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dc.contributor.authorARTIS, Michael J.
dc.contributor.authorZHANG, Wenda
dc.date.accessioned2011-04-20T14:03:30Z
dc.date.available2011-04-20T14:03:30Z
dc.date.issued1998
dc.identifier.citationWeltwirtschaftliches Archiv-Review Of World Economics, 1998, 134, 1, 117-132
dc.identifier.issn0043-2636
dc.identifier.urihttp://hdl.handle.net/1814/16747
dc.description.abstractThe paper explores the linkage between interest rates in Germany and the United States with those on other currencies within the Exchange Rate Mechanism (ERM) of the European Monetary System. Monthly data on money market interest rates and rolling window cointegration techniques are used. The principal findings are that during the early part of the sample period (1979-1995), there is widespread cointegration between both US and German interest rates and those on other currencies in the ERM; but during the later part of the sample, this worldwide linkage disintegrates, cointegration between German acid other ERM interest rates strengthening whilst that with the US disappears.
dc.relation.isbasedonhttp://hdl.handle.net/1814/1494
dc.titleThe Linkage of Interest Rates Within the Ems
dc.typeArticle
dc.identifier.doi10.1007/BF02707581
dc.neeo.contributorARTIS|Michael J.|aut|
dc.neeo.contributorZHANG|Wenda|aut|
dc.identifier.volume134
dc.identifier.startpage117
dc.identifier.endpage132
eui.subscribe.skiptrue
dc.identifier.issue1
dc.description.versionThe article is a published version of EUI RSC WP; 1997/16


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