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Testing nonlinear forecastability in time series : theory and evidence from the EMS

Fernández Rodríguez, Fernando - In: Economics letters 59 (1998) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10001239094

International and multinational strategic behaviour

Jacquemin, Alexis - In: Kyklos : international review for social sciences 42 (1989) 4, pp. 495-513

Persistent link: https://www.econbiz.de/10001077767

Detection of implicit fluctuation bands and their credibility in EU candidate countries

Sosvilla-Rivero, Simón; Ramos-Herrera, María del Carmen - In: Baltic journal of economics 15 (2015) 1, pp. 18-37

This paper attempts to identify implicit exchange-rate regimes for currencies of candidate countries vis-à-vis the euro. To that end, we apply three sequential procedures that consider the dynamics of exchange rates to data covering the period from 1999:01 to 2012:12. Our results would suggest...

Persistent link: https://www.econbiz.de/10011890541

Causes and hazards of the euro area sovereign debt crisis : pure and fundamentals-based contagion

Gómez Puig, Marta; Sosvilla-Rivero, Simón - In: Economic modelling 56 (2016), pp. 133-147

Persistent link: https://www.econbiz.de/10011646024

Causality and contagion in EMU sovereign debt markets

Gómez Puig, Marta; Sosvilla-Rivero, Simón - In: International review of economics & finance : IREF 33 (2014), pp. 12-27

Persistent link: https://www.econbiz.de/10010531291

An update on EMU sovereign yield spread drivers in times of crisis : a panel data analysis

Gómez Puig, Marta; Sosvilla-Rivero, Simón; … - In: The North American journal of economics and finance : a … 30 (2014), pp. 133-153

Persistent link: https://www.econbiz.de/10010463543

Bank-sovereign risk spillovers in the Euro Area

Singh, Manish K.; Gómez Puig, Marta; Sosvilla-Rivero, … - In: Applied economics letters 27 (2020) 8, pp. 642-646

Persistent link: https://www.econbiz.de/10012205771

Rules and risk in the Euro area

Iara, Anna; Wolff, Guntram B. - In: European journal of political economy 34 (2014), pp. 222-236

Persistent link: https://www.econbiz.de/10010486577

Nuovi sviluppi di teoria dell'organizzazione industriale e implicazioni di politica della concorrenza

Jacquemin, Alexis - In: L' Industria : rivista di economia e politica … 22 (2001) 3, pp. 443-468

Persistent link: https://www.econbiz.de/10001684525

Exchange-rate forecasts with simultaneous nearest-neighbour methods : evidence from the EMS

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - In: International journal of forecasting 15 (1999) 4, pp. 383-392

Persistent link: https://www.econbiz.de/10001428529