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ArticleEurocurrency interest rate linkages: A frequency domain analysis

Cetin Ciner2010

Article2010

Eurocurrency interest rate linkages: A frequency domain analysis

58 citations·0/0 files stored·International Review of Economics & Finance

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Market Dynamics and Volatility

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1995Statistical inference in vector autoregressions with possibly integrated processes 2009Deciphering the Liquidity and Credit Crunch 2007–2008 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series 2008Deciphering the Liquidity and Credit Crunch 2007-08 2005Testing for short- and long-run causality: A frequency-domain approach 1996Making wald tests work for cointegrated VAR systems 1993Vector Autoregressions and Causality

Cited by

2016An empirical analysis of the relationship between oil prices and the Chinese macro-economy 2015Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey 2020Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case 2011Information transmission across currency futures markets: Evidence from frequency domain tests 2014Some Theoretical and Simulation Results on the Frequency Domain Causality Test

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Year2010

Typearticle

Published2010-10-07

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations58

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.iref.2010.09.006

openalex_workW2017692135

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2024Food inflation and monetary policy in emerging economies