The exchange rate and purchasing power parity in arbitrage-free models of asset pricing
by P. Sercu
| Year of publication: |
2005
|
|---|---|
| Authors: | Sercu, Piet |
| Published in: |
Tijdschrift voor economie en management. - Leuven : Katholieke Universiteit, ISSN 0772-7674, ZDB-ID 860333-9. - Vol. 50.2005, 5, p. 825-854
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| Subject: | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | Nicht-handelbare Güter | Non-tradables | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | CAPM | Theorie | Theory |
| 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/10003211158