Similar Search Results

Parity reversion in the Asian real exchange rates : new evidence from the local-persistent model

Baharumshah, Ahmad Zubaidi; Soon, Siew-Voon; Wohar, Mark E. - In: Applied economics 47 (2015) 58/60, pp. 6395-6408

Persistent link: https://www.econbiz.de/10011412006

Extended generalized purchasing power parity and optimum currency area in East Asian countries

Rangkakulnuwat, Poomthan; Ahn, Sung K.; Wang, H. Holly; … - In: Applied economics 42 (2010) 4/6, pp. 497-513

This article extends the theory of generalized purchasing power parity (G-PPP) by developing a model including foreign variables such as the real money supply, output and interest rate. A cointegration rank test with two structural breaks in the deterministic trend was adopted to selected Asian...

Persistent link: https://www.econbiz.de/10003952036

Price convergence in US cities : a cointegration approach with two structural breaks

Rangkakulnuwat, Poomthan; Mahbub Morshed, A. K. M.; … - In: Applied economics 44 (2012) 13/15, pp. 1849-1862

Persistent link: https://www.econbiz.de/10009572937

Financial integration of East Asian economies : evidence from real interest parity

Baharumshah, Ahmad Zubaidi; Haw, Chan Tze; Masih, Abdul … - In: Applied economics 43 (2011) 16/18, pp. 1979-1990

Persistent link: https://www.econbiz.de/10009380146

Mean reversion in bilateral real exchange rates : evidence from Malaysian ringgit

Baharumshah, Ahmad Zubaidi; Soon, Siew-voon - In: Applied economics 44 (2012) 22/24, pp. 2921-2933

Persistent link: https://www.econbiz.de/10009616395