Testing for spurious causality in exchange rates

Journal of Empirical Finance

Volumn 5, Issue 1, 1998, Pages 47-66

  Renault, Eric ^a   Sekkat, Khalid ^b   Szafarz, Ariane ^b  

^a TOULOUSE SCHOOL OF ECONOMICS   (France)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Continuous time models; Exchange rates

Indexed keywords

EID: 0031617191     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(96)00017-5     Document Type: Article

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