| 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 |
|