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Relevant bibliographies by topics / Eurodollar market / Dissertations / Theses

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Dissertations / Theses on the topic 'Eurodollar market'

Author: Grafiati

Published: 4 June 2021

Last updated: 5 February 2022

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1

Lee, Young-Sook. "The federal funds market and the overnight eurodollar market /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2000. http://wwwlib.umi.com/cr/ucsd/fullcit?p9956461.

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2

Burn, Gary. "The role of the British state in the re-emergence of global capital." Thesis, University of Sussex, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.341080.

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3

Abiola, Isaac Abiodun. "Modeling credit risk spread and interest rate volatility in the Eurodollar market." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/nq25214.pdf.

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4

Jordan-Wagner, James M. (James Michael). "Arbitrage Pricing Theory and the Capital Asset Pricing Model: Evidence from the Eurodollar Bond Market." Thesis, University of North Texas, 1988. https://digital.library.unt.edu/ark:/67531/metadc330578/.

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Monthly returns on twenty-seven Eurobonds from July 1982 to June 1986 were examined. There were no consistent differences in returns based on the country in which a firm is located. There were consistent differences due to industry classification, with energy-related firms exhibiting higher average returns and variances. Excess returns were calculated using the capital asset pricing model and arbitrage pricing theory. The results from calculation of mean average deviation, root mean square, and R2 all indicate that the arbitrage pricing theory was a better descriptor of the Eurobond market.

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5

Kolář, Petr. "Význam referenčních úrokových sazeb a manipulace s úrokovou sazbou LIBOR." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-207126.

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This diploma thesis is focused on a role of reference interest rates in developed market economies. There are described interest rate transmission mechanism and discussed factors, which led to manipulation of the LIBOR. How the manipulation was done and what reactions of supervisory authorities it induced. There are also listed proposed recommendations to ensure transparent reference indicators. This work also includes analysis of reference interest rates used in the Czech Republic. At the end of the thesis can be found application of a reference rate fixing process in a game theory model as w

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6

Kim, Seung Woo. "The Euromarket and the making of the transnational network of finance, 1959-1979." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/276574.

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This thesis analyses the role of the Euromarket, an offshore market for Eurodollars or expatriate US dollars, in the re-emergence of global finance during the 1960s and 1970s. It charts not only its Cold War origins and the development of various markets for Eurodollars, but also institutions and policies that shaped them from the return to convertibility in 1958 to the ill-fated efforts to regulate the nascent market by international financial institutions. By examining the nature of Eurodollars as both a US and global currency, the thesis sheds light on the changing features of the governanc

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7

Malek, Mansour Jeoffrey H. G. "Three essays in international economics." Doctoral thesis, Universite Libre de Bruxelles, 2006. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210878.

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This thesis consists in a collection of research works dealing with various aspects of International Economics. More precisely, we focus on three main themes: (i) the existence of a world business cycle and the implications thereof, (ii) the likelihood of asymmetric shocks in the Euro Zone resulting from fluctuations in the euro exchange rate because of differences in sector specialization patterns and some consequences of such shocks, and (iii) the relationship between trade openness and growth influence of the sector specialization structure on that relationship.<p><p>Regarding the approach

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8

Lin, Chia-Yen, and 林佳燕. "Institutionalization of Eurodollar Bond: Bank, Market, and Credit Rating Agency." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/24637340215749304257.

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9

Fang, Tzu-Yun, and 方姿云. "The Pricing of Eurodollar Futures Options Under the Market Model." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/85661078143514828252.

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碩士<br>國立東華大學<br>企業管理學系<br>91<br>Abstract The popularity of the interest rate derivatives promotes the interest rate model. Although HJM(1992) came up with the new methodology, the instantaneously forward rates of the Normal distribution seemed abnormal and didn’t exist in the real market. The Market model tackled the problem. In contrast to HJM model, the Market model has two appealing features as follows: (1) the forward rates can be observed directly. (2) The forward rates follow the Lognormal distribution. Based on some adjustment of Uratani and Utsunomiya(1999) and Park(2002), this res

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10

Hsu, Huei-Ya, and 許惠雅. "Forward Rate Agreement-The Empirical Investigation on Intermarket among Eurodollar cash, futures and forward market." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/10123971738687444002.

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11

Xu, Hui-Ya, and 許惠雅. "Forward Rate Agreement-The Empirical Investigation on Intermarket among Eurodollar cash, futures and forward market." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/82976943437885410588.

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12

CHEN, CHI WEI, and 陳季微. "Nations step back, markets are in power?-----Using the Eurodollar market to explore the formation of the international financial system." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/42760488876981734045.

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13

You, Sue-Hwang, and 游淑華. "The Cointegration and Efficiency of International Money Market- Based on Three-month Eurodollar and U.S. Treasury Bill." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/73996513355101155245.

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14

Chen, Tzu-hsien, and 陳姿先. "The Predictive Power for the Treasury Bill and Eurodollar Futures Market based on Time Series Model and Artificial Intelligence Model." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/28382657284673789586.

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碩士<br>國立成功大學<br>財務金融研究所<br>92<br>This paper examines mainly that the linkages　and　predictive power between the Treasury bill and Eurodollar futures markets applying the data of pre- and post-American stock markets crashed on October in 1987 and 1989. The Error-Correction Model (ECM) obtained from bivariate EC-EGARCH Modeling techniques are utilized to examine the long-term equilibrium relation, short-term lead-lag relationship between the TB and ED futures markets. Early researchers have proved that ECM is better than Granger Causality (Lin & Swanson, 1993). Also, ECM with innovations followin

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15

Lin, Fengjen, and 林鳳珍. "The Dynamic Interactions between the U.S. Treasury Bill and Eurodollar Futures Markets-A Focus on the Pre- and Post- Stock Crash Periods." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/42053400649217531079.

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碩士<br>國立成功大學<br>會計學系<br>89<br>In this paper we attempt to examine whether the price lead-lag relationship, the volatility spillovers and asymmetric effects have changed between the three-month U.S. Treasury Bill and the three-month Eurodollar money markets, and further, to analyze whether the investors’ learning effect has changed pre- and post- American stock markets crashed on October in 1987 and 1989. The Cointegration of Engle and Granger (1987) is applied to test the long-term equilibrium between the TB and ED futures. Additional, in order to consider the heteroskedasticity of

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