International Parities and Exchange Rate Determination
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References listed on IDEAS
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- Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
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More about this item
Keywords
Exchange rate; PPP; UIP;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
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