Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity
Year of publication: |
2007-10
|
---|---|
Authors: | Okimoto, Tatsuyoshi ; Shimotsu, Katsumi |
Institutions: | Economics Department, Queen's University |
Subject: | fractional integration | PPP | real exchange rate | financial integration |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1138 27 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; F31 - Foreign Exchange ; F36 - Financial Aspects of Economic Integration |
Source: |
-
Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity
Okimoto, Tatsuyoshi, (2007)
-
Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity
OKIMOTO, Tatsuyoshi, (2010)
-
Hunter, John, (2014)
- More ...
-
Empirical Likelihood Block Bootstrapping
Allen, Jason, (2008)
-
Sequential Estimation of Structural Models with a Fixed Point Constraint
Kasahara, Hiroyuki, (2008)
-
Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated Processes
Shimotsu, Katsumi, (2006)
- More ...