An examination of causality and predictability between Australian domestic and offshore interest rates

Journal of International Financial Markets, Institutions and Money

Volumn 10, Issue 1, 2000, Pages 83-106

  Ann, Albert Tan Hock ^a   Alles, Lakshman ^a  

^a CURTIN UNIVERSITY   (Australia)

Author keywords

Interest rate transmission; Market integration; Volatility transmission

Indexed keywords

EID: 0033636442     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-4431(99)00020-7     Document Type: Article

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