Exchange rate volatility in the EMS before and after the fall
AbstractThe paper presents the results of applying an indicator of local (daily) volatility, based on the literature on forecasting in nonlinear systems to six EMS currencies, using data for the period January 1974-April 1995.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Economics Letters.
Volume (Year): 6 (1999)
Issue (Month): 11 ()
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