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Exchange rate determination in developing economies
Ogun, Oluremi Davies, (2012)
Real exchange rate behaviour : evidence from black markets
Luintel, Kul Bahadur, (2000)
Terms of trade, commercial policy, and the black market for foreign exchange : an empirical model of real exchange rate determination
Elbadawi, Ibrahim, (1989)
Foreign exchange, fractional cointegration and the implied–realized volatility relation
Kellard, Neil, (2010)
Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil, (2008)
Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation