Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM

Yue Ma () and Angelos Kanas

Journal of International Financial Markets, Institutions and Money, 2000, vol. 10, issue 1, pages 69-82

Date: 2000
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VGT ... 14a47924dca666360589
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:intfin:v:10:y:2000:i:1:p:69-82

Access Statistics for this article

Journal of International Financial Markets, Institutions and Money is edited by I. Mathur and C. J. Neely

More articles in Journal of International Financial Markets, Institutions and Money from Elsevier
Series data maintained by Heidi Boesdal ().