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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. 1992/096

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: Currencies Exchange rates Financial services Foreign exchange Foreign exchange intervention Long term interest rates Monetary aggregates Money Short term interest rates

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