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Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM

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  • Ma, Yue
  • Kanas, Angelos
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  • Ma, Yue & Kanas, Angelos, 2000. "Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM," Journal of International Money and Finance, Elsevier, vol. 19(1), pages 135-152, February.
    • Handle: RePEc:eee:jimfin:v:19:y:2000:i:1:p:135-152
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    30. Granger, Clive W J & Hallman, Jeffrey J, 1991. "Long Memory Series with Attractors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(1), pages 11-26, February.
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