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Volumn 45, Issue 3, 2001, Pages 451-473

Asymmetry in the EMS: New evidence based on non-linear forecasts

Author keywords

European monetary system; Interest rates; Non linear forecasting

Indexed keywords

CAPITAL MARKET; EUROPEAN MONETARY UNION; EXCHANGE RATE; INTEREST RATE;

EID: 0035050796     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0014-2921(00)00076-3     Document Type: Article
Times cited : (24)

References (42)
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    • Granger, C.W.J.1
  • 26
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 33
    • 0001953321 scopus 로고
    • Monetary discipline and cooperation in the European Monetary System: A synthesis
    • Giavazzi, F., Micossi, S., Miller, M. (Eds.), Cambridge University Press, Cambridge
    • (1988) The European Monetary System , pp. 51-79
    • Mélitz, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.