Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/49194
Title: Exchange rate volatility in the EMS before and after the fall
Authors: Sosvilla Rivero,Simón Javier 
Fernández-Rodríguez, Fernando 
Bajo-Rubio, Oscar
UNESCO Clasification: 53 Ciencias económicas
Keywords: Rate Credibility
Issue Date: 1999
Journal: Applied Economics Letters 
Abstract: The paper presents the results of applying an indicator of local (daily) volatility, based on the literature on forecasting in nonlinear systems to six EMS currencies, using data for the period January 1974-April 1995.
URI: http://hdl.handle.net/10553/49194
ISSN: 1350-4851
DOI: 10.1080/135048599352286
Source: Applied Economics Letters[ISSN 1350-4851],v. 6, p. 717-722
Appears in Collections:Artículos
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