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Testing for PPP : should we use panel methods?
Banerjee, Anindya, (2001)
Some international evidence on price determination : a non-stationary panel approach
Ashworth, Paul, (2003)
Testing for PPP: should we use panel methods?
Banerjee, Anindya, (2005)
Does purchasing power parity hold in emerging markets? : Ecidence from a panel of black market exchange rates
Cerrato, Mario, (2007)
An investigation of customer order flow in the foreign exchange market
Cerrato, Mario, (2011)
A nonlinear panel unit root test under cross section dependence