Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,General Business, Management and Accounting
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1. The nonlinear dynamics of interest rates;Applied Financial Economics Letters;2005-03
2. Testing for a flexible non-linear link between short-term Eurorates and spreads;The European Journal of Finance;2003-04
3. The expectation hypothesis in emerging financial markets: the case of Malaysia;Applied Economics;2002-06
4. Testing the expectations hypothesis in Eurodeposits;Journal of International Money and Finance;2000-10
5. Short-term eurocurrency rate behavior and specifications of cointegrating processes;International Review of Economics & Finance;2000-06
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