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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/25027
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dc.contributor.authorMcMillan, Daviden_UK
dc.contributor.authorBlack, Angelaen_UK
dc.date.accessioned2017-03-11T22:40:23Z-
dc.date.available2017-03-11T22:40:23Zen_UK
dc.date.issued2001-12en_UK
dc.identifier.urihttp://hdl.handle.net/1893/25027-
dc.description.abstractFirst paragraph: There is increasing recognition that financial markets may be characterised by non-linear behaviour, perhaps resulting from market frictions such as transaction costs, which may cover a broad range of costs such as the bid-ask spread, short-selling and borrowing constraints and other transaction costs. A series of recent papers has examined both real and nominal exchange rates for the existence of possible threshold effects. In general this programme of research has found affirmative evidence of threshold effects within exchange rate series. en_UK
dc.language.isoenen_UK
dc.publisherSpringeren_UK
dc.relationMcMillan D & Black A (2001) Nonlinear error correction in spot and forward exchange rates. Weltwirtschaftliches Archiv, 137 (4), pp. 737-750. https://doi.org/10.1007/bf02707431en_UK
dc.rightsThe publisher does not allow this work to be made publicly available in this Repository. Please use the Request a Copy feature at the foot of the Repository record to request a copy directly from the author. You can only request a copy if you wish to use this work for your own research or private study.en_UK
dc.rights.urihttp://www.rioxx.net/licenses/under-embargo-all-rights-reserveden_UK
dc.titleNonlinear error correction in spot and forward exchange ratesen_UK
dc.typeJournal Articleen_UK
dc.rights.embargodate2999-12-02en_UK
dc.rights.embargoreason[art3A10.10072FBF02707431.pdf] The publisher does not allow this work to be made publicly available in this Repository therefore there is an embargo on the full text of the work.en_UK
dc.identifier.doi10.1007/bf02707431en_UK
dc.citation.jtitleWeltwirtschaftliches Archiven_UK
dc.citation.issn0043-2636en_UK
dc.citation.volume137en_UK
dc.citation.issue4en_UK
dc.citation.spage737en_UK
dc.citation.epage750en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusVoR - Version of Recorden_UK
dc.author.emaildavid.mcmillan@stir.ac.uken_UK
dc.citation.date01/12/2001en_UK
dc.contributor.affiliationAccounting & Financeen_UK
dc.contributor.affiliationUniversity of Aberdeenen_UK
dc.identifier.isiWOS:000173348000008en_UK
dc.identifier.wtid539501en_UK
dc.contributor.orcid0000-0002-5891-4193en_UK
dcterms.dateAccepted2001-12-01en_UK
dc.date.filedepositdate2017-02-27en_UK
rioxxterms.typeJournal Article/Reviewen_UK
rioxxterms.versionVoRen_UK
local.rioxx.authorMcMillan, David|0000-0002-5891-4193en_UK
local.rioxx.authorBlack, Angela|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate2999-12-02en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||en_UK
local.rioxx.filenameart3A10.10072FBF02707431.pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source0043-2636en_UK
Appears in Collections:Economics Journal Articles

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