Abstract
Eurocurrency and Treasury security interest rates are primary movers in global financial transactions. From these two interest rate groups come most developed and developing nation interest rate movements, and, coincidentally, changes in currency exchange values which may lead to alterations in global trade patterns and volumes. During the past fifteen years, the world has been witness to significant changes in trade patterns, currency values, political systems, and leadership in global finance. But a question that still remains to be answered in a satisfactory manner is how Eurocurrency and Treasury interest rates have acted, or responded, in relation to these changes. In a statistical sense, what form have these interest rates taken? What are their statistical characteristics around the mean? How do they correlate with similar securities? How do changes in interest rates correlate with changes in currency rates or with changes in other global securities?
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© 1994 Dilip K. Ghosh and Edgar Ortiz
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Maxwell, C., Guin, L. (1994). Statistical Analyses of Eurocurrency and Treasury Interest Rates from 1975 to 1991. In: Ghosh, D.K., Ortiz, E. (eds) The Changing Environment of International Financial Markets. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-23161-4_4
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DOI: https://doi.org/10.1007/978-1-349-23161-4_4
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