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Exchange Rate and Purchasing Power Parity in China Soybean Trading to USA, Argentina, and Brazil, 1999-2010

Wang, Zhan - 2020

This article researches fluctuation of exchange rate has impacts on China import unit price of soybeans trading to USA, Argentina, and Brazil. Based on yearly and monthly bilateral soybeans trade data from 1999 to 2010, empirical results show that exchange rate is statistically significant to...

Persistent link: https://www.econbiz.de/10012855855

Purchasing Power Parity and Heterogenous Mean Reversion

Koedijk, Kees; Tims, Ben; Dijk, Mathijs A Van - C.E.P.R. Discussion Papers - 2006

This paper analyses the properties of multivariate tests of purchasing power parity (PPP) that fail to take heterogeneity in the speed of mean reversion across real exchange rates into account. We compare the performance of homogeneous and heterogeneous unit root testing methodologies. The...

Persistent link: https://www.econbiz.de/10005792288

The re-emergence of PPP in the 1990s

Koedijk, Kees - In: Journal of international money and finance 17 (1998) 1, pp. 51-61

Persistent link: https://www.econbiz.de/10001338371

Asian-Pacific reale exchange rates

Koedijk, Kees - In: Applied economics 24 (1992) 11, pp. 1255-1262

Persistent link: https://www.econbiz.de/10001132785

Dominant real exchange rate movements

Koedijk, Kees - In: Journal of international money and finance 8 (1989) 4, pp. 517-531

Persistent link: https://www.econbiz.de/10001074874

Real exchange rates between the wars

Kool, Clemens - In: Journal of international money and finance 16 (1997) 2, pp. 211-232

Persistent link: https://www.econbiz.de/10001225598

Purchasing power parity and the euro area

Koedijk, Kees (contributor); Tims, Ben (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002188659

Purchasing power parity and the euro area

Koedijk, Kees; Tims, Ben; Dijk, Mathijs van - In: Journal of international money and finance 23 (2004) 7/8, pp. 1081-1107

Persistent link: https://www.econbiz.de/10002485131

Why panel tests of purchasing power parity should allow for heterogenous mean reversion

Koedijk, Kees; Tims, Ben; Dijk, Mathijs van - In: Journal of international money and finance 30 (2011) 1, pp. 246-267

Persistent link: https://www.econbiz.de/10009268848

I discovered the peso problem: Irving Fisher and the UIP puzzle

Lothian, James R.; Pownall, Rachel A. J.; Koedijk, Kees - In: Journal of international money and finance 38 (2013), pp. 5-17

Persistent link: https://www.econbiz.de/10010228930