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Are deviations from purchasing power parity efficient? Some further answers
12 references·2 citing·39 second hop
Are deviations from purchasing power parity efficient? Some further answers (1985)Are deviations from purchasing power pari…What does purchasing power parity mean? (1983)What does purchasing power pa…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis (1981)A Note on Exchange-Rate Expec…Exchange Rates, Prices and Money: Lessons from the 1920s (1980)Exchange Rates, Prices and Mo…Does Purchasing Power Parity Work? (1980)Does Purchasing Power Parity …International finance and trade (1979)International finance and tra…Purchasing power parity (1978)Purchasing power parityInvoluntary Saving through Unanticipated Inflation (1977)Involuntary Saving through Un…Foundations of Finance. (1977)Foundations of Finance.The Distributed Impact of Price-Level Variation on Floating Exchange Rates (1975)The Distributed Impact of Pri…Purchasing Power Parity As An Explanation of Long-Term Changes In Exchange Rates (1970)Purchasing Power Parity As An…The Theory Of Forward Exchange (1938)The Theory Of Forward ExchangeLong-Run Exchange Rate Modeling (1995)Long-Run Exchange Rate Modeli…A new approach to testing ex ante purchasing power parity (1994)A new approach to testing ex …A Theory of the Consumption Function (1960)Saving, investment, growth and the cost of financial repression (1980)The Determinants of Private Saving in India (2004)Consumption and Labor Supply with Partial Insurance: An Analytical Framework (2014)A Tract on Monetary Reform (1924)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)In search of the exchange risk premium: A six-currency test assuming mean-variance optimization (1982)An investigation of risk and return in forward foreign exchange (1984)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Recent developments in the theory of inflation and unemployment (1976)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)A Survey of Empirical Research on Nominal Exchange Rates (1994)Cointegration and forward and spot exchange rate regressions (2000)How Far Can We Push The "Law of One Price"? (1976)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)The Economics of Exchange Rates (2003)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)MONEY, INCOME, AND CAUSALITY (1972)Some International Evidence on Output-Inflation Tradeoffs. (1973)A Fractional Cointegration Analysis of Purchasing Power Parity (1993)Exchange rates and ‘news’: A multi-currency approach (1982)INTEREST RATE PARITY: SOME NEW EVIDENCE*0 (1989)Multivariate unit root tests of the PPP hypothesis (1999)Spot and Futures Prices and the Law of One Price (1983)Unit Roots in Macroeconomic Time Series: Some Critical Issues (1993)Foundations of Financial Economics (1997)The Minimum Covered Interest Differential Needed for International Arbitrage Activity (1969)Golden Fetters (1996)Globalization and Capital Markets (2002)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Some evidence on the international inequality of real interest rates (1985)A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries (1995)Real exchange rate behavior (1997)
this work references cited by second hop

References

  • 1977Foundations of Finance.1,128 cited
  • 1978Purchasing power parity557 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1977Involuntary Saving through Unanticipated Inflation303 cited
  • 1981A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis199 cited
  • 1979International finance and trade161 cited
  • 1938The Theory Of Forward Exchange124 cited
  • 1980Exchange Rates, Prices and Money: Lessons from the 1920s115 cited
  • 1970Purchasing Power Parity As An Explanation of Long-Term Changes In Exchange Rates82 cited
  • 1980Does Purchasing Power Parity Work?52 cited
  • 1983What does purchasing power parity mean?32 cited
  • 1975The Distributed Impact of Price-Level Variation on Floating Exchange Rates22 cited

Cited by

  • 1995Long-Run Exchange Rate Modeling11 cited
  • 1994A new approach to testing ex ante purchasing power parity11 cited

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