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Exchange-Rate Volatility and Foreign Trade: Evidence from Thirteen LDC's

✍ Scribed by Augustine C. Arize, Thomas Osang and Daniel J. Slottje

Book ID
124714351
Publisher
American Statistical Association
Year
2000
Tongue
English
Weight
298 KB
Volume
18
Category
Article
ISSN
0735-0015

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πŸ“œ SIMILAR VOLUMES

Black and official exchange rate volatil
Black and official exchange rate volatility and foreign exchange controls: evidence from Greece
✍ Angelos Kanas; Georgios P. Kouretas πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 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 1975–1993. Specifically, we apply a GARCH(1,β€…1) model to study the behaviour of the