Citation
S. Sosvilla-rivero et al., Exchange rate volatility in the EMS before and after the fall, APPL ECON L, 6(11), 1999, pp. 717-722
Citations number
8
Categorie Soggetti
Economics
Journal title
APPLIED ECONOMICS LETTERS
ISSN journal
13504851
→ ACNP
Volume
6
Issue
11
Year of publication
1999
Pages
717 - 722
Database
ISI
SICI code
1350-4851(199911)6:11<717:ERVITE>2.0.ZU;2-O
Abstract
The paper presents the results of applying an indicator of local (daily) vo
latility, based on the literature on forecasting in nonlinear systems to si
x EMS currencies, using data for the period January 1974-April 1995.