Purchasing Power Parity and Heterogeneous Mean Reversion
Year of publication: |
2005-12-19
|
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Authors: | van Dijk, Mathijs A. ; Koedijk, Koedijk, C.G. ; Tims, Tims, B. |
Institutions: | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam |
Subject: | Heterogeneity | Panel Models | Purchasing Power Parity | Real Exchange Rates | Unit Root Tests |
Extent: | application/pdf |
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Series: | ERIM Report Series Research in Management. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureri Number ERS-2005-085-F&A |
Classification: | F31 - Foreign Exchange ; F33 - International Monetary Arrangements and Institutions ; G15 - International Financial Markets ; G3 - Corporate Finance and Governance ; M - Business Administration and Business Economics; Marketing; Accounting |
Source: |
-
Purchasing Power Parity and Heterogenous Mean Reversion
Koedijk, Kees, (2006)
-
Purchasing Power Parity and the Euro Area
van Dijk, Mathijs A., (2004)
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Purchasing Power Parity and Heterogeneous Mean Reversion
Koedijk, C.G., (2005)
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Purchasing Power Parity and the Euro Area
van Dijk, Mathijs A., (2004)
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van Dijk, Mathijs A., (2002)
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The Cost of Capital of Cross-Listed Firms
van Dijk, Mathijs A., (2002)
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