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International linkages between short-term real interest rates

Fujihara, Roger Arnold - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 451-473

Persistent link: https://www.econbiz.de/10001214230

The term structure of interest rates as a cointegrated system : empirical evidence from the eurocurrency market

Mougoué, Mbodja - In: The journal of financial research 15 (1992) 3, pp. 285-296

Persistent link: https://www.econbiz.de/10001143839

International Linkages between Short-Term Real Interest Rates

Mougoue, Mbodja; Fujihara, Roger A. - 2001

Whereas previous studies have focused on the causal relation between nominal interest rates, this paper examines causal relationships between real rates for the United States and six other countries. Based on evidence from our full sample, we find that U.S. and foreign interest rates are not...

Persistent link: https://www.econbiz.de/10014105986

Cointegration among Asian currencies : evidence of the increasing influence of the Japanese yen

Aggarwal, Raj - In: Japan and the world economy : international journal of … 8 (1996) 3, pp. 291-308

Persistent link: https://www.econbiz.de/10001206818

The pricing of foreign exchange risk : evidence from ADRs

Liang, Youguo - In: International review of economics & finance : IREF 5 (1996) 4, pp. 377-385

Persistent link: https://www.econbiz.de/10001214460

Cointegration among Southeast Asian and Japanese currencies : preliminary evidence of a Yen bloc?

Aggarwal, Raj - In: Economics letters 41 (1993) 2, pp. 161-166

Persistent link: https://www.econbiz.de/10001143866