Purchasing Power Parity as a Trading Strategy
- 1 July 1984
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 39 (3), 715-724
- https://doi.org/10.1111/j.1540-6261.1984.tb03661.x
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- The Profitability of Currency SpeculationPublished by National Bureau of Economic Research ,1983
- Empirical Exchange Rate Models of the Seventies: Are Any Fit to Survive?International Finance Discussion Papers, 1981
- Expectations and Exchange Rate DynamicsJournal of Political Economy, 1976
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation BiasJournal of the American Statistical Association, 1962