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Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests

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Author Info
Wang, Zijun
Yang, Jian
Li, Qi

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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 26 (2007)
Issue (Month): 1 (February)
Pages: 86-103
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Handle: RePEc:eee:jimfin:v:26:y:2007:i:1:p:86-103

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. Michele Modugno & Kleopatra Nikolaou, 2009. "The forecasting power of international yield curve linkages," Working Paper Series 1044, European Central Bank. [Downloadable!]
  2. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]
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