Exchange rate volatility in the EMS before and after the fall

The paper presents the results of applying an indicator of local (daily) volatility, based on the literature on forecasting in nonlinear systems to six EMS currencies, using data for the period January 1974-April 1995.

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Year of publication:	1999
Authors:	Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Bajo-Rubio, Oscar
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 6.1999, 11, p. 717-722
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009202832