Regime dependence between the official and parallel foreign currency markets for US dollars in Greece

Journal of Macroeconomics

Volumn 29, Issue 2, 2007, Pages 431-449

  Kanas, Angelos ^a   Kouretas, Georgios P ^a  

^a UNIVERSITY OF CRETE   (Greece)

Author keywords

Impulse response function; Non linearity; Parallel market premium; Regime switching

Indexed keywords

EID: 33750325147     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmacro.2005.11.003     Document Type: Article

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