Extracting shadow exchange rates and foreign exchange premia during currency crises : an example from Egypt
Year of publication: |
2019
|
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Authors: | Bassiouny, Aliaa ; Tooma, Eskandar A. |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 1, p. 32-36
|
Subject: | Arbitrage | currency crisis | depositary receipts (DRs) | Egypt | high-frequency data | stock market | Ägypten | Währungskrise | Currency crisis | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium | Geldmarktpapier | Money market instruments |
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