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Applied Economics Letters Volume 4, 1997 - Issue 7
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Original Articles

Combining information in exchange rate forecasting: evidence from the EMS

Fernando Fernandez-Rodriguez
&
Simon Sosvilla-Rivero Julian IV
Pages 441-444 | Published online: 05 Oct 2010

Citations (7)

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Read on this site (2)

Marcos Álvarez Díaz. (2010) Speculative strategies in the foreign exchange market based on genetic programming predictions. Applied Financial Economics 20:6, pages 465-476.
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A. C.-L. Chian, E. L. Rempel, F. A. Borotto & C. Rogers. (2006) An example of intermittency in nonlinear economic cycles. Applied Economics Letters 13:4, pages 257-263.
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Articles from other publishers (5)

Yu Ying Jin. (2005) Competitions hatch butterfly attractors in foreign exchange markets. Physica A: Statistical Mechanics and its Applications 348, pages 380-388.
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Fernando Fernández-Rodríguez, Simón Sosvilla-Rivero & Julián Andrada-Félix. 2004. Computational Intelligence in Economics and Finance. Computational Intelligence in Economics and Finance 297 325 .
Fernando Fernández-Rodrı́guez, Simón Sosvilla-Rivero & Julián Andrada-Félix. (1999) Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS. International Journal of Forecasting 15:4, pages 383-392.
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Fernando Fernández-Rodrı́guez & Simón Sosvilla-Rivero. (1998) Testing nonlinear forecastability in time series: Theory and evidence from the EMS. Economics Letters 59:1, pages 49-63.
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Fernando Fernández Rodríguez, Simón Javier Sosvilla Rivero & Julián Andrada Félix. (2002) Nearest-Neighbour Predictions in Foreign Exchange Markets. SSRN Electronic Journal.
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