HENRY, Jérôme; WEIDMANN, Jens - In: Annales d'Economie et de Statistique (1995) 40, pp. 125-160
We use non-stationary econometrics to analyze asymmetry and dominance within the EMS through interest rate linkages from April 1983 to the end of 1992. Daily data (French, German and US one-month Eurorates) are used for their better suitability to the analysis of causality. We first show there...
