Interest Linkages Among Offshore Funds
This paper examines interest rate linkages among the offshore market. The data collected are daily observations of 7-day and 1-month maturity yields on the four euro-currencies interest rates, These euro-currencies are euro-USD (United States), euro-GBP (Great Britain), euro-EURO (European Monetary...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2006
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| Online Access: | https://eprints.nottingham.ac.uk/20393/ |
| _version_ | 1848792070068633600 |
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| author | Hou, Zhenxing |
| author_facet | Hou, Zhenxing |
| author_sort | Hou, Zhenxing |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | This paper examines interest rate linkages among the offshore market. The data collected are daily observations of 7-day and 1-month maturity yields on the four euro-currencies interest rates, These euro-currencies are euro-USD (United States), euro-GBP (Great Britain), euro-EURO (European Monetary Union) and euro-JPY (Japan). The time period of the data set is May 1 2001 to May 1 2006. Purpose of this paper is to extend the study of global interest rates interrelationships with a technique which combines stationarity and cointegration tests, and use these technique as a basis for constructing an error correction model. Error correction model is applied to assess the existence of long-run equilibrium relationships among the time series data. The degree of interest rates linkages among offshore fund market is analyzed. |
| first_indexed | 2025-11-14T18:38:33Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-20393 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:38:33Z |
| publishDate | 2006 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-203932018-01-06T03:47:52Z https://eprints.nottingham.ac.uk/20393/ Interest Linkages Among Offshore Funds Hou, Zhenxing This paper examines interest rate linkages among the offshore market. The data collected are daily observations of 7-day and 1-month maturity yields on the four euro-currencies interest rates, These euro-currencies are euro-USD (United States), euro-GBP (Great Britain), euro-EURO (European Monetary Union) and euro-JPY (Japan). The time period of the data set is May 1 2001 to May 1 2006. Purpose of this paper is to extend the study of global interest rates interrelationships with a technique which combines stationarity and cointegration tests, and use these technique as a basis for constructing an error correction model. Error correction model is applied to assess the existence of long-run equilibrium relationships among the time series data. The degree of interest rates linkages among offshore fund market is analyzed. 2006 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/20393/1/06MAlixzh2.pdf.pdf Hou, Zhenxing (2006) Interest Linkages Among Offshore Funds. [Dissertation (University of Nottingham only)] (Unpublished) Interest rate linkages offshore funds Market integration |
| spellingShingle | Interest rate linkages offshore funds Market integration Hou, Zhenxing Interest Linkages Among Offshore Funds |
| title | Interest Linkages Among Offshore Funds |
| title_full | Interest Linkages Among Offshore Funds |
| title_fullStr | Interest Linkages Among Offshore Funds |
| title_full_unstemmed | Interest Linkages Among Offshore Funds |
| title_short | Interest Linkages Among Offshore Funds |
| title_sort | interest linkages among offshore funds |
| topic | Interest rate linkages offshore funds Market integration |
| url | https://eprints.nottingham.ac.uk/20393/ |