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PPP, UIP and RW in a single framework : an application to Pakistan
Rashid, Abdul - In: Asian African journal of economics and econometrics 11 (2011) 1, pp. 65-75
Persistent link: https://www.econbiz.de/10009411521
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PPP, UIP and RW in a single framework : an application to Pakistan
Rashid, Abdul - In: Asian African journal of economics and econometrics 11 (2011) 1, pp. 65-75
Persistent link: https://www.econbiz.de/10009904217
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Non-linear PPP in South Asia and China
Ahmad, Shabbir; Rashid, Abdul - In: Economics Bulletin 6 (2008) 17, pp. 1-6
This study tests the purchasing power parity hypothesis for four South Asian economies and China by employing a recent nonlinear test of stationarity. Besides testing the CPI based PPP, we have also used PPI based real exchange rate in the analysis. The results indicate that nonlinear tests are...
Persistent link: https://www.econbiz.de/10005196409
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Financial crisis and exchange rates in emerging economies: An empirical analysis using PPP-UIP-Framework
Rashid, Abdul; Saedan, Mashael Bin - In: Business and Economic Horizons (BEH) 9 (2014) 4, pp. 86-96
This paper empirically investigates the effects of 2008 financial crisis on exchange rate determination in PPP-UIP framework for four emerging countries, using monthly date over the period 1981-2012. The results suggest that the recent financial crisis led to change the role of exchange rate...
Persistent link: https://www.econbiz.de/10010781940
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Non-linear PPP in South Asia and China
Ahmad, Shabbir; Rashid, Abdul - In: Economics Bulletin 6 (2008) 17, pp. 1-6
This study tests the purchasing power parity hypothesis for four South Asian economies and China by employing a recent nonlinear test of stationarity. Besides testing the CPI based PPP, we have also used PPI based real exchange rate in the analysis. The results indicate that nonlinear tests are...
Persistent link: https://www.econbiz.de/10010629670
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Financial crisis and exchange rates in emerging economies: An empirical analysis using PPP-UIP-Framework
Rashid, Abdul; Saedan, Mashael Bin - In: Business and Economic Horizons (BEH) 9 (2013) 4, pp. 86-96
This paper empirically investigates the effects of 2008 financial crisis on exchange rate determination in PPP-UIP framework for four emerging countries, using monthly date over the period 1981-2012. The results suggest that the recent financial crisis led to change the role of exchange rate...
Persistent link: https://www.econbiz.de/10011165419