A Note on the Efficiency of Black Markets in Foreign Currencies
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 36 (1981)
Issue (Month): 3 (June)
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- Kouretas, Georgios P. & Zarangas, Leonidas P., 2001.
"Black and official exchange rates in Greece: an analysis of their long-run dynamics,"
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- Mehran, Jamshid & Shahrokhi, Manuchehr, 1997. "An application of four foreign currency forecasting models to the U.S. dollar and Mexican peso," Global Finance Journal, Elsevier, vol. 8(2), pages 211-220.
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- Diamandis, Panayiotis F. & Drakos, Anastassios A., 2005. "Long-run dynamics of official and black-market exchange rates in Latin America," Global Finance Journal, Elsevier, vol. 15(3), pages 219-237, February.
- Ashworth, John & Evans, Lynne & Teriba, Ayo, 1999. "Structural breaks in parallel markets?: the case of Nigeria, 1980-1993," Journal of Development Economics, Elsevier, vol. 58(1), pages 255-264, February.
- Michael Frenkel, 1990. "Exchange rate dynamics in black markets," Journal of Economics, Springer, vol. 51(2), pages 159-176, June.
- Speight, Alan E. H. & McMillan, David G., 2001. "Volatility spillovers in East European black-market exchange rates," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 367-378, June.
- Sundar, Cuddalore & Varela, Oscar & Naka, Atsuyuki, 1997. "Black market and official exchange rates, cointegration and purchasing power parity in developing Asian countries," Global Finance Journal, Elsevier, vol. 8(2), pages 221-238.
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