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The causality between official and parallel exchange rates in developing countries
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Agenor, Pierre-Richard and Taylor, Mark P. (1993) The causality between official and parallel exchange rates in developing countries. Applied Financial Economics, 3 (3). pp. 255-266. doi:10.1080/758535731 ISSN 0960-3107.
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Official URL: http://dx.doi.org/10.1080/758535731
Abstract
The paper examines the causal relationship between official and parallel exchange rates in developing countries, using a methodological approach based on the statistical theory of cointegration and Granger-causality tests. The application of the procedure to monthly data covering a 13-year period for 19 countries suggests no clear causality pattern across countries
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Social Sciences > Warwick Business School | ||||
Journal or Publication Title: | Applied Financial Economics | ||||
Publisher: | Routledge | ||||
ISSN: | 0960-3107 | ||||
Official Date: | 1993 | ||||
Dates: |
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Volume: | 3 | ||||
Number: | 3 | ||||
Page Range: | pp. 255-266 | ||||
DOI: | 10.1080/758535731 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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