Cointegration and predictability in prereform east European black-market exchange rates

Author： Speight Alan E. H.   McMillan David G.  

Publisher： Routledge Ltd

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.8, Iss.12, 2001-12, pp. : 755-759

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Chaos in East European black market exchange rates

By Serletis A.   Gogas P.  

Research in Economics, Vol. 51, Iss. 4, 1997-12 ,pp. : 359-385

Academic Press

Access to resources Recommend Favorite

Modelling the risk premium in the black-market zloty-dollar exchange rate

By Mcmillan David G.   Speight Alan E. H.  

Applied Economics Letters, Vol. 6, Iss. 4, 1999-04 ,pp. : 209-214

Routledge Ltd

Access to resources Recommend Favorite

Bivariate cointegration among European monetary system exchange rates

By Norrbin Stefan C.  

Applied Economics, Vol. 28, Iss. 12, 1996-12 ,pp. : 1505-1513

Routledge Ltd

Access to resources Recommend Favorite

THE GRAVITY EQUATION, MARKET SIZE, AND BLACK MARKET EXCHANGE RATES

By LARUE BRUNO   MUTUNGA JOSHUA  

International Economic Journal, Vol. 7, Iss. 2, 1993-0 ,pp. : 61-76

Routledge Ltd

Access to resources Recommend Favorite

A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiro

By Masih Abul M. M.   Masih Rumi  

Applied Economics, Vol. 30, Iss. 7, 1998-07 ,pp. : 853-861

Routledge Ltd

Access to resources Recommend Favorite