Purchasing Power Parity and the Efficient Markets: the Recent Empirical Evidence
The purpose of the study is to empirically determine the relevance of PPP theory under the traditional arbitrage and the efficient markets (EPPP) frameworks during the recent floating period of the 1980s. Monthly data was collected for fifteen industrial nations from January 1980 to December 1986. T...
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| Format: | Others |
| Language: | English |
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University of North Texas
1988
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| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc331946/ |