SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Eurocurrency interest rate linkages: A frequency domain analysis
16 references·6 citing·43 second hop
Eurocurrency interest rate linkages: A frequency domain analysis (2010)Eurocurrency interest rate linkages: A fr…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Crisis and Responses: The Federal Reserve in the Early Stages of the Financial Crisis (2009)Crisis and Responses: The Fed…Evidence of interdependence and contagion using a frequency domain framework (2008)Evidence of interdependence a…Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Deciphering the Liquidity and…A Black Swan in the Money Market (2008)A Black Swan in the Money Mar…Monetary policy in the UK (2007)Monetary policy in the UKWill the Euro Eventually Surpass the Dollar as Leading International Reserve Currency? (2005)Will the Euro Eventually Surp…Testing for short- and long-run causality: A frequency-domain approach (2005)Testing for short- and long-r…Short run and long run causality in time series: inference (2005)Short run and long run causal…Making wald tests work for cointegrated VAR systems (1996)Making wald tests work for co…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Vector Autoregressions and Causality (1993)Vector Autoregressions and Ca…Interest Rate Linkages Within the European Monetary System: Further Analysis (1993)Interest Rate Linkages Within…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…A Black Swan in the Money MarketA Black Swan in the Money Mar…Food inflation and monetary policy in emerging economies (2024)Food inflation and monetary p…Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case (2020)Comparison of the Effect of V…An empirical analysis of the relationship between oil prices and the Chinese macro-economy (2016)An empirical analysis of the …Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey (2015)Frequency Domain Causality An…Some Theoretical and Simulation Results on the Frequency Domain Causality Test (2014)Some Theoretical and Simulati…Information transmission across currency futures markets: Evidence from frequency domain tests (2011)Information transmission acro…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Do renewable energy consumption and financial development matter for environmental sustainability? New global evidence (2020)Analyze the environmental sustainability factors of China: The role of fossil fuel energy and renewable energy (2022)MONEY, INCOME, AND CAUSALITY (1972)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Yen Bloc or Dollar Bloc? Exchange Rate Policies of the East Asian Economies (1994)A new database on financial development and structure (2000)An Essay on the Revived Bretton Woods System (2003)Political determinants of international currencies: What future for the US dollar? (2008)Will the renminbi become a world currency? (2008)Redback Rising: China's Bilateral Swap Agreements and Renminbi Internationalization (2014)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Optimal Inference in Cointegrated Systems (1991)Energy consumption, carbon emissions, and economic growth in China (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Inference in Linear Time Series Models with some Unit Roots (1990)Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application (2006)Survey of the international evidence on the causal relationship between energy consumption and growth (2010)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Did Fair-Value Accounting Contribute to the Financial Crisis? (2010)Resolution of Banking Crises: The Good, the Bad, and the Ugly (2010)CoVaR (2011)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)The black swan: the impact of the highly improbable (2007)Credit Frictions and Optimal Monetary Policy (2009)Hedge Fund Contagion and Liquidity Shocks (2010)Over the Cliff: From the Subprime to the Global Financial Crisis (2011)Rollover Risk and Credit Risk (2012)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-081,026 cited
  • 2005Testing for short- and long-run causality: A frequency-domain approach945 cited
  • 1996Making wald tests work for cointegrated VAR systems900 cited
  • 1993Vector Autoregressions and Causality867 cited
  • n.d.A Black Swan in the Money Market610 cited
  • 2005Will the Euro Eventually Surpass the Dollar as Leading International Reserve Currency?205 cited
  • 2009Crisis and Responses: The Federal Reserve in the Early Stages of the Financial Crisis199 cited
  • 2008Evidence of interdependence and contagion using a frequency domain framework174 cited
  • 2008A Black Swan in the Money Market174 cited
  • 2005Short run and long run causality in time series: inference139 cited
  • 1993Interest Rate Linkages Within the European Monetary System: Further Analysis

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

125 cited
  • 2007Monetary policy in the UK79 cited
  • Cited by

    • 2016An empirical analysis of the relationship between oil prices and the Chinese macro-economy95 cited
    • 2015Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey34 cited
    • 2020Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case26 cited
    • 2011Information transmission across currency futures markets: Evidence from frequency domain tests26 cited
    • 2014Some Theoretical and Simulation Results on the Frequency Domain Causality Test18 cited
    • 2024Food inflation and monetary policy in emerging economies14 cited