Essays on the Causal Relationship Between Short-Term and Long-Term Interest Rates
This thesis is about the causal relationship between interest rates. In chapter 1, with the help of time-series econometrics and by applying linear Granger causality tests based on the Toda-Yamamoto approach, the linear causality directions between the federal funds rate and five different interest...
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| Language: | en |
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Université d'Ottawa / University of Ottawa
2014
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| Online Access: | http://hdl.handle.net/10393/31157 http://dx.doi.org/10.20381/ruor-3720 |