مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece

Title of article :

Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece

Author/Authors :

Nektarios Aslanidis، نويسنده , , Georgios P. Kouretas، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

665

To page :

682

Keywords :

Vector errorcorrection models , Parallel Market Premium , Threshold cointegration , Non-linearity , Regime switching

Journal title :

Economic Modelling

Serial Year :

2005

Journal title :

Economic Modelling

Record number :

227689

Link To Document :