Convertibility risk, default risk, and the Mexdollar anomaly
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References listed on IDEAS
- Rogers, John H, 1992.
"The Currency Substitution Hypothesis and Relative Money Demand in Mexico and Canada,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 24(3), pages 300-318, August.
- Rogers, J.H., 1990. "The Currency Substitution Hypothesis And Relative Money Demand In Mexico And Canada," Papers 7-90-1, Pennsylvania State - Department of Economics.
- Cheung, Yin-Wong & Lai, Kon S, 1993. "Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 313-328, August.
- Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-472, August.
- Perron, Pierre, 1989.
"The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis,"
Econometric Society, vol. 57(6), pages 1361-1401, November.
- Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
- Rogers, John H., 1992. "Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis," Journal of International Money and Finance, Elsevier, vol. 11(2), pages 188-207, April.
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KeywordsForeign exchange - Law and legislation ; Mexico ; Devaluation of currency ; Peso; Mexican;
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