Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM
| Year of publication: |
2000
|
|---|---|
| Authors: | Ma, Yue ; Kanas, Angelos |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 10.2000, 1, p. 69-82
|
| Publisher: |
Elsevier |