Dynamics of Intra-EMS Interest Rate Linkages

Christopher Baum and John Barkoulas

No 13, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: interest rates; long memory; error correction (search for similar items in EconPapers)
JEL-codes: C22 E43 E63 (search for similar items in EconPapers)
Date: 2002-07-01
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Citations: View citations in EconPapers (1)

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Related works:
Journal Article: Dynamics of Intra-EMS Interest Rate Linkages (2006)
Working Paper: Dynamics of Intra-EMS Interest Rate Linkages (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:13

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