The fundamental determinants of interest rate differentials in the ERM

Author： Knot Klass H. W.  

Publisher： Routledge Ltd

ISSN： 1466-4283

Source： Applied Economics, Vol.30, Iss.2, 1998-02, pp. : 165-176

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Capital controls and international interest rate differentials

By El-Shagi Makram  

Applied Economics, Vol. 42, Iss. 6, 2010-03 ,pp. : 681-688

Routledge Ltd

Access to resources Recommend Favorite

Non-stationary Interest Rate Differentials and the Role of Monetary Policy

By Matros Philipp   Weber Enzo  

International Economic Journal, Vol. 28, Iss. 3, 2014-07 ,pp. : 497-512

Routledge Ltd

Access to resources Recommend Favorite

Excess US bank reserves and the short-term interest rate differentials: evidence from bivariate cointegration analysis

By Mustafa Muhammad   Rahman Matiur  

Applied Economics Letters, Vol. 6, Iss. 6, 1999-06 ,pp. : 333-336

Routledge Ltd

Access to resources Recommend Favorite

Credits and non-interest rate determinants of loan demand: a Spanish case study

By Manrique J.   Ojah K.  

Applied Economics, Vol. 36, Iss. 8, 2004-05 ,pp. : 781-791

Routledge Ltd

Access to resources Recommend Favorite

A non-parametric analysis of ERM exchange rate fundamentals

By Torres José  

Empirical Economics, Vol. 32, Iss. 1, 2007-04 ,pp. : 67-84

Springer Publishing Company

Access to resources Recommend Favorite