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An eclectic approach to currency crises : drawing lessons from the EMS experience

Pérez-Bermejo, Francisco; Sosvilla-Rivero, Simón; … - In: Applied financial economics 18 (2008) 4/6, pp. 501-517

Persistent link: https://www.econbiz.de/10003739192

An Eclectic Approach to Currency Crises : Drawing Lessons from the EMS Experience

Maroto Illera, Reyes; Pérez-Bermejo, Francisco; … - 2003

This paper examines the regime changes in the European Exchange Rate Mechanism (ERM), by applying the duration model approach to quarterly data of eight currencies participating in the ERM, covering the complete European Monetary System (EMS) history. We first make use of the nonparametric...

Persistent link: https://www.econbiz.de/10014088406

On the profitability of technical trading rules based on artificial neural networks : evidence from the Madrid stock market

Fernández Rodríguez, Fernando; González-Martel, Christian - In: Economics letters 69 (2000) 1, pp. 89-94

Persistent link: https://www.econbiz.de/10001512747

Testing chaotic dynamics via Lyapunov exponents

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - 2000

Persistent link: https://www.econbiz.de/10001497257

On the profitability of technical trading rules based on artifitial neural networks : evidence from the Madrid stock market

Fernández Rodríguez, Fernando; González-Martel, Christian - 1999

Persistent link: https://www.econbiz.de/10001399118

Paridad del poder adquisitivo : una reconsideración

Sosvilla-Rivero, Simón; Ledesma-Rodríguez, Francisco José - In: Hacienda pública española : review of public economics (1997) 4, pp. 151-173

Persistent link: https://www.econbiz.de/10001401991

Eficiencia en el mercado a plazo de la peseta

Ayuso, Juan; Dolado, Juan J.; Sosvilla-Rivero, Simón - 1991

Persistent link: https://www.econbiz.de/10000839196

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

International capital movements in the Spanish economy : a portfolio-balance approach ; (versión preliminar)

Bajo Rubio, Oscar; Sosvilla-Rivero, Simón - 1993

Persistent link: https://www.econbiz.de/10000881050

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