The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities
Year of publication: |
October 2017
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Authors: | Grossmann, Axel ; Paul, Chris W. ; Simpson, Marc W. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 77.2017, p. 57-76
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Subject: | Foreign equities | Exchange rates | Macroeconomic variables | Deviations from relative PPP | Overvaluation and Undervaluation | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | USA | United States | Schätzung | Estimation |
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