This study investigates whether there is an increased integration of U.S. domestic money market interest rates and the Eurodollar market interest rates following two important changes that the U.S Federal Reserve (the Fed) implemented. First, elimination of reserve requirements on Eurodollar...

This paper investigates the degree of integration of in the North American equity markets in the post NAFTA period, 1994 to 2006 and two sub post NAFTA period: 1994-1999 and 2000-2006 using daily stock closing price(s) indices. The Johansen and Juselius (1990) method for determining the presence...

This study investigates whether there is an increased integration of U.S. domestic money market interest rates and the Eurodollar market interest rates following two important changes that the U.S Federal Reserve (the Fed) implemented. First, elimination of reserve requirements on Eurodollar...