Title of article
Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited
Author/Authors
Christis Hassapis، نويسنده , , Nikitas Pittis، نويسنده , , Kyprianos Prodromidis، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
27
From page
47
To page
73
Keywords
German Dominance Hypothesis , Granger causality , vector autoregression , Unit roots , cointegration , Incompletesystems
Journal title
Journal of International Money and Finance
Serial Year
1999
Journal title
Journal of International Money and Finance
Record number
191184
Link To Document