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Original Articles

Do short-term interest rates influence long-term interest rates? Empirical evidence from some EMS countries

Pages 449-451 | Published online: 05 Oct 2010

References

  • Engle , R. F. and Granger , C. W. J. 1987 . Cointegration and error correction: representation, estimation and testing . Econometrica , 55 : 251 – 276 .
  • Phillips , P. C. B. and Loretan , M. 1991 . Estimating long-run economic equilibria . Review of Economic Studies , 58 : 407 – 436 .
  • Quirós-Romero , G. April 1995 . “ Repurchase agreements and indicators of non residents activity ” . In Economic Bulletin , April , 55 – 69 . Bank of Spain .
  • Rose , A. and Svensson , L. 1994 . European exchange rate credibility before the fall . European Economic Review , 38 : 1185 – 1216 .
  • Sosvilla-Rivero , S. , Fernández Rodríguez , F. , Bajo Rubio , O. and Gonzalez , J. Martín . 1994 . Exchange rate volatility in the EMS before and after the fall , Working Paper 94-16 Madrid : FEDEA .

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