Now showing items 1-1 of 1

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

      Bajo Rubio, Óscar Upna; Sosvilla Rivero, Simón; Fernández Rodríguez, Fernando (2000)   Documento de trabajo / Lan gaiak  OpenAccess
      In this paper we provide new evidence on the hypothesis of German leadership and asymmetric performance in the EMS, in the framework of causality tests, using daily data. Given the evidence about non-linearity in financial ...