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E. H. Gardner:

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1992

Title: Asymmetry in the ERM : A Case Study of French and German Interest Rates Since Basle-Nyborg

Author: Perraudin, R. M. W. ; Gardner, H. E.

Series: Working Paper No. 92/96

Date: November 1, 1992

Notes: Empirical study on daily French and German interest rate changes since the Basle-Nyborg agreement of September 1987. Also published in Staff Papers, Vol. 40, No. 2, June 1993.

Subject: European Monetary System France Germany Interest rates