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The international transmission of interest rates
11 references·2 citing·38 second hop
The international transmission of interest rates (1988)The international transmission of interes…Eurocurrency and National Money Market Interest Rates: An Empirical Investigation of Causality (1983)Eurocurrency and National Mon…Comparing alternative tests of causality in temporal systems (1983)Comparing alternative tests o…The International Financial Market and U.S. Interest Rates (1980)The International Financial M…The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis (1979)The Casual Causal Relationshi…Interest rates in the U. S. and eurodollar markets (1979)Interest rates in the U. S. a…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…Covered Interest Arbitrage: Unexploited Profits? (1975)Covered Interest Arbitrage: U…The Eurodollar Market and the International Transmission of Interest Rates (1974)The Eurodollar Market and the…THE STRUCTURE OF INTERNATIONAL INTEREST RATES: AN EXTENSION OF HENDERSHOTT'S TESTS (1971)THE STRUCTURE OF INTERNATIONA…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…THE STRUCTURE OF INTERNATIONAL INTEREST RATES: THE U.S. TREASURY BILL RATE AND THE EURODOLLAR DEPOSIT RATE (1967)THE STRUCTURE OF INTERNATIONA…The relationship between U.S. and eurodollar interest rates: Evidence from the futures market (1995)The relationship between U.S.…A note on Euroyen and domestic yen interest rates (1995)A note on Euroyen and domesti…MONEY, INCOME, AND CAUSALITY (1972)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Oil and the Macroeconomy since World War II (1983)Measuring the Information Content of Stock Trades (1991)A Tract on Monetary Reform (1924)International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)Beating the Foreign Exchange Market (1986)Arbitrage in the foreign exchange market: Turning on the microscope (2008)Econometric policy evaluation: A critique (1976)Markup Pricing in a Dynamic Model of the Food Industry (1980)Granger Causality and the Times Series Analysis of Political Relationships (1983)Causality in the freedom–growth relationship (2003)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)DIFFICULTIES WITH TESTING FOR CAUSATION (1979)The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists (1986)Saving, investment, and capital mobility among OECD countries (1991)Information flows between non-deliverable forward (NDF) and spot markets: Evidence from Korean currency (2001)The Cost of Transacting (1968)Time series analysis and simultaneous equation econometric models (1974)Asset Markets, Exchange Rates and the Balance of Payments (1984)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)Why Bankers Ration Credit (1965)A Theory and Test of Credit Rationing (1969)Capital market integration over the past decade: The case of the US dollar (1987)International linkages between short-term real interest rates (1996)Distributed Lags: A Survey (1967)A STUDY OF INTERNATIONAL FINANCIAL MARKET INTEGRATION: AN EXAMINATION OF THE U.S., HONG KONG AND SINGAPORE MARKETS (1990)Board of Governors of the Federal Reserve System (2001)The Federal funds market and the overnight Eurodollar market (2003)Causality Between Revenues and Expenditures and the Size of the Federal Budget (1986)HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES (1991)Tail Wags Dog: Intraday Price Discovery in VIX Markets (2016)The international transmission of eurodollar and US interest rates: A cointegration analysis (1992)Long memory in interest rate futures markets: A fractional cointegration analysis (1995)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1983Comparing alternative tests of causality in temporal systems631 cited
  • 1975Covered Interest Arbitrage: Unexploited Profits?429 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited
  • 1979The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis250 cited
  • 1967THE STRUCTURE OF INTERNATIONAL INTEREST RATES: THE U.S. TREASURY BILL RATE AND THE EURODOLLAR DEPOSIT RATE66 cited
  • 1980The International Financial Market and U.S. Interest Rates66 cited
  • 1983Eurocurrency and National Money Market Interest Rates: An Empirical Investigation of Causality60 cited
  • 1971THE STRUCTURE OF INTERNATIONAL INTEREST RATES: AN EXTENSION OF HENDERSHOTT'S TESTS45 cited
  • 1979Interest rates in the U. S. and eurodollar markets36 cited
  • 1974The Eurodollar Market and the International Transmission of Interest Rates35 cited

Cited by

  • 1995A note on Euroyen and domestic yen interest rates17 cited
  • 1995The relationship between U.S. and eurodollar interest rates: Evidence from the futures market14 cited

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