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Cointegration analysis of the official and parallel foreign exchange markets for dollars in greece

Kouretas, Georgios P. and Zarangas, Leonidas P.

Cointegration analysis of the official and parallel foreign exchange markets for dollars in greece J4767 1998 - 1998 - 261-276 V. 3 Issue. 3

Subjects--Topical Terms:
Finance and Economics

Subjects--Index Terms: Cointegration;KPSS test;Parallel foreign exchange market;Temporal stability;

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