Browsing by Subject "G15"
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Article
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 ...
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Article
Stock and foreign exchange market linkages in emerging economies
(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 ...