International parity relationships between the USA and Japan

Japan and the World Economy

Volumn 16, Issue 1, 2004, Pages 17-34

  Juselius, Katarina ^a   MacDonald, Ronald ^b  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Cointegration; Fisher parity; PPP; Term spread; UIP

Indexed keywords

EID: 0348222351     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0922-1425(03)00003-3     Document Type: Article

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