International Parity Conditions

Theory, Econometric Testing and Empirical Evidence

Häftad, Engelska, 1997

AvRazzaque H. Bhatti,Imad A. Moosa,Razzaque H Bhatti,Imad A Moosa

1 419 kr

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This book presents an extensive survey of the theory and empirics of international parity conditions which are critical to our understanding of the linkages between world markets and the movement of interest and exchange rates across countries.

Produktinformation

Utgivningsdatum1997-07-13
Mått140 x 216 x 25 mm
Vikt500 g
FormatHäftad
SpråkEngelska
Antal sidor373
Upplaga1997
FörlagPalgrave Macmillan
ISBN9781349255252

Tillhör följande kategorier

Internationell ekonomi inom Ekonomi och ledarskap
Nationalekonomi inom Ekonomi och ledarskap
Makroekonomi inom Ekonomi och ledarskap
Mikroekonomi inom Ekonomi och ledarskap

List of Figures - List of Tables - Preface - Introduction - The Purchasing Power Parity Hypothesis - The Covered Interest Parity Hypothesis - Uncovered Interest Parity and the Efficient Market Hypothesis - Real Interest Parity and the Fisher Hypothesis - International Parity Conditions in a Cointegration Framework - Testing for Stationarity and Unit Root - Cointegration: Representation and Testing - Purchasing Power Parity: Model Specification and Related Econometric Issues - Purchasing Power Parity: The Empirical Evidence - Covered Interest Parity: The Empirical Evidence - Uncovered Interest Parity and the Efficient Market Hypothesis: The Empirical Evidence - Real Interest Parity and the Fisher Hypothesis: The Empirical Evidence - Concluding Remarks - References - Index

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