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
18
From page
86
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