Uncertainty in currency mispricing
Year of publication: |
April 2018
|
---|---|
Authors: | Clements, Kenneth W. ; Lan, Yihui ; Si, Jiawei |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 20, p. 2297-2312
|
Subject: | Currency mispricing | PPP | stochastic index numbers | equilibrium exchange rates | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Wechselkurs | Exchange rate | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Index | Index number | Indexberechnung | Index construction |
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