The Exchange Rate and Purchasing Power Parity in Arbitrage-Free Models of Asset Pricing
Year of publication: |
2005
|
---|---|
Authors: | Sercu, P. |
Published in: |
Review of Business and Economics. - Faculteit Economie en Bedrijfswetenschappen. - Vol. L.2005, 5, p. 825-854
|
Publisher: |
Faculteit Economie en Bedrijfswetenschappen |
Subject: | Purchasing power parity | general equilibrium | non-traded goods | regression tests | cointegration |
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