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Volumn 10, Issue 4, 2000, Pages 361-369

Black and official exchange rates in the Pacific Basin: Some tests of dynamic behaviour

Author keywords

[No Author keywords available]

Indexed keywords

BLACK MARKET; CURRENCY MARKET; EXCHANGE RATE;

EID: 0033937761     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100050031480     Document Type: Article
Times cited : (19)

References (24)
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  • 3
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  • 6
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    • Cointegration and error correction: Representation, estimation and testing
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    • Engle, R.F.1    Granger, C.W.J.2
  • 8
    • 84977367952 scopus 로고
    • A note on the efficiency of black markets in foreign currencies
    • Gupta, S. (1981) A note on the efficiency of black markets in foreign currencies, The Journal of Finance, 26, 705-10.
    • (1981) The Journal of Finance , vol.26 , pp. 705-710
    • Gupta, S.1
  • 9
    • 38249024451 scopus 로고
    • Market efficiency and cointegration: An application to the sterling Deutschmark exchange markets
    • Hakkio, C. S. and Rush, M. (1989) Market efficiency and cointegration: an application to the sterling deutschmark exchange markets, Journal of International Money and Finance, 8, 75-80.
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  • 11
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    • Johansen, S. (1991) Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models, Econometrica, 59, 1551-80.
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  • 12
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    • Johansen, S.1
  • 13
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration with applications to the demand for money
    • Johansen, S. and Juselius, K. (1990) Maximum likelihood estimation and inference on cointegration with applications to the demand for money, Oxford Bulletin of Economics and Statistics, 52, 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 16
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    • Testing for unbiasedness in forward markets
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  • 17
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    • (Ed.) Hang-Sheng Cheng, Kluwer Publishers, Boston
    • Moreno, R. (1988) Exchange rates and monetary policy in Singapore and Hong Kong, in Monetary Policy in Pacific Countries (Ed.) Hang-Sheng Cheng, Kluwer Publishers, Boston, pp. 173-200.
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    • Moreno, R.1
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    • 0342938623 scopus 로고
    • Exchange rates policies in developing countries
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  • 21
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  • 22
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  • 23
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    • Phylaktis, K.1    Kassimatis, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.