Extracting Inflation from Stock Returns to Test Purchasing Power Parity*
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Note: DOI: 10.1257/0002828053828554
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- Chowdhry, Bhagwan & Roll, Richard & Xia, Yihong, 2004. "Extracting Inflation from Stock Returns to Test Purchasing Power Parity," Working Papers 04-2, University of Pennsylvania, Wharton School, Weiss Center.
- Chowdhry, Bhagwan & Roll, Richard & Xia, Yihong, 2003. "Extracting Inflation from Stock Returns to Test Purchasing Power Parity," Working Papers 03-1, University of Pennsylvania, Wharton School, Weiss Center.
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Citations
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Cited by:
- Azoulay, Eddy & Brenner, Menachem & Landskroner, Yoram & Stein, Roy, 2014. "Inflation risk premium implied by options," Journal of Economics and Business, Elsevier, vol. 71(C), pages 90-102.
- Chortareas, Georgios & Kapetanios, George, 2009.
"Getting PPP right: Identifying mean-reverting real exchange rates in panels,"
Journal of Banking & Finance, Elsevier, vol. 33(2), pages 390-404, February.
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004 32, Money Macro and Finance Research Group.
- Georgios Chortareas & George Kapetanios, 2008. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 629, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 517, Queen Mary University of London, School of Economics and Finance.
- Hyein Shim & Hyeyoen Kim & Sunghyun Kim & Doojin Ryu, 2016. "Testing the relative purchasing power parity hypothesis: the case of Korea," Applied Economics, Taylor & Francis Journals, vol. 48(25), pages 2383-2395, May.
- Egemen Eren & Semyon Malamud, 2018.
"Dominant Currency Debt,"
Swiss Finance Institute Research Paper Series
18-55, Swiss Finance Institute.
- Malamud, Semyon & Eren, Egemen, 2018. "Dominant Currency Debt," CEPR Discussion Papers 13391, C.E.P.R. Discussion Papers.
- Egemen Eren & Semyon Malamud, 2019. "Dominant currency debt," BIS Working Papers 783, Bank for International Settlements.
- Chortareas, Georgios & Kapetanios, George, 2009.
"Getting PPP right: Identifying mean-reverting real exchange rates in panels,"
Journal of Banking & Finance, Elsevier, vol. 33(2), pages 390-404, February.
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 517, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2008. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 629, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2008. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 629, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 517, Queen Mary University of London, School of Economics and Finance.
- Georgios Chortareas & George Kapetanios, 2004. "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004 32, Money Macro and Finance Research Group.
- Eren, Egemen & Malamud, Semyon, 2022. "Dominant currency debt," Journal of Financial Economics, Elsevier, vol. 144(2), pages 571-589.
- Shiu-Sheng Chen, 2012. "Does extracting inflation from stock returns solve the purchasing power parity puzzle?," Empirical Economics, Springer, vol. 42(3), pages 1097-1105, June.
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