Interest rate linkages: identifying structural relations-Reference-Cited by-同舟云学术

Interest rate linkages: identifying structural relations

Published:2005-10 Issue:14 Volume:15 Page:977-986
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Barassi Marco R.¹,Caporale Guglielmo Maria²,Hall Stephen G.³

Affiliation:

1. a University of Birmingham , Birmingham, UK

2. b Brunel Business School, Brunel University , Uxbridge , Middlesex, UB8 3PH, UK

3. c Tanaka Business School, Imperial College

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/09603100500120308

Reference23 articles.

1. Irreducibility and structural cointegrating relations: an application to the G-7 long-term interest rates

2. Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS

3. Caporale , GM and Williams , G . 1998. International linkages in short- and long-term interest rates 14–98. D.P. no. Centre for Economic Forecasting, London Business School

4. Caporale , GM , Hall , SG , Urga , G and Williams , G . 1997. Aggregate money demand functions in five industrial countries: are they cointegrated? 19–97. D.P. no. Centre for Economic Forecasting, London Business School

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