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Does the law of one price hold in euro-area retail banking? : an empirical analysis of interest rate differentials across the monetary union

Affinito, Massimiliano; Farabullini, Fabio - In: International journal of central banking : IJCB 5 (2009) 1, pp. 5-37

Persistent link: https://www.econbiz.de/10009521415

Interest rate convergence in euro-candidate countries : volatility dynamics of sovereign bond yields

Gabrisch, Hubert; Orłowski, Lucjan T. - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 69-85

Persistent link: https://www.econbiz.de/10009238982

Interest rate convergence in the EMS prior to European Monetary Union

Frömmel, Michael; Kruse, Robinson - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 6, pp. 990-1004

Persistent link: https://www.econbiz.de/10011478733

Exchange rates, prices, and interest rates in the euro area : equilibrium dynamics and determinants of monetary policy

Offermanns, Christian J. - 2006

Persistent link: https://www.econbiz.de/10003292283

Interest Rate Convergence in the EMS Prior to European Monetary Union

Frömmel, Michael - 2009

In this paper we analyze the convergence of interest rates in the European MonetarySystem (EMS) in a framework of changing persistence. This allows us to estimate the exact date of full convergence from the data. A change in persistence means that a time series switches from stationarity to...

Persistent link: https://www.econbiz.de/10013159293