✦ LIBER ✦

Nonlinearities in the black market zloty-dollar exchange rate: some further evidence

✍ Scribed by McMillan, David G.; Speight, Alan E. H.

Book ID: 120462894
Publisher: Taylor and Francis Group
Year: 2001
Tongue: English
Weight: 306 KB
Volume: 11
Category: Article
ISSN: 0960-3107
DOI: 10.1080/096031001750071604

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Empirical Properties of the Black Market

Empirical Properties of the Black Market Zloty— Dollar Exchange Rate, 1955–1990

✍ Michael Funke; Stephen Hall; Martin Sola 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 113 KB 👁 1 views

This paper tests the properties of the zloty-dollar exchange rate for the possible presence of unknown non-linearities. It concludes that there is strong evidence for the presence of an underlying non-linear process which is possibly chaotic. A non-linear model which allows for discrete switching be

Energy prices and exchange rates of the

Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis

✍ Wang, Yudong; Wu, Chongfeng 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 462 KB

The efficiency of the forward exchange m

The efficiency of the forward exchange market: Some evidence for the pound sterling-US dollar exchange rate using residuals from the LUS class

✍ I.D. McAvinchey; R. MacDonald 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 262 KB

ON RISK, RATIONALITY AND EXCESSIVE SPECU

ON RISK, RATIONALITY AND EXCESSIVE SPECULATION IN THE DEUTSCHMARK-US DOLLAR EXCHANGE MARKET: SOME EVIDENCE USING SURVEY DATA

✍ R. MacDonald; T. S. Torrance 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 184 KB

Some evidence on the efficiency of the s

Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period

✍ J.D. Byers; D.A. Peel 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 399 KB

Nonlinearity in the reaction of the fore

Nonlinearity in the reaction of the foreign exchange market to interest rate differentials: evidence from a small open economy with a long-term peg

✍ Jackman, Mahalia; Craigwell, Roland; Doyle-Lowe, Michelle 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 368 KB