{"id":"https://openalex.org/W1987277643","doi":"https://doi.org/10.1016/j.jmacro.2005.11.003","title":"Regime dependence between the official and parallel foreign currency markets for US dollars in Greece","display_name":"Regime dependence between the official and parallel foreign currency markets for US dollars in Greece","publication_year":2007,"publication_date":"2007-03-29","ids":{"openalex":"https://openalex.org/W1987277643","doi":"https://doi.org/10.1016/j.jmacro.2005.11.003","mag":"1987277643"},"language":"en","primary_location":{"id":"doi:10.1016/j.jmacro.2005.11.003","doi":"https://doi.org/10.1016/j.jmacro.2005.11.003","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmacro.2005.11.003","pdf_url":null,"source":{"id":"https://openalex.org/S176795851","display_name":"Journal of Macroeconomics","issn_l":"0164-0704","issn":["0164-0704","1873-152X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Macroeconomics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087594802","display_name":"Angelos Kanas","orcid":"https://orcid.org/0000-0002-6299-5512","observed_orcids":["https://orcid.org/0000-0002-6299-5512"]},"institutions":[{"id":"https://openalex.org/I142617266","display_name":"University of Crete","ror":"https://ror.org/00dr28g20","country_code":"GR","type":"education","lineage":["https://openalex.org/I142617266"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Angelos Kanas","raw_affiliation_strings":["Department of Economics, University of Crete, University Campus, GR-74100 Rethymno, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Crete, University Campus, GR-74100 Rethymno, Greece","institution_ids":["https://openalex.org/I142617266"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5038238177","display_name":"\u0393\u03b5\u03ce\u03c1\u03b3\u03b9\u03bf\u03c2 \u03a0. \u039a\u03bf\u03c5\u03c1\u03ad\u03c4\u03b1\u03c2","orcid":"https://orcid.org/0000-0001-5459-7824","observed_orcids":["https://orcid.org/0000-0001-5459-7824"]},"institutions":[{"id":"https://openalex.org/I142617266","display_name":"University of Crete","ror":"https://ror.org/00dr28g20","country_code":"GR","type":"education","lineage":["https://openalex.org/I142617266"]}],"countries":["GR"],"is_corresponding":true,"raw_author_name":"Georgios P. Kouretas","raw_affiliation_strings":["Department of Economics, University of Crete, University Campus, GR-74100 Rethymno, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Crete, University Campus, GR-74100 Rethymno, Greece","institution_ids":["https://openalex.org/I142617266"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5038238177"],"corresponding_institution_ids":["https://openalex.org/I142617266"],"apc_list":{"value":3140,"currency":"USD","value_usd":3140},"apc_paid":null,"fwci":0.6441,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.84648188,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":96},"biblio":{"volume":"29","issue":"2","first_page":"431","last_page":"449"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.826200008392334,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.826200008392334,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.12839999794960022,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.01640000008046627,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/parallel-foreign-exchange-market","display_name":"parallel foreign exchange market","score":0.6000000238418579},{"id":"https://openalex.org/keywords/official-exchange-rate","display_name":"official exchange rate","score":0.9010000228881836},{"id":"https://openalex.org/keywords/us-dollar-exchange-rate","display_name":"US dollar exchange rate","score":0.7820000052452087},{"id":"https://openalex.org/keywords/regime-dependence","display_name":"regime dependence","score":0.7519999742507935},{"id":"https://openalex.org/keywords/markov-switching-vector-error-correction-model","display_name":"Markov-switching vector error correction model","score":0.8460000157356262},{"id":"https://openalex.org/keywords/exchange-rate-volatility","display_name":"exchange rate volatility","score":0.8320000171661377},{"id":"https://openalex.org/keywords/granger-causality","display_name":"Granger causality","score":0.9599999785423279},{"id":"https://openalex.org/keywords/greece","display_name":"Greece","score":0.4950000047683716}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7338986992835999},{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.7195512652397156},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6751840114593506},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6705045700073242},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.6203559637069702},{"id":"https://openalex.org/C134024062","wikidata":"https://www.wikidata.org/wiki/Q1401229","display_name":"Error correction model","level":3,"score":0.6038092970848083},{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.5510849356651306},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.48740795254707336},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.45235803723335266},{"id":"https://openalex.org/C64357122","wikidata":"https://www.wikidata.org/wiki/Q1149766","display_name":"Causality (physics)","level":2,"score":0.41877907514572144},{"id":"https://openalex.org/C536366893","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange market","level":3,"score":0.4124853312969208},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.28113341331481934},{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.27821409702301025},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11206629872322083},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.09963902831077576},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.jmacro.2005.11.003","doi":"https://doi.org/10.1016/j.jmacro.2005.11.003","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmacro.2005.11.003","pdf_url":null,"source":{"id":"https://openalex.org/S176795851","display_name":"Journal of Macroeconomics","issn_l":"0164-0704","issn":["0164-0704","1873-152X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Macroeconomics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:jmacro:v:29:y:2007:i:2:p:431-449","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0164-0704(07)00013-4","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:kar.kent.ac.uk:41154","doi":null,"is_oa":false,"landing_page_url":"https://kar.kent.ac.uk/41154/","pdf_url":null,"source":{"id":"https://openalex.org/S4377196264","display_name":"Kent Academic Repository (University of Kent)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I20581793","host_organization_name":"University of Kent","host_organization_lineage":["https://openalex.org/I20581793"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.5}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":50,"referenced_works":["https://openalex.org/W94884745","https://openalex.org/W561387135","https://openalex.org/W624713480","https://openalex.org/W1481945423","https://openalex.org/W1521361552","https://openalex.org/W1534100182","https://openalex.org/W1540024103","https://openalex.org/W1587261616","https://openalex.org/W1588163064","https://openalex.org/W1979351279","https://openalex.org/W1979535607","https://openalex.org/W1996330578","https://openalex.org/W2001998586","https://openalex.org/W2005204582","https://openalex.org/W2021675656","https://openalex.org/W2032224161","https://openalex.org/W2042965255","https://openalex.org/W2047456588","https://openalex.org/W2048006068","https://openalex.org/W2055229325","https://openalex.org/W2057346721","https://openalex.org/W2065747393","https://openalex.org/W2067412776","https://openalex.org/W2067591728","https://openalex.org/W2070720254","https://openalex.org/W2071778870","https://openalex.org/W2074812030","https://openalex.org/W2080303295","https://openalex.org/W2088505240","https://openalex.org/W2094791313","https://openalex.org/W2097580026","https://openalex.org/W2117258903","https://openalex.org/W2120262882","https://openalex.org/W2131940376","https://openalex.org/W2146335013","https://openalex.org/W2148756560","https://openalex.org/W2149292156","https://openalex.org/W2155344757","https://openalex.org/W2157895285","https://openalex.org/W2169107902","https://openalex.org/W2171868047","https://openalex.org/W3122580054","https://openalex.org/W3122589741","https://openalex.org/W3123185352","https://openalex.org/W3124550551","https://openalex.org/W3124662040","https://openalex.org/W3124674560","https://openalex.org/W3147027631","https://openalex.org/W4293098276","https://openalex.org/W6628784365"],"related_works":["https://openalex.org/W2004082912","https://openalex.org/W2047456588","https://openalex.org/W3123538386","https://openalex.org/W2032224161","https://openalex.org/W7165165732","https://openalex.org/W2083164874","https://openalex.org/W7166268282","https://openalex.org/W2279466301","https://openalex.org/W2905442920","https://openalex.org/W7135750134"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}