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Black and official exchange rate volatility and foreign exchange controls

Phylaktis, Kate - In: Applied financial economics 7 (1997) 1, pp. 15-24

Persistent link: https://www.econbiz.de/10001219246

Black and official exchange rates in the Pacific Basin countries : an analysis of their long-run dynamics

Phylaktis, Kate - In: Applied economics 26 (1994) 4, pp. 399-407

Persistent link: https://www.econbiz.de/10001160539

Does the real exchange rate follow a random walk? : The Pacific Basin perspective

Phylaktis, Kate - In: Journal of international money and finance 13 (1994) 4, pp. 476-495

Persistent link: https://www.econbiz.de/10001164477

Long-run purchasing power parity : evidence from eight pacific-basin countries

Phylaktis, Kate; Kassimatis, Yiannis - In: Rising Asian capital markets : empirical studies, (pp. 85-98). 1993

Persistent link: https://www.econbiz.de/10001331658

Does the real exchange rate follow a random walk? The Pacific Basin perspective

Phylaktis, Kate; Kassimatis, Yiannis - In: Journal of International Money and Finance 13 (1994) 4, pp. 476-495

Persistent link: https://www.econbiz.de/10005339302

Does the real exchange rate follow a random walk? The Pacific Basin perspective

Phylaktis, Kate; Kassimatis, Yiannis - In: Journal of international money and finance 13 (1994) 4, pp. 476-495

Persistent link: https://www.econbiz.de/10006947199

Black and official exchange rate volatility and foreign exchange controls

Phylaktis, Kate; Kassimatis, Yiannis - In: Applied Financial Economics 7 (1997) 1, pp. 15-24

Autoregressive conditionally heteroscedastic (ARCH) and generalized ARCH (GARCH) models are applied to foreign currencies that are traded in both official and black markets using monthly rates in a group of Pacific Basin countries. It is shown that (i) in contrast to the observation of other...

Persistent link: https://www.econbiz.de/10005452146