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Interest rates in the U. S. and eurodollar markets

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  • Ian Giddy
  • Gunter Dufey
  • Sangkee Min

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  • Ian Giddy & Gunter Dufey & Sangkee Min, 1979. "Interest rates in the U. S. and eurodollar markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 115(1), pages 51-67, March.
    • Handle: RePEc:spr:weltar:v:115:y:1979:i:1:p:51-67
    DOI: 10.1007/BF02696341
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    References listed on IDEAS

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    1. Rodney H. Mills, 1973. "Structural change in the Eurodollar market: evidence from a two- equation model," International Finance Discussion Papers 33, Board of Governors of the Federal Reserve System (U.S.).
    2. Michael P. Dooley, 1976. "Note on interest parity, Eurocurrencies and capital controls," International Finance Discussion Papers 80, Board of Governors of the Federal Reserve System (U.S.).
    3. Frenkel, Jacob A & Levich, Richard M, 1975. "Covered Interest Arbitrage: Unexploited Profits?," Journal of Political Economy, University of Chicago Press, vol. 83(2), pages 325-338, April.
    4. Marshall Freimer & Myron J. Gordon, 1965. "Why Bankers Ration Credit," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 79(3), pages 397-416.
    5. Patric H. Hendershott, 1967. "The Structure Of International Interest Rates: The U.S. Treasury Bill Rate And The Eurodollar Deposit Rate," Journal of Finance, American Finance Association, vol. 22(3), pages 455-465, September.
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    Citations

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    Cited by:

    1. Hsieh, Nigel C. T. & Lin, Antsong & Swanson, Peggy E., 1999. "Global money market interrelationships," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 71-85, January.
    2. Fung, Hung-Gay & Jang, Hoyoon & Lee, Wai, 1997. "International interest rate transmission and volatility spillover," International Review of Economics & Finance, Elsevier, vol. 6(1), pages 67-75.
    3. Jia, Fei & Shen, Yao & Ren, Junfan & Xu, Xiangyun, 2021. "The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    4. Tan Hock Ann, Albert & Alles, Lakshman, 2000. "An examination of causality and predictability between Australian domestic and offshore interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(1), pages 83-106, January.
    5. Bremnes, Helge & Gjerde, Oystein & Saettem, Frode, 1997. "A multivariate cointegration analysis of interest rates in the Eurocurrency market," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 767-778, September.
    6. Fujihara, Roger A. & Mougoue, Mbodja, 1996. "International linkages between short-term real interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(4), pages 451-473.
    7. Lin, Antsong & Swanson, Peggy E., 1997. "The U.S. dollar in global money markets: A multivariate cointegration analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(1), pages 139-150.
    8. Battilossi, Stefano, 2009. "The Eurodollar revolution in financial technology. Deregulation, innovation and structural change in Western banking in the 1960s-70s," IFCS - Working Papers in Economic History.WH wp09-10, Universidad Carlos III de Madrid. Instituto Figuerola.
    9. Nieh, Chien-Chung & Yau, Hwey-Yun, 2004. "Time series analysis for the interest rates relationships among China, Hong Kong, and Taiwan money markets," Journal of Asian Economics, Elsevier, vol. 15(1), pages 171-188, February.
    10. Apergis, Nicholas, 1997. "Domestic and eurocurrency yields: Any exchange rate link? Evidence from a VAR model," Journal of Policy Modeling, Elsevier, vol. 19(1), pages 41-49, February.
    11. Wai-Wah Cheung, Daniel & Wan-Sing Hung, Bill, 1998. "The international transmission of US, Eurodollar and Asian dollar interest rates: Some empirical evidence," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 77-86, May.
    12. Wai-Chung Lo & Hung-Gay Fung & Morse, Joel N., 1995. "A note on Euroyen and domestic yen interest rates," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1309-1321, October.
    13. Yongqi Feng & Tianshu Zhang, 2016. "Interest Rate Linkages between Offshore and Onshore Renminbi Markets," Australian Economic Papers, Wiley Blackwell, vol. 55(4), pages 434-450, December.

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