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Causal linkages between US and Eurodollar interest rates: further evidence
16 references·0 citing·41 second hop
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 2010Some Recent Developments in a Concept of Causality790 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 1999Capital market integration in the Pacific Basin region: an impulse response analysis178 cited
  • 2003Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis104 cited
  • 1967THE STRUCTURE OF INTERNATIONAL INTEREST RATES: THE U.S. TREASURY BILL RATE AND THE EURODOLLAR DEPOSIT RATE66 cited
  • 1992The international transmission of eurodollar and US interest rates: A cointegration analysis62 cited
  • 1983Eurocurrency and National Money Market Interest Rates: An Empirical Investigation of Causality60 cited
  • 2003The response of the default risk premium to macroeconomic shocks44 cited
  • 1987Capital market integration over the past decade: The case of the US dollar34 cited
  • 2005Government bond market linkages: evidence from Europe26 cited

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2003
On the Pervasive Effects of Federal Reserve Settlement Regulations
22 cited
  • 1995A note on Euroyen and domestic yen interest rates17 cited
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