Testing purchasing power parity in a DFA rolling Hurst framework : the case of 23 OECD countries
Periklis Gogas, Theophilos Papadimitriou and Georgios Sarantitis
| Year of publication: |
2013
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|---|---|
| Authors: | Gkonkas, Periklēs ; Papadimitriou, Theophilos ; Sarantitis, Georgios |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 16/18, p. 1399-1406
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| Subject: | purchasing power parity | real exchange rates | Hurst exponent | rolling window | DFA | Kaufkraftparität | Purchasing power parity | OECD-Staaten | OECD countries | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259398