Fatum, Rasmus (contributor); Pedersen, Jesper (contributor) - 2007
participation in ERM II is a requirement for adoption of the Euro. Therefore, our study is of particular relevance for the new … European Union member states that are either currently participating in ERM II or expected to do so at a later date as well as … for Denmark. Our analysis employs the twostep weighted least squares estimation procedure of Andersen, Bollerslev, Diebold …