ECONOMETRIC STUDY OF EURO-DOLLAR BORROWING BY NEW YORK BANKS AND RATE OF INTEREST ON EURO-DOLLARS

被引：6
|
作者：
BLACK, SW [1 ]
机构：
[1] PRINCETON UNIV,PRINCETON,NJ
来源：
JOURNAL OF FINANCE | 1971年 / 26卷 / 01期
关键词：
D O I：
10.2307/2325742
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：83 / 88
页数：6
相关论文
共 43 条
  • [31] Exchange rate disconnect and private information: What can we learn from Euro-Dollar tweets?
    Gholampour, Vahid
    van Wincoop, Eric
    JOURNAL OF INTERNATIONAL ECONOMICS, 2019, 119 : 111 - 132
  • [32] Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters
    Yemba, Boniface P.
    Otunuga, Olusegun Michael
    Tang, Biyan
    Biswas, Nabaneeta
    FINANCE RESEARCH LETTERS, 2023, 52
  • [33] The Euro-Dollar Exchange Rate: How Traders' Behaviour Has Been Affected by the 2007-2008 Financial Crisis
    Cagliesi, Gabriella
    Della Bina, Antonio Carlo Francesco
    Tivegna, Massimo
    ECONOMIC NOTES, 2016, 45 (02) : 139 - 177
  • [34] Lessons from low interest rate policy: How did euro area banks respond?
    Freriks, Jorien
    Kakes, Jan
    JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2024, 146
  • [35] Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve
    Foos, Daniel
    Luetkebohmert, Eva
    Markovych, Mariia
    Pliszka, Kamil
    EUROPEAN FINANCIAL MANAGEMENT, 2022, 28 (04) : 883 - 925
  • [36] The nexus between exchange rates and stock markets: evidence from the euro-dollar rate and composite European stock indices using rolling analysis
    Christos Kollias
    Nikolaos Mylonidis
    Suzanna-Maria Paleologou
    Journal of Economics and Finance, 2012, 36 (1) : 136 - 147
  • [37] A new NN-PSO hybrid model for forecasting Euro/Dollar exchange rate volatility
    Hajizadeh, Ehsan
    Mahootchi, Masoud
    Esfahanipour, Akbar
    Massahi, Mandi Kh
    NEURAL COMPUTING & APPLICATIONS, 2019, 31 (07): : 2063 - 2071
  • [38] A new NN-PSO hybrid model for forecasting Euro/Dollar exchange rate volatility
    Ehsan Hajizadeh
    Masoud Mahootchi
    Akbar Esfahanipour
    Mahdi Massahi Kh.
    Neural Computing and Applications, 2019, 31 : 2063 - 2071
  • [39] New evidence of heterogeneous bank interest rate pass-through in the euro area
    Bernhofer, Dominik
    van Treeck, Till
    ECONOMIC MODELLING, 2013, 35 : 418 - 429
  • [40] The Exchange Rate Macroeconomic Balance Approach: New Methodology and Results for the Euro, the Dollar, the Yen and the Pound Sterling
    Didier Borowski
    Cecile Couharde
    Open Economies Review, 2003, 14 : 169 - 190
12345