Title:

Mozambique Metical Exchange Rate Dynamics: Evidence of Fractional Co-integration in the USA and South African Rates

Authors:

Carlos Pestana Barros (U Lisboa, ISEG, UTL)
Luis Gil Alana (U Navarra)
Joao Ricardo Faria (U Texas)

Journal:

South African Journal of Economics

Year:

2015

Volume:

83

Number:

4

Pages:

569-575

JEL codes:

F31 - Foreign Exchange
G15 - International Financial Markets
O19 - International Linkages to Development; Role of International Organizations