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The message in weekly exchange rates in the European monetary system : mean reversion, conditional heteroskedasticity and jumps

Vlaar, Peter J. G.; Palm, Franz C. - 1992

Persistent link: https://www.econbiz.de/10000831061

The causes of the 1992 - 93 EMS crisis : the case of Italy

Berger, Anke; Dattolo, Caterina; Lahti, Ari - 1993

Persistent link: https://www.econbiz.de/10000875947

Foreign exchange market efficiency and stability of the European Monetary System in consideration of the Swiss Franc

Jung, Alexander Christian - 1992

Persistent link: https://www.econbiz.de/10000058564

Measuring currency pressure and contagion risks in countries under monetary unions : the case of Euro

Canofari, Paolo; Marini, Giancarlo; Piersanti, Giovanni - In: Atlantic economic journal : AEJ 42 (2014) 4, pp. 455-469

Persistent link: https://www.econbiz.de/10010517381

The international integration of foreign exchange markets in the central and east European accession countries : speculative efficiency, transaction costs and exchange rate premium...

Herrmann, Sabine; Jochem, Axel - 2003

A test of speculative efficiency on the foreign exchange markets of Poland, the Czech Republic, Hungary and the Slovak republic was unable to identify a cointegration relationship between forward and spot rates against the euro for the period between 1999 and mid-2002. Econometric studies...

Persistent link: https://www.econbiz.de/10011432049

Die internationale Integration der Devisenmärkte in den mittel- und osteuropäischen Beitrittsländern : spekulative Effizienz, Transaktionskosten und Wechselkursprämien

Herrmann, Sabine; Jochem, Axel - 2003

Im Rahmen eines Tests der spekulativen Effizienz auf den Devisenmärkten Polens, der Tschechischen Repubik, Ungarns und der Slowakei kann für den Beobachtungszeitraum von 1999 bis Mitte 2002 keine Kointegrationsbeziehung zwischen Termin- und Kassakursen gegenüber dem Euro nachgewiesen werden....