An international arbitrage pricing model with PPP deviations /

An international arbitrage pricing model with PPP deviations /

Saved in:

Bibliographic Details
Author / Creator:	Levine, Ross.
Imprint:	[Washington, D.C. : Board of Governors of the Federal Reserve System, 1986]
Description:	1 online resource (38 p.).
Language:	English
Series:	International finance discussion papers ; number 294 International finance discussion papers ; 294.
Subject:	Purchasing power parity. Foreign exchange -- Mathematical models. Currency question -- Mathematical models. Currency question -- Mathematical models. Foreign exchange -- Mathematical models. Purchasing power parity.
Format:	E-Resource U.S. Federal Government Document Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/8940911

Hidden Bibliographic Details
Other authors / contributors:	Board of Governors of the Federal Reserve System (U.S.)
Notes:	Title from title screen (viewed on Nov. 5, 2012). "December 1986." Includes bibliographical references (p. 32-36).
Other form:	Print version: Levine, Ross. International arbitrage pricing model with PPP deviations
GPO item no.:	0443-B (online)
Govt.docs classification:	FR 1.62:294

Similar Items

Non-tradable goods and deviations between purchasing power parities and exchange rates : evidence from the 1990 European comparison project /
by: Podkaminer, Leon
Published: (1999)

Exchange rates, prices, and world trade : new methods, evidence, and implications /
by: Manzur, Meher, 1953-
Published: (1993)

PPP strikes back : aggregation and the real exchange rate /
by: Imbs, Jean
Published: (2003)

The reemergence of the purchasing power parity doctrine in the 1970s /
by: Katseli, Louka T., 1952-
Published: (1979)

Taxes and the price level : a further examination of the PPP hypothesis /
by: Kleiman, Ephraim
Published: (1993)

A quantitative reassessment of the purchasing power parity hypothesis : evidence from Norway and the United Kingdom /
by: Edison, Hali J.
Published: (1983)

International parity conditions : theory, econometric testing and empirical evidence /
by: Moosa, Imad A.
Published: (1997)

Bivariate assessments of real exchange rates using PPP data /
by: Zalduendo, Juan
Published: (2008)

Estimation of the near unit root model of real exchange rates /
by: McDermott, C. John
Published: (1996)

Intra-national, intra-continental, and intra-planetary PPP /
by: Engel, Charles
Published: (1997)

Long-run PPP may not hold after all /
by: Engel, Charles
Published: (1996)

Intra-national, intra-continental, and intra-planetary PPP /
by: Engel, Charles
Published: (1997)

Deviations from purchasing power parity : causes and welfare costs /
by: Engel, Charles
Published: (2000)

Obmennyĭ kurs i paritet pokupatelʹnoĭ sposobnosti vali͡ut : statisticheskoe issledovanie /
by: Dolotenkova, L. P.
Published: (2001)

Time-varying thresholds : an application to purchasing power parity /
by: Leon, H. L. (Hyginus Lambert)
Published: (2003)

Nonlinear exchange rate models : a selective overview /
by: Sarno, Lucio
Published: (2003)

Real exchange rates and productivity : closed-form solutions and some empirical evidence /
by: Begum, Jahanara, 1965-
Published: (2000)

Tests of economic hypotheses as long-run relations : the Fisher hypothesis, purchasing power parity, and the quantity theory of money /
by: Patel, Jayendu S., 1955-
Published: (1987)

Purchasing power parity and its validity in the South Asian countries /
by: Parida, Purna Chandra
Published: (2001)

Exchange rate assessment : extensions of the macroeconomic balance approach /
Published: (1998)

The economic determinants of the long-term real exchange rate /
by: Kang, Daehyung, 1952-
Published: (1990)

PPP and the Balassa Samuelson effect : the role of the distribution sector /
by: MacDonald, Ronald, 1955-
Published: (2001)

Long-run exchange rate dynamics : a panel data study /
by: Habermeier, Karl Friedrich
Published: (1999)

The Big Mac index : applications of purchasing power parity /
by: Ong, Li Lian
Published: (2003)

Measuring misalignment : purchasing power parity and East Asian currencies in the 1990's /
by: Chinn, Menzie
Published: (1999)

Domestic market integration and the law of one price in Brazil /
by: Goes, Carlos
Published: (2015)

Predictable movements in yen/DM exchange rates /
by: Kong, Qingying
Published: (2000)

Currency substitution, duality, and exchange rate indeterminancy : an empirical analysis of the Venezuelan experience /
by: Marquez, Jaime R.
Published: (1984)

Der Frankenkurs des Dollars 1973-1980 : ein Test der Kaufkraftparitätentheorie /
by: Moser, Beat
Published: (1983)

A teoria da paridade do poder de compra, mini-desvalorizações e o equilíbrio da balança comercíal brasileira /
by: Pastore, Affonso Celso
Published: (1976)

Empirical exchange rate models of the nineties : are any fit to survive? /
by: Cheung, Yin-Wong
Published: (2004)

Hedonic Country product dummy method and quality adjustments for purchasing power parity calculations /
by: Silver, M. S.
Published: (2009)

Does the long-run PPP hypothesis hold for Africa? : evidence from panel co-integration study /
by: Nagayasu, Jun
Published: (1998)

Medium-term exchange rate forecasting : what can we expect? /
by: Meredith, Guy
Published: (2003)

Parity reversion in real exchange rates : fast, slow, or not at all? /
by: Cashin, Paul
Published: (2004)

Obmennyĭ kurs i paritet pokupatelʹnoĭ sposobnosti vali͡ut : statisticheskoe issledovanie /
by: Dolotenkova, L. P.
Published: (2000)

Testing for purchasing power parity in cointegrated panels /
by: Carlsson, Mikael
Published: (2007)

Purchasing power parity and exchange rates : theory, evidence and relevance /
by: Officer, Lawrence H.
Published: (1982)

Purchasing power parities for international comparisons /
by: Voeller, Joachim, 1946-
Published: (1981)

Hearings on the Bills Relating to Maintaining the Parity of the Silver Dollar hearings before the United States House Committee on Coinage, Weights, and Measures, Fifty-Sixth Congress, second session, on Jan. 10, 17, 21, 22, 24, 1901.
Published: (1901)