Predicting foreign exchange movements using historic deviations from PPP

International Review of Economics and Finance

Volumn 20, Issue 4, 2011, Pages 485-497

  Qiu, Mei ^a   Pinfold, John F ^a   Rose, Lawrence C ^b  

^a MASSEY UNIVERSITY   (New Zealand)

^b MASSEY UNIVERSITY   (New Zealand)

Author keywords

Currency; Exchange rate; Foreign exchange; Purchasing power parity

Indexed keywords

EID: 79957569605     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2010.09.005     Document Type: Article

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