The international transmission of eurodollar and US interest rates: A cointegration analysis

This publication has 16 references indexed in Scilit:

• Spot and Forward Exchange Rates: A Causality Analysis
  Journal of Business Finance & Accounting, 1989
• The international transmission of interest rates: A note on causal relationships between short-term external and domestic U.S. dollar returns
  Journal of Banking & Finance, 1988
• Co-Integration and Error Correction: Representation, Estimation, and Testing
  Econometrica, 1987
• DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES
  Oxford Bulletin of Economics and Statistics, 1986
• Eurocurrency and National Money Market Interest Rates: An Empirical Investigation of Causality
  Journal of Money, Credit and Banking, 1983
• Estimating Regression Models of Finite but Unknown Order
  International Economic Review, 1981
• Autoregressive modelling and money-income causality detection
  Journal of Monetary Economics, 1981
• Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
  Journal of Political Economy, 1980
• Selection of Regressors
  International Economic Review, 1980
• The Eurodollar Market and the International Transmission of Interest Rates
  Canadian Journal of Economics/Revue canadienne d'économique, 1974