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Business cycle synchronization : a regional perspective
Beck, Krzysztof - 2014
Turmoil in euro area once more forces EU authorities to rethink future of further monetary integration. One of the most commonly used criterions for successful monetary in contemporary research is business cycle synchronization (BCS). Though BCS has been vastly described at country level, not as...
Persistent link: https://www.econbiz.de/10012011034
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The message in weekly exchange rates in the European monetary system : mean reversion, conditional heteroskedasticity and jumps
Vlaar, Peter J. G.; Palm, Franz C. - 1992
Persistent link: https://www.econbiz.de/10000831061
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Impact of EMS membership on its nominal exchange rate volatility : an approach with univariate and multivariate GARCH models
Hong, Kabsoo - In: Seoul journal of economics 5 (1992) 1, pp. 51-74
Persistent link: https://www.econbiz.de/10001133560
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The message in weekly exchange rates in the European Monetary System : mean reversion, conditional heteroscedasticity, and jumps
Vlaar, Peter J. G. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 351-360
Persistent link: https://www.econbiz.de/10001146825
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Arch-modeling managed-floating foreign exchange rates : the European ERM experience
Kam, Simon W. - 1996
Persistent link: https://www.econbiz.de/10000952097
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Measuring economic convergence
Hall, Stephen G. - In: International journal of finance & economics : IJFE 2 (1997) 2, pp. 131-143
Persistent link: https://www.econbiz.de/10001227650
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On optimal currency areas and common cycles : are the acceding countries ready to join the euro?
Grimm, Louisa; Steinkamp, Sven; Westermann, Frank - 2021
EMU aggregate - except for Sweden. Instead, the business cycles in most of the other countries exhibit only a very weak …
Persistent link: https://www.econbiz.de/10012499619
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On optimal currency areas and common cycles : are the acceding countries ready to join the euro?
Grimm, Louisa; Steinkamp, Sven; Westermann, Frank - 2021
EMU aggregate – except for Sweden. Instead, the business cycles in most of the other countries exhibit only a very weak …
Persistent link: https://www.econbiz.de/10012506932
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Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2018
This paper examines G-PPP and business cycle synchronization in the East Africa Community with the aim of assessing the prospects for a monetary union. The univariate fractional integration analysis shows that the individual series exhibit unit roots and are highly persistent. The fractional...
Persistent link: https://www.econbiz.de/10011859481
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Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2018
Persistent link: https://www.econbiz.de/10011995640