A non-parametric analysis of ERM exchange rate fundamentals
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DOI: 10.1007/s00181-006-0072-7
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- José L. Torres, 2004. "A Non-parametric analysis of ERM exchange rate fundamentals," Economic Working Papers at Centro de Estudios Andaluces E2004/25, Centro de Estudios Andaluces.
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- Yang Hu & Les Oxley, 2016. "Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries," Working Papers in Economics 16/05, University of Waikato.
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More about this item
Keywords
Exchange rate fundamentals; Target zones; Common trends; ACE algorithm; F31;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
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