A multivariate cointegration analysis of interest rates in the Eurocurrency market
Year of publication: |
1997
|
---|---|
Authors: | Bremnes, Helge |
Other Persons: | Gjerde, Øystein (contributor) ; Sættem, Frode (contributor) |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 16.1997, 5, p. 767-778
|
Subject: | Zins | Interest rate | Euromarkt | Euromarkets | Zeitreihenanalyse | Time series analysis | Europa | Europe | 1984-1994 |
-
Long memory and forecasting in Euroyen deposit rates
Barkoulas, John T., (1997)
-
A multivariate cointegration analysis of interest rates in the eurocurrency market
Bremnes, Helge, (1995)
-
Mean reversion of interest rates in the eurocurrency market
Wu, Jyh-lin, (2001)
- More ...
-
Linkages among interest rates in the United States, Germany and Norway
Bremnes, Helge, (2001)
-
A multivariate cointegration analysis of interest rates in the eurocurrency market
Bremnes, Helge, (1995)
-
ARTICLES - Linkages among Interest Rates in the United States, Germany and Norway.
Bremnes, Helge, (2001)
- More ...