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Capital market integration over the past decade: The case of the US dollar

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  • Swanson, Peggy E.

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  • Swanson, Peggy E., 1987. "Capital market integration over the past decade: The case of the US dollar," Journal of International Money and Finance, Elsevier, vol. 6(2), pages 215-225, June.
    • Handle: RePEc:eee:jimfin:v:6:y:1987:i:2:p:215-225
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    Cited by:

    1. Richard Ajayi & Apostolos Serletis, 2009. "Testing for causality in the transmission of Eurodollar and US interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 19(6), pages 439-443.
    2. 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.
    3. Kenneth A. Tah & Geoffrey Ngene, 2021. "Dynamic linkages between US and Eurodollar interest rates: new evidence from causality in quantiles," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 200-210, January.
    4. Michael R. Darby & James Lothian, 1989. "The International Transmission of Inflation Afloat," NBER Chapters, in: Money, History, and International Finance: Essays in Honor of Anna J. Schwartz, pages 203-244, National Bureau of Economic Research, Inc.
    5. Angelos Kanas & Georgios Tsiotas, 2005. "Real interest rates linkages between the USA and the UK in the postwar period," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 251-262.
    6. 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.
    7. Clinebell, John M. & Kahl, Douglas R. & Stevens, Jerry L., 2000. "Integration of LIBOR and Treasury bill yields over different monetary regimes," Global Finance Journal, Elsevier, vol. 11(1-2), pages 17-30.
    8. Al Awad, Mouawiya & Goodwin, Barry K., 1998. "Dynamic linkages among real interest rates in international capital markets," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 881-907, December.
    9. 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.
    10. Krishna M. Kasibhatla, 2012. "Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(4), pages 125-138.
    11. Alkulaib, Yaser A. & Najand, Mohammad & Mashayekh, Ahmad, 2009. "Dynamic linkages among equity markets in the Middle East and North African countries," Journal of Multinational Financial Management, Elsevier, vol. 19(1), pages 43-53, February.
    12. Anoruo, Emmanuel & Ramchander, Sanjay & Thiewes, Harold F., 2002. "International linkage of interest rates: Evidence from the emerging economies of Asia," Global Finance Journal, Elsevier, vol. 13(2), pages 217-235.
    13. Mancuso, Anthony J. & Goodwin, Barry K. & Grennes, Thomas J., 2003. "Nonlinear aspects of capital market integration and real interest rate equalization," International Review of Economics & Finance, Elsevier, vol. 12(3), pages 283-303.
    14. Swanson, Peggy E., 2003. "The interrelatedness of global equity markets, money markets, and foreign exchange markets," International Review of Financial Analysis, Elsevier, vol. 12(2), pages 135-155.
    15. Philippe Bacchetta, 1996. "Capital controls and the political discount: The Spanish experience in the late 1980s," Open Economies Review, Springer, vol. 7(4), pages 349-369, October.
    16. 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.
    17. Ajayi, Richard A. & Friedman, Joseph & Mehdian, Seyed M., 1998. "On the relationship between stock returns and exchange rates: Tests of granger causality," Global Finance Journal, Elsevier, vol. 9(2), pages 241-251.
    18. Jian Yang & Jaeun Shin & Moosa Khan, 2007. "Causal linkages between US and Eurodollar interest rates: further evidence," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 135-144.
    19. Mougoue, Mbodja & Noula, Armand Gilbert & Ajayi, Richard A., 2008. "Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 4(1-2), pages 1-20.
    20. 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.
    21. Jian Yang, 2006. "Information transmission between Eurocurrency and domestic interest rates: evidence from the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 16(9), pages 675-685.

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