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Volumn 6, Issue 1, 1997, Pages 67-75

International interest rate transmission and volatility spillover

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EID: 0031471614     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(97)90015-0     Document Type: Article
Times cited : (10)

References (20)
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    • The structure of international interest rates: The U.S. treasury bill rate and the Eurodollar deposit rate
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