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Foreign holders of short-term liquid dollar assets

Swanson, Peggy Eubanks - 1978

Persistent link: https://www.econbiz.de/10002896738

How important are OPEC deposits in U.S. banks?

Swanson, P. E. - In: Bankers' magazine 165 (1982) 5, pp. 16-24

Persistent link: https://www.econbiz.de/10002896695

Integer constraints on the inventory theory of money demand

Swanson, Peggy E. - In: Quarterly journal of business and economics : QJBE 23 (1984) 1, pp. 32-37

Persistent link: https://www.econbiz.de/10003690778

External currency market data : an application from BIS series

Swanson, Peggy E. - In: Journal of international money and finance 3 (1984) 1, pp. 111-118

Persistent link: https://www.econbiz.de/10002896720

U.S. dollar demand of private nonbank foreigners

Swanson, Peggy E. - In: Journal of international business studies : JIBS ; an … 14 (1983) 3, pp. 107-120

Persistent link: https://www.econbiz.de/10002896750

A redetermination of hedging strategies using foreign currency futures contracts and forward markets

Herbst, A. F.; Swanson, P. E.; Caples, S. C. - In: Journal of Futures Markets 12 (1992) 1, pp. 93-104

Persistent link: https://www.econbiz.de/10011198353

An alternative approach to the selection of "representative" variables

Swanson, Peggy E.; Edgar, Michael - In: Journal of economics & business 37 (1985) 1, pp. 69-79

Persistent link: https://www.econbiz.de/10002896707

Tax shelters

Swanson, Peggy E.; Swanson, Barbara Mardinly - In: Readings in investment management, (pp. 333-347). 1983

Persistent link: https://www.econbiz.de/10002896765

The relationship between selected domestic and external dollar denominated asset yields /S. Michael Edgar and Peggy E. Swanson

Edgar, S. Michael; Swanson, Peggy E. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 120 (1984) 3, pp. 454-459

Persistent link: https://www.econbiz.de/10002101443

The U.S. Dollar in Global Money Markets : A Multivariate Cointegration Analysis

Swanson, Peggy E. - 1997

This study extends the money market integration literature in two ways. First, it analyzes dollar yield behavior within a multivariate cointegration framework as opposed to the usual bilateral approach based on stock adjustment models of Granger/Sims causality test variants. Second, the...

Persistent link: https://www.econbiz.de/10012792184