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Cited by

• 1992The international transmission of eurodollar and US interest rates: A cointegration analysis62 cited
• 1995Long memory in interest rate futures markets: A fractional cointegration analysis58 cited
• 1971THE STRUCTURE OF INTERNATIONAL INTEREST RATES: AN EXTENSION OF HENDERSHOTT'S TESTS45 cited
• 1996Common volatility and volatility spillovers between U.S. and Eurodollar interest rates: Evidence from the futures market42 cited
• 2003The Federal funds market and the overnight Eurodollar market39 cited
• 1990A STUDY OF INTERNATIONAL FINANCIAL MARKET INTEGRATION: AN EXAMINATION OF THE U.S., HONG KONG AND SINGAPORE MARKETS37 cited
• 1979Interest rates in the U. S. and eurodollar markets36 cited
• 1974The Eurodollar Market and the International Transmission of Interest Rates35 cited
• 1987Capital market integration over the past decade: The case of the US dollar34 cited
• 1988The international transmission of interest rates33 cited
• 1973Financial Integration and Interest Rate Linkages in Industrial Countries, 1958-71 (Integration financiere et relations entre les taux d'interet des pays industriels, 1958-71) (Integracion financiera y relaciones entre los tipos de interes en los paises industriales, 1958-71)29 cited
• 1997A multivariate cointegration analysis of interest rates in the Eurocurrency market28 cited
• 1973