Ask
Search
My library
ORKG

ORKG Ask

Our mission is to organize scholarly knowledge and make it accessible to humans and machines.

About

About ORKG Ask
Report issue
Statistics
Contact

Legal

Terms of use
Data protection (sheet)
Imprint
Accessibility
License

Technical

We
open source
System status
Changelog
Frontend: v1.41.0
Backend: v1.13.4

We use cookies to provide a better user experience.

Data Protection

Testing for and forecasting nonlinearities in daily sterling exchange rates

Brooks, C.

Publication date

January 1996

Abstract

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN007534 / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Extracted data

Related items

Exchange rate regimes and their assessment

Driver, R.L.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN026450 / BLDSC - British Library D...

Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates

Sollis, R.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.8105(no 2000/2) / BLDSC - Britis...

Testing for speculative bubbles in exchange rates

Wickens, M.R
Smith, P.N.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(8916) / BLDSC - British Lib...

Testing for nonlinearity in daily sterling exchange rates

Brooks, C
Reading Univ. (United Kingdom). Centre for Quantitative Economics and Computing

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9498(32) / BLDSC - British Libr...

Non-linearities in exchange rates

Clements, M.P.
Smith, J.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.960(504) / BLDSC - British Libra...

Testing for nonlinearity in daily German stock returns

Funke, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--30-93) / BLDSC...

Exchange rate forecasts and forecasting

Marsh, I.W.

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:DX198957 / BLDSC - British Library Do...

Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM

Ma, Y.
Kanas, A.
Stirling Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9342(99/3) / BLDSC - British Lib...

Testing for non-linearity in the foreign currency futures market

Mahmood, W.M.
University of Wales, Bangor (United Kingdom). School of Accounting, Banking and Economics

January 1997

Paper presented at the University of Wales Colloquium in Accounting and Finance, Gregynog, 9-11 Apr ...

Modelling the Sterling-Deutschemark exchange rate Non-linear dependence and thick tails

Caporale, G.M.
Pittis, N
London Business School (United Kingdom). Centre for Economic Forecasting

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--15-94) / BLDSC...

Testing for non-linear dependence in inter-war exchange rates

Peel, D.
Speight, A
University College of Swansea (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9715(UCS-DE-DPS--94-02) / BLDSC...

Modelling nonlinearities in real effective exchange rates

Sarantis, N.
London Guildhall Univ. (United Kingdom). Centre for International Capital Markets

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.394(no 97-01) / BLDSC - British ...

The euro/sterling question and exchange rate variability A bounds test approach

Abbott, A.
Darnell, A.
Evans, L.
Manchester Metropolitan Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.919(no 2000-02) / BLDSC - Britis...

Non-linear forecasts of the CAD-USD rates

Wood, D.
Dasgupta, B
Manchester Business School (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:9349.712(MBS-WP--287) / BLDSC - Brit...

Testing for stationarity of the real exchange rate in developing countries

Boyd, D.
Smith, R
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.914800(10/95) / BLDSC - British...

Exchange rate regimes and their assessment

Driver, R.L.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN026450 / BLDSC - British Library D...

Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates

Sollis, R.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.8105(no 2000/2) / BLDSC - Britis...

Testing for speculative bubbles in exchange rates

Wickens, M.R
Smith, P.N.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(8916) / BLDSC - British Lib...

Testing for nonlinearity in daily sterling exchange rates

Brooks, C
Reading Univ. (United Kingdom). Centre for Quantitative Economics and Computing

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9498(32) / BLDSC - British Libr...

Non-linearities in exchange rates

Clements, M.P.
Smith, J.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.960(504) / BLDSC - British Libra...

Testing for nonlinearity in daily German stock returns

Funke, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--30-93) / BLDSC...

Exchange rate forecasts and forecasting

Marsh, I.W.

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:DX198957 / BLDSC - British Library Do...

Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM

Ma, Y.
Kanas, A.
Stirling Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9342(99/3) / BLDSC - British Lib...

Testing for non-linearity in the foreign currency futures market

Mahmood, W.M.
University of Wales, Bangor (United Kingdom). School of Accounting, Banking and Economics

January 1997

Paper presented at the University of Wales Colloquium in Accounting and Finance, Gregynog, 9-11 Apr ...

Modelling the Sterling-Deutschemark exchange rate Non-linear dependence and thick tails

Caporale, G.M.
Pittis, N
London Business School (United Kingdom). Centre for Economic Forecasting

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--15-94) / BLDSC...

Testing for non-linear dependence in inter-war exchange rates

Peel, D.
Speight, A
University College of Swansea (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9715(UCS-DE-DPS--94-02) / BLDSC...

Modelling nonlinearities in real effective exchange rates

Sarantis, N.
London Guildhall Univ. (United Kingdom). Centre for International Capital Markets

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.394(no 97-01) / BLDSC - British ...

The euro/sterling question and exchange rate variability A bounds test approach

Abbott, A.
Darnell, A.
Evans, L.
Manchester Metropolitan Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.919(no 2000-02) / BLDSC - Britis...

Non-linear forecasts of the CAD-USD rates

Wood, D.
Dasgupta, B
Manchester Business School (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:9349.712(MBS-WP--287) / BLDSC - Brit...

Testing for stationarity of the real exchange rate in developing countries

Boyd, D.
Smith, R
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.914800(10/95) / BLDSC - British...

Exchange rate regimes and their assessment

Driver, R.L.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN026450 / BLDSC - British Library D...

Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates

Sollis, R.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.8105(no 2000/2) / BLDSC - Britis...

Testing for speculative bubbles in exchange rates

Wickens, M.R
Smith, P.N.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(8916) / BLDSC - British Lib...