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Interest Rate Linkages Within the European Monetary System: A Time Series Analysis
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  • 1999Optimal hedging using cointegration189 cited
  • 1993Interest Rate Linkages Within the European Monetary System: Further Analysis125 cited
  • 2000European Monetary Union: a cointegration analysis88 cited
  • 2001Asymmetry in the EMS: New evidence based on non-linear forecasts86 cited
  • 1998Dynamic linkages among real interest rates in international capital markets79 cited
  • 1993Common stochastic trends and inflation convergence in the EMS64 cited
  • 2002Cointegration and asset allocation: a new active hedge fund strategy60 cited
  • 1999Testing For Real Interest Rate Convergence In European Countries59 cited
  • 2002Was There Monetary Autonomy in Europe on the Eve of Emu? the German Dominance Hypothesis Re-Examined58 cited
  • 2006Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests58 cited
  • 1993Does the DM Dominate the Euro Market? An Empirical Investigation52 cited
  • 1999How integrated are the money market and the bank loans market within the European Union?51 cited
  • 2002Exchange rate stabilization in the ERM: identifying European monetary policy reactions46 cited
  • 2001Mean Reversion of Interest Rates in the Eurocurrency Market

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45 cited
  • 2001The convergence of monetary policy between candidate countries and the European Union39 cited
  • 1997Linkage in EMS term structures: evidence from common trend and transitory components38 cited