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, 69-82

Date: 2000
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Working Paper: Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:10:y:2000:i:1:p:69-82

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