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

by Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernado Fernández-Rodríguez

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  1. Simon Sosvilla-Rivero & Reyes Maroto Illera, . "Regimen Changes and Duration in the European Monetary System," Working Papers on International Economics and Finance, FEDEA 02-05, FEDEA.
  2. Simón Sosvilla-Rivero & Salvador Gil-Pareja, . "Price Convergence in the European Union," Working Papers, FEDEA 2002-12, FEDEA.
  3. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñezr & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, . "Implicit regimes for the Spanish Peseta/Deutschmark exchange rate," Working Papers, FEDEA 2005-21, FEDEA.
  4. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(4), pages 299-315.
  5. Fratzscher, Marcel & Mehl, Arnaud, 2011. "China’s Dominance Hypothesis and the Emergence of a Tri-polar Global Currency System," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8671, C.E.P.R. Discussion Papers.
  6. Tuysuz, Sukriye & Kuhry, Yves, 2007. "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper 5255, University Library of Munich, Germany.
  7. Laopodis, Nikiforos T., 2005. "Portfolio diversification benefits within Europe: Implications for a US investor," International Review of Financial Analysis, Elsevier, Elsevier, vol. 14(4), pages 455-476.
  8. Francisco Perez-Bermejo & Simon Sosvilla-Rivero & Reyes Maroto-Illera, 2007. "An eclectic approach to currency crises: drawing lessons from the EMS experience," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(6), pages 503-519.
  9. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers, School of Economics and Management, University of Aarhus 2010-01, School of Economics and Management, University of Aarhus.
  10. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, . "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers, FEDEA 2002-01, FEDEA.
  11. Laopodis, Nikiforos T., 2004. "Monetary policy implications of comovements among long-term interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 14(2), pages 135-164, April.
  12. Francisco Pérez-Bermejo & Simón Sosvilla-Rivero, . "Currency Crises and Political Factors: Drawing Lessons from the EMS Experience," Working Papers, FEDEA 2004-04, FEDEA.
  13. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, . "Assessing the credibility of a target zone: Evidence from the EMS," Working Papers, FEDEA 2001-04, FEDEA.
  14. Dios Palomares, Rafaela & Martínez Paz, José Miguel & Martínezcarrasco Pleite, Federico, 2006. "Including environmental variables in the effi ciency analysis: A three-step method/El análisis de efi ciencia con variables de entorno: un método de programas con tres etapas," Estudios de Economía Aplicada, Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 477-497, Abril.
  15. Byun, Suk Joon & Cho, Hangjun, 2013. "Forecasting carbon futures volatility using GARCH models with energy volatilities," Energy Economics, Elsevier, Elsevier, vol. 40(C), pages 207-221.
  16. Simón Sosvilla-Rivero & José A. Herce & Juan-José. de Lucio, . "Convergence in social protection across EU countries, 1970-1999," Working Papers, FEDEA 2003-01, FEDEA.
  17. Simón Sosvilla-Rivero & Francisco Pérez-Bermejo, 2007. "Political and institutional factors in regime change in the ERM: An application of duration analysis," Working Papers, Asociación Española de Economía y Finanzas Internacionales 07-05, Asociación Española de Economía y Finanzas Internacionales.
  18. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
  19. Oscar Bajo & Maria Dolores Montavez, 1999. "There Was Monetary Autonomy In Europe On the Eve Of Emu? The German Dominance Hypothesis Re-Examined," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra 9906, Departamento de Economía - Universidad Pública de Navarra.
  20. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers, FEDEA 2002-05, FEDEA.
  21. Fiordelisi, Franco & Marqués-Ibáñez, David & Molyneux, Phil, 2010. "Efficiency and risk in european banking," Working Paper Series, European Central Bank 1211, European Central Bank.
  22. Forssbaeck, Jens & Oxelheim, Lars, 2005. "On the Link between Exchange-Rate Regimes and Monetary-Policy Autonomy: The European Experience," Working Paper Series, Research Institute of Industrial Economics 637, Research Institute of Industrial Economics.
  23. Laopodis, Nikiforos T., 2004. "European and international asymmetry in the volatility transmission mechanism: the "German Dominance Hypothesis" revisited," Journal of Economics and Business, Elsevier, Elsevier, vol. 56(2), pages 75-97.
  24. Garcia Rocabado, Daniel, 2010. "The road to monetary union in Latin America: An EMS-type fixed exchange rate system as an intermediate step," W.E.P. - Würzburg Economic Papers, University of Würzburg, Chair for Monetary Policy and International Economics 85, University of Würzburg, Chair for Monetary Policy and International Economics.
  25. F. FernAndez-RodrIguez & S. Sosvilla-Rivero & J. Andrada-FElix, 2003. "Technical analysis in foreign exchange markets: evidence from the EMS," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(2), pages 113-122.