselyne Joyeux

In light of continuing mixed results in the literature, this paper re‐examines the German Dominance ...

Interest rate linkages in Europe before and after the introduction of the European monetary system: some empirical results

Wolters, Juergen
Kirchgaessner, Gebhard

January 1991

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

U.S. - European interest rate linkage: A time series analysis for West Germany, Switzerland and the United States

Zurich Eidgenoessische Technische Hochschule (ETH) (Switzerland))
Wolters, J. (Berlin Freie Univ. (Germany))
Kirchgaessner, G. (Osnabrueck Univ. (Germany)
Berlin Freie Univ. (Germany). Inst. fuer Quantitative Oekonomik und Statistik

January 1985

SIGLETIB Hannover: RN 6494(1985,8) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inf...

Interest rate linkages within the European Monetary System: an alternative interpretation

Guglielmo Maria Caporale
Nikitas Pittis

In this note the empirical evidence presented by Karfakis and Moschos (1990) and Katsimbris and Mill...

The Linkage of Interest Rates Within the Ems

ARTIS, Michael J.
ZHANG, Wenda

January 1998

The paper explores the linkage between interest rates in Germany and the United States with those on...

On the term structure of interest rates: empirical results for Germany

Wolters, Juergen

January 1994

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The linkage of interest rates within the EMU

Artis, M.J.
Zhang, W.
European University Institute, Florence (Italy)

January 1997

This paper is produced as part of a research project on 'Asset Market, Structural Convergence and Eu...

Empirical Results for the U.S. and Europe

Brüggemann, Ralf
Lütkepohl, Helmut

June 2005

A system of U.S. and euro area short- and long-term interest rates is analyzed. According to the exp...

The term structure of interest rates in the US and West Germany: causality analysis in cointegratedsystems

Reimers, Hans-Eggert
Luetkepohl, Helmut

January 1989

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Term Structure Linkages Among the New EU Countries and the EMU

Minoas Koukouritakis
Leo Michelis

January 2005

This paper uses cointegration and common trends techniques to investigate empirically the expectatio...

Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

BRUEGGEMANN, Ralf
LUETKEPOHL, Helmut

January 2005

A system of U.S. and euro-area short and long-term interest rates is analyzed. According to the expe...

The link between interest rates on interbank money and for credit lines: are asymmetric interest rate adjustments empirically evident?

Korndoerfer, Petra

January 1997

Summary in GermanAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg...

Term structure of interest rates. European financial integration

Ruiz Dotras, Elisabet
Fontanals Albiol, Hortènsia, 1956-
Bolancé Losilla, Catalina

In this paper we estimate, analyze and compare the term structures of interest rates in six differen...

Interest rate linkages in the exchange rate mechanism Tests for asymmetry, German dominance and interest rate parity using daily data over 1990 to 1997

Thom, R.
University Coll. Dublin (Ireland). Centre for Economic Research

January 1997

Paper from the Irish Economics Association Annual Conference held Athlone (IE), 4-6 Apr 1997Availabl...

The term structure of interest rates as an indicator of monetary policy and its potential to forecast inflation: the case of Germany and Spain since 1986

Prey, Hedwig
Bestue Cardiel, Pilar
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Interest linkages between the US, UK and German interest rates: should the UK join the European Monetary Union?

William Bryant
Roselyne Joyeux

In light of continuing mixed results in the literature, this paper re‐examines the German Dominance ...

Interest rate linkages in Europe before and after the introduction of the European monetary system: some empirical results

Abstract

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Interest rate linkages in Europe before and after the introduction of the European monetary system: some empirical results

Abstract

Extracted data

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