Nonlinear dynamics in deviations from the law of one price : a broad-based empirical study
Year of publication: |
2004
|
---|---|
Authors: | Sarno, Lucio ; Taylor, Mark P. ; Chowdhury, Ibrahim |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 23.2004, 1, p. 1-25
|
Subject: | Preiskonvergenz | Price convergence | Kaufkraftparität | Purchasing power parity | Statistischer Test | Statistical test | US-Dollar | US dollar | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Frankreich | France | Italien | Italy | Japan | 1974-1993 |
-
Non-linear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio, (2002)
-
Hossfeld, Oliver, (2010)
-
Predictable components in exchange rates
Cochran, Steven J., (1995)
- More ...
-
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
Sarno, Lucio, (2004)
-
Non-linear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio, (2002)
-
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
Sarno, Lucio, (2004)
- More ...