Beyond the purchasing power parity: Testing for cointegration and causality between exchange rates, prices, and interest rates

Journal of International Money and Finance

Volumn 18, Issue 6, 1999, Pages 911-924

  Cheng, Benjamin S ^a  

^a SOUTHERN UNIVERSITY   (United States)

Author keywords

Causality; Cointegration; Dollar; The PPP; Yen

Indexed keywords

EID: 0033450791     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(99)00035-2     Document Type: Article

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