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Price Level Variations as Predictors of Flexible Exchange Rates

Author

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  • Richard J Rogalski

    (Dartmouth College)

  • Joseph D Vinso

    (University of Pennsylvania)

Abstract

The aim of this study is to investigate the relationship between relative price levels and exchange rates with the view of establishing the validity of the purchasing power parity theory. Included in the paper is a discussion of the interpretation of such analyses in an efficient market context.© 1977 JIBS. Journal of International Business Studies (1977) 8, 71–82

Suggested Citation

  • Richard J Rogalski & Joseph D Vinso, 1977. "Price Level Variations as Predictors of Flexible Exchange Rates," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 8(1), pages 71-82, March.
    • Handle: RePEc:pal:jintbs:v:8:y:1977:i:1:p:71-82
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    Cited by:

    1. Marcin Gruszczyński, 2007. "Repression versus free and controlled market. Research into the (weak) effectiveness of the Polish foreign currency (US dollar/zloty) market over the years 1983–1989 and 1991–2006," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 19.
    2. N. T. Laopodis, 2003. "Stochastic behaviour of Deutsche mark exchange rates within EMS," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 665-676.
    3. Jose Sanchez-Fung, 1999. "Efficiency of the black market for foreign exchange and PPP: the case of the Dominican Republic," Applied Economics Letters, Taylor & Francis Journals, vol. 6(3), pages 173-176.
    4. José Roberto López, 1993. "Market efficiency, purchasing power parity and cointegration in Central American black foreing exchange markets," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 8(1), pages 111-153.

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