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Our data says that the document:

Angelos, Kanas ; Angelos, Kanas ; Angelos, Kanas ; Angelos, Kanas ; Yue, Ma. (2000) Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM.
In: Journal of International Money and Finance. RePEc:eee:jimfin:v:19:y:2000:i:1:p:135-152.

Full description at Econpapers

cites:

Hiemstra, C., Jones, J., 1993. Monte Carlo results for a modified version of the Baek and Brock nonlinear Granger causality. Working Paper, University of Strathclyde, and Securities and Exchange Commission.

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