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Assessing financial integration in the European Union equity markets : panel unit root and multivariate cointegration and causality evidence

Worthington, Andrew Charles; Higgs, Helen - In: Journal of economic integration 25 (2010) 3, pp. 457-479

Persistent link: https://www.econbiz.de/10008657850

Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the U.S. and Europe

Brüggemann, Ralf; Lütkepohl, Helmut - In: Applied economics quarterly 51 (2005) 2, pp. 143-154

Persistent link: https://www.econbiz.de/10003232048

Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe

Brüggemann, Ralf (contributor); … - 2005 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002974410

Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe

Brüggemann, Ralf (contributor); … - 2005

rates are integrated of order one, one would expect to find three linearly independent cointegration relations in the system … series we find indeed the theoretically expected three cointegration relations, in contrast to previous studies based on … ; cointegration analysis …

Persistent link: https://www.econbiz.de/10003049841

A Monetary Vector Error Correction Model of the Euro Area and Implications for Monetary Policy

Holtemöller, Oliver - 2017

-term interest rate with three identified cointegration relations is specified. It is shown that Euro area money and prices can be …

Persistent link: https://www.econbiz.de/10012951761

The time series properties of the real exchange rates between the member states of the European Monetary Union

Maurer, Rainer - In: Credit and capital markets : Kredit und Kapital 52 (2019) 2, pp. 149-171

Persistent link: https://www.econbiz.de/10012229937

Purchasing power parity in the Euro Area : evidence from structural break LM Test

Suluk, Seher; Tanrıseven, Kemaletttin - In: International journal of economics and financial issues … 8 (2018) 2, pp. 370-375

Persistent link: https://www.econbiz.de/10011957765

Real interest parity in the EU and the consequences for euro area membership : panel data evidence, 1979 - 2005

O'Brien, Martin (contributor) - 2007

(OCA) criteria. Using the DF-GLS and the CIPS* panel unit root test, RIP is tested for a sample of Euro area and non …

Persistent link: https://www.econbiz.de/10003449239

Does purchasing power parity hold following the launch of the euro? : evidence from the panel unit root test

Wu, Yi-hua; Lin, Eric S. - In: Applied economics letters 18 (2011) 1/3, pp. 167-172

Persistent link: https://www.econbiz.de/10009230146

Testing for external sustainability under a monetary integration process : does the Lawson doctrine apply to Europe?

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: Economic modelling 44 (2015), pp. 343-349

Persistent link: https://www.econbiz.de/10011326201