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An eclectic approach to currency crises: drawing lessons from the EMS experience
Maroto Illera, Reyes; Pérez-Bermejo, Francisco; … - 2002
Persistent link: https://www.econbiz.de/10001743943
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The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
Sosvilla-Rivero, Simón; Ramos-Herrera, María del Carmen - Asociación Española de Economía y Finanzas … - 2011
This paper test for causality between the US Dollar-Euro exchange rate and US-EMU bond yield differentials. To that end, we apply Hsiao (1981)’s sequential procedure to daily data covering the 1999-2011 period. Our results suggest the existence of statistically significant Granger causality...
Persistent link: https://www.econbiz.de/10008914772
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The US dollar-euro exchange rate and US-EMU bond yield differentials: A causality analysis
Sosvilla-Rivero, Simón; Ramos-Herrera, María del Carmen - In: Cuadernos de Economía - Spanish Journal of Economics … 35 (2012) 98, pp. 117-128
Este trabajo realiza un contraste de causalidad entre el tipo de cambio dólar estadounidense-euro y el diferencial de rendimiento de los bonos entre Estados Unidos y la Zona Euro. Para ello, se aplica el procedimiento secuencial de Hsiao (1981) a datos diarios para el período 1999-2011....
Persistent link: https://www.econbiz.de/10010929548
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The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
Sosvilla-Rivero, Simón; Ramos-Herrera, María del Carmen - Instituto Complutense de Estudios Internacionales … - 2011
This paper test for causality between the US Dollar-Euro exchange rate and US-EMU bond yield differentials. To that end, we apply Hsiao (1981)’s sequential procedure to daily data covering the 1999-2011 period. Our results suggest the existence of statistically significant Granger causality...
Persistent link: https://www.econbiz.de/10009143383
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El tipo de cambio E/$ : encuesta de FEDEA sobre la evolución del euro
Sosvilla-Rivero, Simón; Herce, José A. - 2000
Persistent link: https://www.econbiz.de/10001503162
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On the credibility of the Irish Pound in the EMS
Ledesma-Rodríguez, Francisco José; Navarro Ibáñez, … - In: The economic and social review 31 (2000) 2, pp. 151-172
Persistent link: https://www.econbiz.de/10001528950
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Rendimento del análisis técnico en mercados cambiarios e intervención de los bancos centrales
Sosvilla-Rivero, Simón; Andrada Félix, Julián; … - In: Información comercial española : ICE : revista de … (1999), pp. 109-116
Persistent link: https://www.econbiz.de/10001452522
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Una aproximación a la credibilidad de la peseta en el SME
Ledesma-Rodríguez, Francisco José; Navarro Ibáñez, … - In: Moneda y crédito : revista de economía (1999), pp. 195-230
Persistent link: https://www.econbiz.de/10001436760
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Assessing the credibility of the Irish pound in the European Monetary System
Ledesma-Rodríguez, Francisco José; Navarro Ibáñez, … - 2000
Persistent link: https://www.econbiz.de/10001477401
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Exchange-rate forecasts with simultaneous nearest-neighbour methods : evidence from the EMS
Fernández Rodríguez, Fernando (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10000997481