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University of New Hampshire
GRANGER CAUSALITY RELATIONSHIPS BETWEEN DOMESTIC AND EUROCURRENCY MONEY MARKETS
Abstract
dc:description.abstract<p>This paper presents a Granger causality study of the relationship between domestic and Eurocurrency money markets denominated in various currencies. The markets examined are those denominated in the U.S. dollar, British sterling, German deutsche mark, French franc and Japanese yen. The period studied is between January 1980 and June 1982. Considerable attention is given to the institutional relationships that govern these markets. No single pattern to describe the intermarket relationships emerges from the causality tests. An attempt is made to explain the results for each market by referring to the unique institutional factors that are operative in each market during the period studied.</p>
Degree
thesis:*- Name thesis:degree_name
- Doctor of Philosophy
- Level thesis:degree_level
- Dissertation
- Year
- 1985
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- HACHEY, GEORGE ALBERT
Subjects
dc:subject × 2Identifiers
dc:identifier.*- Repository record dc:identifier
- https://scholars.unh.edu/dissertation/1449
- OAI identifier oai:identifier
- oai:scholars.unh.edu:dissertation-2448