مرکز منطقه ای اطلاع رساني علوم و فناوري - Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests

Title of article :

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

Author/Authors :

Zijun Wang، نويسنده , , Jian Yang، نويسنده , , Qi Li، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

To page :

103

Keywords :

Interest rate linkages , Granger causality , Forecasting evaluation , Contemporaneous correlation , Directedacyclic graphs

Journal title :

Journal of International Money and Finance

Serial Year :

2007

Journal title :

Journal of International Money and Finance

Record number :

191571

Link To Document :