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Revisiting covered interest parity in the European Union : the DCCA approach

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Geldpolitik und europäische Währungsintegration : empirische Aspekte der Zinsbestimmung ; mit ... 22 Tabellen

Weidmann, Jens - 1998

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Finanzmarktintegration in Mittelosteuropa : eine empirische Analyse der integrativen Wirkung des Euro

Wohlmann, Monika - 2015

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The evolution of loan rate stickiness across the euro area

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Interest Rate Linkages in EMU Countries : A Rolling Threshold Vector Error-Correction Approach

Poghosyan, Tigran; de Haan, Jakob - 2021

This paper revisits financial market integration in the European Economic and Monetary Union, using a threshold vector error-correction model (TVECM) for a fixed rolling window. This approach enables us to analyze the dynamics of transaction costs and detect any co-movements with (policy...

Persistent link: https://www.econbiz.de/10013316906