Cointegration and capital market integration : an application of the error-correction mechanism to investigate the relationship between domestic and offshore US dollar yields
Year of publication: |
1993
|
---|---|
Authors: | Swanson, Peggy Eubanks |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 17.1993, 1, p. 1-17
|
Subject: | Zinsstruktur | Yield curve | Internationaler Finanzmarkt | International financial market | Zeitreihenanalyse | Time series analysis | USA | United States | 1986-1987 |
-
Richter, Christian, (2002)
-
Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
-
Chiang, Thomas C., (1995)
- More ...
-
Min, Sungky, (1991)
-
Optimal currency forward market hedge ratios : hedging or concealed speculation?
Herbst, Anthony F., (1991)
-
A redetermination of hedging strategies using foreign currency futures contracts and forward markets
Herbst, Anthony F., (1992)
- More ...