A Cointegration Analysis of Purchasing Power Parity and Country Risk
Year of publication: |
2008
|
---|---|
Authors: | Cheng, Su-Yin ; Wei, Jong-Shin ; Hou, Han |
Published in: |
International Journal of Business and Economics. - College of Business, ISSN 1607-0704. - Vol. 7.2008, 3, p. 199-211
|
Publisher: |
College of Business |
Subject: | purchasing power parity | country risk | panel cointegration | cross-sectional dependence |
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