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

Exchange rate dynamics redux

Obstfeld, M.
Rogoff, K
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1131) / BLDSC - B...

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...

A simple test for structural invariance and policy exogeneity

Charemza, W.
Kiraly, J
Leicester Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7879(LU-DE-DP--95) / BLDSC - Br...

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...

Testing for and forecasting nonlinearities in daily sterling exchange rates

Brooks, C.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN007534 / BLDSC - British Library D...

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...

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...

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 ...

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

MA, Yue
KANAS, Angelos

June 1999

We employ two nonparametric nonlinear testing methodologies, namely a nonparametric nonlinear cointe...

Studies on fundamental equilibrium exchange rates

Ricchi, Ottavio

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN055378 / BLDSC - British Library ...

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...

Exchange rates in search of fundamental variables

Grauwe, P. de
Centre for Economic Policy Research, London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1073) / BLDSC - B...

Exchange rate and its determinants Cointegration tests using dominant currency impact

Parikh, A
University of East Anglia, Norwich (United Kingdom). Economics Research Centre

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7765(UEA-ERC-DP--9113) / BLDSC ...

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

MA, Yue
KANAS, Angelos

February 2000

We employ two nonparametric nonlinear testing methodologies, namely a nonparametric nonlinear cointe...

The monetary exchange rate model within the ERM Cointegration tests and implications concerning the German dominance hypothesis

Kanas, A.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9519(no 96/07) / BLDSC - British...

Exchange rate dynamics redux

Obstfeld, M.
Rogoff, K
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1131) / BLDSC - B...

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...

A simple test for structural invariance and policy exogeneity

Charemza, W.
Kiraly, J
Leicester Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7879(LU-DE-DP--95) / BLDSC - Br...

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...

Testing for and forecasting nonlinearities in daily sterling exchange rates

Brooks, C.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN007534 / BLDSC - British Library D...

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...

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...

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 ...

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

MA, Yue
KANAS, Angelos

June 1999

We employ two nonparametric nonlinear testing methodologies, namely a nonparametric nonlinear cointe...

Studies on fundamental equilibrium exchange rates

Ricchi, Ottavio

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN055378 / BLDSC - British Library ...

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...

Exchange rates in search of fundamental variables

Grauwe, P. de
Centre for Economic Policy Research, London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1073) / BLDSC - B...

Exchange rate and its determinants Cointegration tests using dominant currency impact

Parikh, A
University of East Anglia, Norwich (United Kingdom). Economics Research Centre

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7765(UEA-ERC-DP--9113) / BLDSC ...

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

MA, Yue
KANAS, Angelos

February 2000

We employ two nonparametric nonlinear testing methodologies, namely a nonparametric nonlinear cointe...

The monetary exchange rate model within the ERM Cointegration tests and implications concerning the German dominance hypothesis

Kanas, A.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9519(no 96/07) / BLDSC - British...

Exchange rate dynamics redux

Obstfeld, M.
Rogoff, K
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1131) / BLDSC - B...

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...

A simple test for structural invariance and policy exogeneity

Charemza, W.
Kiraly, J
Leicester Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7879(LU-DE-DP--95) / BLDSC - Br...

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

Abstract

Extracted data

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

Abstract

Extracted data

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