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Volumn 11, Issue 2, 2001, Pages 209-220

Nonlinearities in the black market zloty-dollar exchange rate: Some further evidence

Author keywords

[No Author keywords available]

Indexed keywords

BLACK MARKET; EXCHANGE RATE; FINANCIAL SYSTEM; MARKET CONDITIONS;

EID: 0035084341     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031001750071604     Document Type: Article
Times cited : (7)

References (38)
  • 13
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle, R.F.1
  • 24
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • (1989) Econometrica , vol.57 , pp. 357-384
    • Hamilton, J.D.1
  • 31
    • 0000641348 scopus 로고
    • Conditional heteroscedasticity in asset returns: A new approach
    • (1991) Econometrica , vol.59 , pp. 347-370
    • Nelson, D.B.1
  • 38
    • 0000095552 scopus 로고
    • A heteroskedastic-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • (1980) Econmetric , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.