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Asymmetry in the EMS : new evidence based on non-linear forecasts

Bajo Rubio, Oscar (contributor); … - 1997

Persistent link: https://www.econbiz.de/10000997453

Exchange-rate forecasts with simultaneous nearest-neighbour methods : evidence from the EMS

Fernández Rodríguez, Fernando (contributor); … - 1998

Persistent link: https://www.econbiz.de/10000997481

Assessing the economic value of nearest-neighbour exchange-rate forecasts

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - 1998

Persistent link: https://www.econbiz.de/10000997745

Testing nonlinear forecastability in time series : theory and evidence from the EMS

Fernández Rodríguez, Fernando - In: Economics letters 59 (1998) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10001239094

Asymmetry in the EMS : new evidence based on non-linear forecasts

Bajo Rubio, Oscar; Sosvilla-Rivero, Simón; Fernández … - In: European economic review : EER 45 (2001) 3, pp. 451-473

Persistent link: https://www.econbiz.de/10001550452

Credibility in the EMS : new evidence using nonlinear forecastability tests

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - In: The European journal of finance 9 (2003) 2, pp. 146-168

Persistent link: https://www.econbiz.de/10001756879

Technical analysis in foreign exchange markets : evidence from the EMS

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - In: Applied financial economics 13 (2003) 2, pp. 113-122

Persistent link: https://www.econbiz.de/10001725731

Credibility in the EMS : new evidence using nonlinear forecastability tests

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - 1997

Persistent link: https://www.econbiz.de/10001351760

Exchange-rate forecasts with simultaneous nearest-neighbour methods : evidence from the EMS

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - In: International journal of forecasting 15 (1999) 4, pp. 383-392

Persistent link: https://www.econbiz.de/10001428529

Regimen Changes and Duration in the European Monetary System

Sosvilla-Rivero, Simon; Maroto Illera, Reyes - 2002

This paper examines the regime changes in the Exchange Rate Mechanism (ERM) of the European Monetary System (EMS), applying the duration model approach to weekly data of eight currencies participating in the ERM, covering the complete EMS history. When using the non-parametric (univariate)...

Persistent link: https://www.econbiz.de/10014113755