IDEAS home Printed from https://ideas.repec.org/h/pal/palchp/978-1-349-23161-4_4.html
   My bibliography  Save this book chapter

Statistical Analyses of Eurocurrency and Treasury Interest Rates from 1975 to 1991

In: The Changing Environment of International Financial Markets

Author

Listed:
  • Charles Maxwell
  • Larry Guin

Abstract

Eurocurrency and Treasury security interest rates are primary movers in global financial transactions. From these two interest rate groups come most developed and developing nation interest rate movements, and, coincidentally, changes in currency exchange values which may lead to alterations in global trade patterns and volumes. During the past fifteen years, the world has been witness to significant changes in trade patterns, currency values, political systems, and leadership in global finance. But a question that still remains to be answered in a satisfactory manner is how Eurocurrency and Treasury interest rates have acted, or responded, in relation to these changes. In a statistical sense, what form have these interest rates taken? What are their statistical characteristics around the mean? How do they correlate with similar securities? How do changes in interest rates correlate with changes in currency rates or with changes in other global securities?

Suggested Citation

  • Charles Maxwell & Larry Guin, 1994. "Statistical Analyses of Eurocurrency and Treasury Interest Rates from 1975 to 1991," Palgrave Macmillan Books, in: Dilip K. Ghosh & Edgar Ortiz (ed.), The Changing Environment of International Financial Markets, chapter 4, pages 47-55, Palgrave Macmillan.
  • Handle: RePEc:pal:palchp:978-1-349-23161-4_4
    DOI: 10.1007/978-1-349-23161-4_4
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:palchp:978-1-349-23161-4_4. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.