Listar Documentos de trabajo - Lan gaiak por autor "Sosvilla Rivero, Simón"
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Asymmetry in the EMS: new evidence based on non-linear forecasts
Bajo Rubio, Óscar ; Sosvilla Rivero, Simón; Fernández Rodríguez, Fernando (2000) Documento de trabajo / Lan gaiakIn 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 ...