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Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components

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  • Patel, Ajay
  • Shoesmith, Gary L.
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  • Patel, Ajay & Shoesmith, Gary L., 2004. "Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2051-2075, September.
    • Handle: RePEc:eee:jbfina:v:28:y:2004:i:9:p:2051-2075
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