Capital market integration over the past decade: The case of the US dollar

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Comparing alternative tests of causality in temporal systems

1983 • 643 citations

The Casual Causal Relationship Between Money and Income: Some Caveats for Time Series Analysis

1979 • 252 citations

THE STRUCTURE OF INTERNATIONAL INTEREST RATES: THE U.S. TREASURY BILL RATE AND THE EURODOLLAR DEPOSIT RATE

1967 • 62 citations

Eurocurrency and National Money Market Interest Rates: An Empirical Investigation of Causality

1983 • 62 citations

The international financial market and US interest rates

1984 • 61 citations

THE STRUCTURE OF INTERNATIONAL INTEREST RATES: AN EXTENSION OF HENDERSHOTT'S TESTS

1971 • 43 citations

Interest rates in the U. S. and eurodollar markets

1979 • 35 citations

The Structure of International Interest Rates: The U.S. Treasury Bill Rate and the Eurodollar Deposit Rate

1967 • 28 citations

The Structure of International Interest Rates: An Extension of Hendershott's Tests

1971 • 22 citations

The integration of Eurodollar and U. S. money market interest rates in the futures market

1983 • 6 citations