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European Monetary System:




Title: French-German Interest Rate Differentials and Time-Varying Realignment Risk

Author: Caramazza, Francesco

Series: Working Paper No. 93/1

Date: January 1, 1993

Notes: Explores the determinants of expected rates of realignment of the French franc/Deutsche mark exchange rate during the period 1987-1991. Also published in Staff Papers, Vol. 40, No. 3, September 1993.

Subject: European Monetary System Exchange rate realignments Interest rate differential


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

Title: The Implications of Cross-Border Monetary Aggregation

Author: Lane, D. Timothy ; Kremers, J. M. Jeroen

Series: Working Paper No. 92/71

Date: September 1, 1992

Notes: This paper uses a theoretical error-invariables framework to identify what is gained and what may be lost through corss-border aggregation of money demand.

Subject: Currency substitution Demand for money Economic models European Monetary System