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Exchange rates and market microstructure - the case of Guyana

By:

Khemraj, Tarron...[et al.]

Material type: Text

TextPublication details: [Caribbean Centre for Money and Finance] [St. Augustine]TT 2009Description: 20 pAction note:

12/8/09 JOYD

Summary: Uses monthly data from March 2001 to December 2007 to test the Evans and Lyons (2002) model in the Guyanese foreign exchange market. Extends the basic model in Evans and Lyons (2002) by testing an alternative specification that includes risk.

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Item type	Current library	Call number	Status	Barcode
Monograph	CARICOM Documentation Centre	11.02.01 M742kh(2009) (Browse shelf(Opens below))	Available	0000000028513

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Previous	11.02.01 M742kh(2000) The issue of central bank independence relevance within CARICOM	11.02.01 M742kh(2001) Analysis of the legislative reform proposals for credit unions of Trinidad and Tobago	11.02.01 M742kh(2007) The missing link : the finance-growth nexus and the Guyanese growth stagnation	11.02.01 M742kh(2009) Exchange rates and market microstructure - the case of Guyana	11.02.01 M742khe(2001) Analysis of savings behaviour in Guyana	11.02.01 M742khe(2007) Why do banks demand excess liquidity? : the case of Guyana	11.02.01 M742khe(2009) Dynamic interactions of bank assets in two foreign currency constrained economies	Next

Uses monthly data from March 2001 to December 2007 to test the Evans and Lyons (2002) model in the Guyanese foreign exchange market. Extends the basic model in Evans and Lyons (2002) by testing an alternative specification that includes risk.

12/8/09 JOYD

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