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dc.contributor.authorMorse, Joel N.
dc.contributor.authorLo, Wai-Chung
dc.contributor.authorFung, Hung-Gay
dc.date.accessioned2017-06-01T19:23:19Z
dc.date.available2017-06-01T19:23:19Z
dc.date.issued1995
dc.description.abstractThis study examines interest rate transmission between the London Euroyen market and the Japanese domestic CD market. The results, which span 1984 through the beginning of 1993, indicate that these two interest rate series are cointegrated. In the earlier part of the sample period, causality is strongest from the Euroyen market to domestic yen interest rates. However, strong feedback effects are observed in both directions in more recent years. The use of both vector autoregressive modeling and cointegration analysis for forecasting is supported over random walk models.en_US
dc.format.extent13 pagesen_US
dc.genrejournal articlesen_US
dc.identifierdoi:10.13016/M2ZR9B
dc.identifier.citationMorse, Joel N. “A Note on Euroyen and Domestic Yen Interest Rates,” Journal of Banking and Finance, Vol. 19, 1995, pp. 1309-1321 (co-authored)en_US
dc.identifier.urihttp://hdl.handle.net/11603/3941
dc.language.isoen_USen_US
dc.publisherJournal of Banking and Financeen_US
dc.relation.isAvailableAtUniversity of Baltimore
dc.subjectEuroyenen_US
dc.subjectRate transmission
dc.subjectCointegration
dc.subjectFinancial deregulation and forecasting
dc.titleA Note on Euroyen and Domestic Yen Interest Ratesen_US
dc.typeTexten_US


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