 Statistical Analyses of Eurocurrency and Treasury Interest Rates from 1975 to 1991Charles Maxwell and Larry Guin Chapter 4 in The Changing Environment of International Financial Markets, 1994, pp 47-55 from Palgrave Macmillan Abstract: 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? Keywords: Exchange Rate; Interest Rate; Unit Root; International Business Study; Treasury Bill (search for similar items in EconPapers) There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-349-23161-4_4 Ordering information: This item can be ordered from DOI: 10.1007/978-1-349-23161-4_4 Access Statistics for this chapter More chapters in Palgrave Macmillan Books from Palgrave Macmillan |
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