๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

EXCHANGE RATE VOLATILITY AND FOREIGN INVESTMENT: International Evidence

โœ Scribed by Crowley, Patrick; Lee, Jim


Book ID
127275723
Publisher
Taylor and Francis Group
Year
2003
Tongue
English
Weight
523 KB
Volume
17
Category
Article
ISSN
0885-3908

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Black and official exchange rate volatil
โœ Angelos Kanas; Georgios P. Kouretas ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 114 KB

## Abstract This paper examines the issue of volatility and capital controls to the official and black market exchange rates of the Greek Drachma using the monthly exchange rate against the US dollar for the period 1975โ€“1993. Specifically, we apply a GARCH(1,โ€…1) model to study the behaviour of the