Time series dynamics of short-term interest rates: evidence from Eurocurrency markets
Chiang, T. C.
German National Library of Science and Technology (GetInfo) (German)
Time Varying Risk Premia in Eurocurrency Rates
The Term Structure of Interest Rates as a Cointegrated System: Empirical Evidence from the Eurocurrency Market
The Expectations Hypothesis of the Term Structure in Eurocurrency Markets
Mougoue, M.; Szakmary, A. C.
Tax rate changes and the long-run equilibrium relationship between taxable and tax-exempt interest rates - Empirical evidence from the Eurocurrency market
Chittenden, W.T.; Hein, S.E.
Statistical Analyses of Eurocurrency and Treasury Interest Rates from 1975 to 1991
Maxwell, C.; Guin, L.; International Trade and Finance Association
Short-term eurocurrency rate behavior and specifications of cointegrating processes
Chiang, T. C.; Kim, D.
Mean Reversion of Interest Rates in the Eurocurrency Market
Wu, J.-L.; Chen, S.-L.
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests
Wang, Z.; Yang, J.; Li, Q.
Interest Rate Determination in the Eurocurrency Market
Ettlin, F.; Bernegger, M.; Bank of Finland
Information transmission between Eurocurrency and domestic interest rates: evidence from the UK
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
Barkoulas, J. T.; Baum, C. F.
Empirical Analysis of Short-Term Eurocurrency Rates: Evidence from a Transfer Function Error Correction Model
Chiang, T. C.; Chiang, J. J.
Domestic and Eurocurrency Yields: Any Exchange Rate Link? Evidence From a VAR Model
Common stochastic trends in a system of Eurocurrency rates
Arshanapalli, B.; Doukas, J.
An examination of strategic alliances and the origins of international banking in Europe
ul-Haq, Rehan; Howcroft, Barry
A multivariate cointegration analysis of interest rates in the Eurocurrency market
Bremnes, H.; Gjerde, O.; Soettem, F.
A factor model of term structure slopes in Eurocurrency markets
Dominguez, E.; Novales, A.
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