Incorporating daily market uncertainty data into a conventional short-run dynamic model : the case of the black-market exchange rate in Iran
Abbas Valadkhani, Jeremy Nguyen and Reza Hajargasht
| Year of publication: |
2019
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|---|---|
| Authors: | Valadkhani, Abbas ; Nguyen, Jeremy ; Hajargasht, Reza |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 45, p. 4982-4991
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| Subject: | black market exchange rate | market uncertainty | mixed-data sampling models | PPP | Illegaler Handel | Illicit trade | Wechselkurs | Exchange rate | Iran | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | Theorie | Theory | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1607245 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197129