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Volumn 45, Issue 9, 2001, Pages 1665-1696

Determinants of the implied shadow exchange rates from a target zone

Author keywords

Exchange rates; Interest rate spreads; Target zones

Indexed keywords

EXCHANGE RATE; INTEREST RATE;

EID: 0034812531     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0014-2921(00)00082-9     Document Type: Article
Times cited : (7)

References (48)
  • 23
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.