Testing for PPP and UIP in an FIML framework-Reference-Cited by-同舟云学术

Testing for PPP and UIP in an FIML framework

Published:2001-08 Issue:6 Volume:23 Page:637-650
ISSN:0161-8938
Container-title:Journal of Policy Modeling
language:en
Short-container-title:Journal of Policy Modeling

Author:

Caporale Guglielmo Maria,Kalyvitis Sarantis,Pittis Nikitas

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference34 articles.

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3. Camarero, M., & Tamarit, C. (1993). Economic integration and the PPP–UIP hypotheses: an application to the Spanish integration in the EC. Discussion paper, University Jaume I, Madrid, Department of Economics.

4. Caporale, G., Kalyvitis, M., Pittis, S. (1995). Testing for PPP and UIP in a FIML framework: some evidence for Germany and Japan. D.P. no. 30-95, London Business School, Centre for Economic Forecasting, London, UK.

5. A note on the exchange-rate expectations and nominal interest differentials: a test of the Fisher hypothesis;Cumby;Journal of Finance,1981

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