Non-linearities in East European black-market exchange rates

International Journal of Finance and Economics

Volumn 2, Issue 1, 1997, Pages 39-57

  Peel, David A ^a,b   Speight, Alan E H ^a,b  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

^b SWANSEA UNIVERSITY   (United Kingdom)

Author keywords

Bilinearity; Black markets; Exchange rates; Non linearity; Quadratic ARCH

Indexed keywords

EID: 0002522879     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1158(199701)2:1<39::AID-IJFE35>3.0.CO;2-N     Document Type: Article

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