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Distribution of parallel exchange rates in African countries

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  • Fofack, Hippolyte
  • Nolan, John P.
Abstract
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  • Fofack, Hippolyte & Nolan, John P., 2001. "Distribution of parallel exchange rates in African countries," Journal of International Money and Finance, Elsevier, vol. 20(7), pages 987-1001, December.
    • Handle: RePEc:eee:jimfin:v:20:y:2001:i:7:p:987-1001
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    References listed on IDEAS

    as
    1. Pierre-Richard Agénor, 1991. "A Monetary Model of the Parallel Market for Foreign Exchange," Journal of Economic Studies, Emerald Group Publishing, vol. 18(4), pages 4-18, September.
    2. Jorge R Calderon-Rossell & Moshe Ben-Horim, 1982. "The Behavior of Foreign Exchange Rates," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 13(2), pages 99-111, June.
    3. Eugene F. Fama, 1965. "Portfolio Analysis in a Stable Paretian Market," Management Science, INFORMS, vol. 11(3), pages 404-419, January.
    4. Nolan, John P., 1998. "Parameterizations and modes of stable distributions," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 187-195, June.
    5. Akgiray, Vedat & Geoffrey Booth, G. & Seifert, Bruce, 1988. "Distribution properties of Latin American black market exchange rates," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 37-48, March.
    6. Homi Kharas & Brian Pinto, 1989. "Exchange Rate Rules, Black Market Premia and Fiscal Deficits: The Bolivian Hyperinflation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 56(3), pages 435-447.
    7. McDermott, John H., 1989. "Foreign-exchange rationing and employment in industrializing countries," Journal of International Economics, Elsevier, vol. 27(3-4), pages 245-264, November.
    8. Vedat Akgiray & Kursat Aydogan & G. Booth & John Hatem, 1989. "A causal analysis of black and official exchange rates: The turkish case," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 337-345, June.
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    Cited by:

    1. Ibragimov Marat & Khamidov Rufat, 2010. "Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics," EERC Working Paper Series 10/06e, EERC Research Network, Russia and CIS.
    2. Bayraktar, Nihal & Fofack, Hippolyte, 2007. "Specification of investment functions in Sub-Saharan Africa," Policy Research Working Paper Series 4171, The World Bank.
    3. Fatma Ozgu Serttas, 2018. "Infinite-Variance Error Structure in Finance and Economics," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 14-23, April.
    4. Serttas, Fatma Ozgu, 2010. "Essays on infinite-variance stable errors and robust estimation procedures," ISU General Staff Papers 201001010800002742, Iowa State University, Department of Economics.
    5. Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013. "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2546-2559.

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