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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19216Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Antzoulatos, Angelos A. | - |
| dc.creator | Wilfling, Bernd | - |
| dc.date | 2003 | - |
| dc.date.accessioned | 2013-10-16T07:03:41Z | - |
| dc.date.available | 2013-10-16T07:03:41Z | - |
| dc.date.issued | 2013-10-16 | - |
| dc.identifier | http://hdl.handle.net/10419/19216 | - |
| dc.identifier | ppn:368834891 | - |
| dc.identifier | RePEc:zbw:hwwadp:26325 | - |
| dc.identifier.uri | http://koha.mediu.edu.my:8181/xmlui/handle/10419/19216 | - |
| dc.description | Recently a variety of exchange and interest rate models capturing the dynamics during the transition from an exchange rate arrangement of floating rates into a currency union have been derived. While these stochastic equilibrium models in continous time are theoretically rigorous, a systematic and extensive empirical validation is still lacking. Using exchange and interest rate data collected prior to the Greek EMU-entrance on 1 January 2001 this paper tries to fill the gap between theory and real-world data. The analysis reveals that the formal models can explain many features of the Greek exchange and interest rate dynamics on the road to EMU. | - |
| dc.language | eng | - |
| dc.publisher | - | |
| dc.relation | HWWA Discussion Paper 244 | - |
| dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | - |
| dc.subject | C52 | - |
| dc.subject | C51 | - |
| dc.subject | F33 | - |
| dc.subject | F31 | - |
| dc.subject | E43 | - |
| dc.subject | ddc:330 | - |
| dc.subject | exchange and interest rate models | - |
| dc.subject | policy shifts | - |
| dc.subject | economic regime switching models | - |
| dc.subject | Wechselkurs | - |
| dc.subject | Zins | - |
| dc.subject | Volatilität | - |
| dc.subject | Europäische Wirtschafts- und Währungsunion | - |
| dc.subject | Wechselkurstheorie | - |
| dc.subject | Stochastischer Prozeß | - |
| dc.subject | Zinsparität | - |
| dc.subject | Zinsstrukturtheorie | - |
| dc.subject | Schätzung | - |
| dc.subject | Griechenland | - |
| dc.title | Exchange and Interest Rates prior to EMU: The Case of Greece | - |
| dc.type | doc-type:workingPaper | - |
| Appears in Collections: | EconStor | |
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