Similar Search Results

Estimating time-varying variances and covariances via nearest neighbour multivariate predictions : applications to the NYSE and the Madrid Stock Exchange Index

Acosta-Gonzalez, Eduardo; Andrada Félix, Julián; … - In: Applied economics 41 (2009) 25/27, pp. 3437-3445

Persistent link: https://www.econbiz.de/10003921541

Historical financial analogies of the current crisis

Andrada Félix, Julián; Fernández Rodríguez, Fernando; … - 2011

Persistent link: https://www.econbiz.de/10009684365

An empirical evaluation of non-linear trading rules

Andrada Félix, Julián; Fernández Rodríguez, Fernando; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 3

Persistent link: https://www.econbiz.de/10002004141

Chaotic behaviour in exchange-rate series : first results for the Peseta-US Dollar case

Bajo Rubio, Oscar - In: Economics letters 39 (1992) 2, pp. 207-211

Persistent link: https://www.econbiz.de/10001130814

Volatilidad y predecibilidad en las series del tipo de cambio peseta-dólar : un enfoque basado en el caos determinista

Bajo Rubio, Oscar - In: Revista española de economía (1992), pp. 91-109

Persistent link: https://www.econbiz.de/10001331332

Further evidence on technical analysis and profitability of foreign exchange intervention

Sosvilla-Rivero, Simón; Andrada Félix, Julián; … - 1999

Persistent link: https://www.econbiz.de/10001340697

Rendimento del análisis técnico en mercados cambiarios e intervención de los bancos centrales

Sosvilla-Rivero, Simón; Andrada Félix, Julián; … - In: Información comercial española : ICE : revista de … (1999), pp. 109-116

Persistent link: https://www.econbiz.de/10001452522

The US Dollar-Euro Exchange Rate and US-EMU Bond Yield Differentials : A Causality Analysis

Sosvilla-Rivero, Simon - 2011

This paper test for causality between the US Dollar-Euro exchange rate and US-EMU bond yield differentials. To that end, we apply Hsiao (1981)'s sequential procedure to daily data covering the 1999-2011 period. Our results suggest the existence of statistically significant Granger causality...

Persistent link: https://www.econbiz.de/10013126999