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

Nektarios Aslanidis, Georgios P Kouretas

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{407e624dd98845e398fbe7649f9b50fe,

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

author = "Nektarios Aslanidis and Kouretas, {Georgios P}",

year = "2005",

language = "English",

volume = "22",

pages = "665 -- 682",

journal = "Economic Modelling",

issn = "0264-9993",

publisher = "Elsevier",

number = "4",

}