The international transmission of interest rates: A note on causal relationships between short-term external and domestic U.S. dollar returns
- 31 December 1988
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 12 (4) , 563-573
- https://doi.org/10.1016/0378-4266(88)90020-9
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- The relationship between selected domestic and external dollar denominated asset yieldsReview of World Economics, 1984
- The international financial market and US interest ratesJournal of International Money and Finance, 1984
- Covered arbitrage margin and transaction costsReview of World Economics, 1981
- The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series AnalysisThe Review of Economics and Statistics, 1979
- Interest rates in the U. S. and eurodollar marketsReview of World Economics, 1979
- The integration of National financial markets: A review of theory and findingsReview of World Economics, 1978
- Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent PeriodsJournal of Political Economy, 1977
- Covered Interest Arbitrage: Unexploited Profits?Journal of Political Economy, 1975
- Financial 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)Staff Papers, 1973
- Investigating Causal Relations by Econometric Models and Cross-spectral MethodsEconometrica, 1969