Testing for Spurious Causality in Exchange Rates
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|Date of creation:||1998|
|Date of revision:|
|Publication status:||Published in: Journal of Empirical Finance (1998) v.5 n° 1,p.47-66|
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- Mizrach, B, 1992. "Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages S151-63, Suppl. De.
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