Incorporating daily market uncertainty data into a conventional short-run dynamic model : the case of the black-market exchange rate in Iran
Year of publication: |
2019
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Authors: | Valadkhani, Abbas ; Nguyen, Jeremy ; Hajargasht, Reza |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 45, p. 4982-4991
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Subject: | black market exchange rate | market uncertainty | mixed-data sampling models | PPP | Illegaler Handel | Illicit trade | Devisenmarkt | Foreign exchange market | Iran | Wechselkurs | Exchange rate | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity |
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