Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM
Yue Ma, Angelos Kanas
| Year of publication: |
2000
|
|---|---|
| Authors: | Ma, Yue ; Kanas, Angelos |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 10.2000, 1, p. 69-82
|
| Subject: | Europäisches Währungssystem | European Monetary System | Wechselkurs | Exchange rate | Zielzone | Target zone | Deutsche Mark | Französischer Franc | French franc | Kausalanalyse | Causality analysis | Deutschland | Germany | Frankreich | France | Italien | Italy | Nichtlineare Regression | Nonlinear regression | 1980-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international financial markets, institutions & money |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001449706