A Cointegration Analysis of the Official and Parallel Foreign Exchange Markets for Dollars in Greece

International Journal of Finance and Economics

Volumn 3, Issue 3, 1998, Pages 261-276

  Kouretas, Georgios P ^a,d   Zarangas, Leonidas P ^b,c  

^a UNIVERSITY OF CRETE   (Greece)

^b Centre of Planning and Economic Research   (Greece)

^c Ministry of Labour   (Greece)

^d NONE   (Greece)

Author keywords

Cointegration; KPSS test; Parallel foreign exchange market; Temporal stability

Indexed keywords

EID: 0010853965     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1158(199807)3:3<261::AID-IJFE71>3.0.CO;2-Z     Document Type: Article

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