A Cointegration Analysis of the Asian Dollar and Eurodollar Interest Rate Transmission Mechanism

Hung-Gay Fung; Steven C Isberg; Wai K Leung

doi:10.1007/BF01732894

A Cointegration Analysis of the Asian Dollar and Eurodollar Interest Rate Transmission Mechanism

Hung-Gay Fung, Steven C Isberg, Wai K Leung

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Asia Pacific Journal of Management
Volume	9
DOIs	https://doi.org/10.1007/BF01732894
State	Published - Oct 1 1992

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Economics
Macroeconomics

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title = "A Cointegration Analysis of the Asian Dollar and Eurodollar Interest Rate Transmission Mechanism",

author = "Hung-Gay Fung and Isberg, \{Steven C\} and Leung, \{Wai K\}",

note = "The transmission mechanism between the Asian dollar and Eurodollar markets is investigated for the period 1981-1989 using a cointegration analysis and error correction model. Results indicate the...",

year = "1992",

month = oct,

day = "1",

doi = "10.1007/BF01732894",

language = "American English",

volume = "9",

journal = "Asia Pacific Journal of Management",

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T1 - A Cointegration Analysis of the Asian Dollar and Eurodollar Interest Rate Transmission Mechanism

AU - Fung, Hung-Gay

AU - Isberg, Steven C

AU - Leung, Wai K

N1 - The transmission mechanism between the Asian dollar and Eurodollar markets is investigated for the period 1981-1989 using a cointegration analysis and error correction model. Results indicate the...

PY - 1992/10/1

Y1 - 1992/10/1

UR - https://link.springer.com/article/10.1007/BF01732894

U2 - 10.1007/BF01732894

DO - 10.1007/BF01732894

M3 - Article

VL - 9

JO - Asia Pacific Journal of Management

JF - Asia Pacific Journal of Management

ER -

A Cointegration Analysis of the Asian Dollar and Eurodollar Interest Rate Transmission Mechanism

Disciplines

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