Browsing by Subject "G15"
Now showing items 1-2 of 2
Excess returns in the EMS: Do "weak" currencies still exist after the widening of the fluctuation bands? (1995)Excess Returns in the EMS: Do "Weak" Currencies Still Exist after the Widening of the Fluctuation Bands? - The authors analyze the issue of how the different institutional arrangements within the ERM have affected the ...
(2013)This paper investigates bi-directional linkages between the stock and foreign exchange markets of a number of emerging economies. This is accomplished by estimating a vector autoregressive model with Generalized Autoregressive ...