Home >> Applied Economics Letters, Volume 6, Number 11

Exchange rate volatility in the EMS before and after the fall

Authors: Sosvilla-Rivero S.; Fernandez-Rodriguez F.; Bajo-Rubio O.

Source: Applied Economics Letters, Volume 6, Number 11, 1 November 1999 , pp. 717-722(6)

Publisher: Routledge, part of the Taylor & Francis Group

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Abstract:

The 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.

Language: English

Document Type: Research article

Publication date: 1999-11-01

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