Ruiz-Dotras, Elisabet; Bolance-Losilla, Catalina; … - In: International Journal of Financial Markets and Derivatives 1 (2010) 4, pp. 422-437
. We analyse the convergence of interest rates in four major EMU countries from 1999 to 2007. We suggest to test the … convergence of the interest rates with the full term structure of interest rates with both univariate and multivariate inference …