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Applied Economics Letters Volume 23, 2016 - Issue 10
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Original Articles

Unconventional monetary policy and the dollar–euro exchange rate: first results from time-series analysis

Simón Sosvilla-RiveroComplutense Institute for International Studies, Universidad Complutense de Madrid, Campus de Somosaguas, Madrid, SpainCorrespondence[email protected]
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Natalia Fernández-FernándezUniversidad Complutense de Madrid, Campus de Somosaguas, Madrid, SpainView further author information
Pages 732-735 | Published online: 27 Oct 2015

References

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  • MacKinnon, J. G., A. A. Haug, and L. Michelis. 1999. “Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.” Journal of Applied Econometrics 14: 563–577. doi:10.1002/(ISSN)1099-1255.
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  • Sarno, L., and M. P. Taylor. 2002. The Economics of Exchange Rates. Cambridge: Cambridge University Press.

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