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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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