Long-horizon regression tests of the theory of purchasing power parity

Journal of Banking and Finance

Volumn 28, Issue 8, 2004, Pages 1961-1985

  Serletis, Apostolos ^a   Gogas, Periklis ^a  

^a UNIVERSITY OF CALGARY   (Canada)

Author keywords

Integration; Inverse power function; Long run derivative; Purchasing power parity

Indexed keywords

EID: 3042603115     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2003.07.006     Document Type: Article

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