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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

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

Unconventional monetary policy and the dollar-euro exchange rate : first results from time-series analysis

Sosvilla-Rivero, Simón; Fernández-Fernández, Natalia - In: Applied economics letters 23 (2016) 10/12, pp. 732-735

Persistent link: https://www.econbiz.de/10011628471

Unconventional monetary policy and the dollar-euro exchange rate : further evidence from event studies

Sosvilla-Rivero, Simón; Fernández-Fernández, Natalia - In: Applied economics letters 23 (2016) 10/12, pp. 835-839

Persistent link: https://www.econbiz.de/10011628589

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

The euro and the volatility of exchange rates

Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: Applied financial economics 21 (2011) 16/18, pp. 1235-1253

Persistent link: https://www.econbiz.de/10009348295

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