The US exchange rate behavior: an advanced test on price parity theorem
We researched a significant topic on exchange rate behavior by restating the test procedures in a novel manner and applying an appropriate econometric methodology to re-examine exchange rate behavior of the US economy. The central research question is: Do inflation differences across two economies f...
| Main Authors: | Syed Mohamed, Mohamed Ariff, Zarei, Alireza |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universiti Putra Malaysia Press
2014
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/37933/ http://psasir.upm.edu.my/id/eprint/37933/1/06%20JSSH%20Vol%2022%20%28S%29%20Dec%202014_pg107-126%20%28JSSH-1208-2014%29.pdf |
Similar Items
Parity theorems revisited: an ARDL bound test with non-parity factors
by: Syed Mohamed, Mohamed Ariff, et al.
Published: (2015)
by: Syed Mohamed, Mohamed Ariff, et al.
Published: (2015)
Parity Theorems Revisited: An Ardl Bound Test
With Non-parity Factors
by: Mohamed Ariff, Mohamed Ariff, et al.
Published: (2015)
by: Mohamed Ariff, Mohamed Ariff, et al.
Published: (2015)
Parity and non-parity determinants of exchange rates in Latin American economies
by: Ho, Catherine Soke Fun, et al.
Published: (2014)
by: Ho, Catherine Soke Fun, et al.
Published: (2014)
Exchange rate behavior of Canada, Japan, the United Kingdom and the United States
by: Syed Mohamed, Mohamed Ariff, et al.
Published: (2016)
by: Syed Mohamed, Mohamed Ariff, et al.
Published: (2016)
Exchange rate behavior of Canada, Japan, the United Kingdom and the United States
by: Ariff, Mohamed *, et al.
Published: (2016)
by: Ariff, Mohamed *, et al.
Published: (2016)
Exchange rate dynamics and asset price formation
by: Zarei, Alireza
Published: (2015)
by: Zarei, Alireza
Published: (2015)
On the exchange rates behavior by PPP: a test on Malaysian ringgit and US dollar
by: Pourkalbassi, Farhad, et al.
Published: (2011)
by: Pourkalbassi, Farhad, et al.
Published: (2011)
Beyond the purchasing power parity: exchange rates, prices and interest rates in ASEAN-5 countries
by: Noreha Halid,, et al.
Published: (2009)
by: Noreha Halid,, et al.
Published: (2009)
Exchange Rate Determinations: Evidence from Parity and Non-Parity Method for Selected Asian 6 Countries.
by: Loh, Yan Fang, et al.
Published: (2016)
by: Loh, Yan Fang, et al.
Published: (2016)
Relationship between the gold price and the Australian dollar - US dollar exchange rate
by: Haque, M., et al.
Published: (2015)
by: Haque, M., et al.
Published: (2015)
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
Purchasing power parity and efficiency of black market exchange rate in African countries
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2011)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2011)
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
Exchange rate volatility and purchasing power parity: does euro make any difference?
by: Manzur, Meher, et al.
Published: (2010)
by: Manzur, Meher, et al.
Published: (2010)
Nonlinear Adjustment Of Real Exchange Rates Towards Purchasing Power Parity And The Asian Financial Crisis
by: Liew, Venus Khim-Sen, et al.
Published: (2005)
by: Liew, Venus Khim-Sen, et al.
Published: (2005)
Does the single currency for EU resolve the exchange rate volatility and purchasing power parity puzzle?
by: Manzur, Meher, et al.
Published: (2008)
by: Manzur, Meher, et al.
Published: (2008)
The impact of liberalization on uncovered interest rate parity
by: Chuan, Annie
Published: (2003)
by: Chuan, Annie
Published: (2003)
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates
by: Tuck, Cheong Tang, et al.
Published: (2009)
by: Tuck, Cheong Tang, et al.
Published: (2009)
Real exchange rate dynamics in the Asian economies: can regime shifts explain purchasing power parity puzzles?
by: Siew, Voon Soon, et al.
Published: (2015)
by: Siew, Voon Soon, et al.
Published: (2015)
Money supply, interest rate, liquidity and share prices: A test of their linkage
by: Mohamed Ariff,, et al.
Published: (2012)
by: Mohamed Ariff,, et al.
Published: (2012)
The Impact of Earnings Announcements on Share Prices: Evidence from US Stock Exchange
by: Jabrayilova, Nigar
Published: (2016)
by: Jabrayilova, Nigar
Published: (2016)
The relationship between gold price and exchange rate of Asean currencies (Ringgit Malaysia , Singapore Dollar, Thai Baht) against U.S. Dollar
by: Chin, Amy Ee Ling
Published: (2011)
by: Chin, Amy Ee Ling
Published: (2011)
On the predictive power of monetary exchange rate model:
the case of the Malaysian Ringgit/US Dollar rate.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009)
International Oil Price and RMB Real Exchange Rate
by: Pan, Dong
Published: (2012)
by: Pan, Dong
Published: (2012)
Stock price and Foreign Exchange Rate in Malaysian Context
by: Thinagar, Sharmila
Published: (2015)
by: Thinagar, Sharmila
Published: (2015)
On the Cauchy-Goursat theorem
by: Azram, Mohammad, et al.
Published: (2010)
by: Azram, Mohammad, et al.
Published: (2010)
The Relationship between Exchange Rate, Crude Oil Prices and Primary Commodity Prices
by: Gyurova, Zlatina
Published: (2011)
by: Gyurova, Zlatina
Published: (2011)
Real interest parity in Central and Eastern European countries: evidence on integration into EU and the US markets
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2013)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2013)
Point forecast markov switching model for U.S. Dollar/ Euro exchange rate
by: Hamidreza Mostafaei,, et al.
Published: (2012)
by: Hamidreza Mostafaei,, et al.
Published: (2012)
Testing the arbitrage pricing theory on the Tehran stock exchange
by: Sabetfar, Pooyar
Published: (2011)
by: Sabetfar, Pooyar
Published: (2011)
Revisiting the test of purchasing power parity and structural breaks of East Asian countries
by: Yahya, Mohamed Hisham, et al.
Published: (2011)
by: Yahya, Mohamed Hisham, et al.
Published: (2011)
The effects of crude oil price volatility, stock price, exchange rate and interest rate on Malaysia’s economic growth
by: Rahim, Farah, et al.
Published: (2020)
by: Rahim, Farah, et al.
Published: (2020)
Dynamic Interaction between Oil Price, Stock Exchange and Exchange Rate: The Case of Kazakhstan
by: Urazov, Alibek
Published: (2010)
by: Urazov, Alibek
Published: (2010)
An Analysis of the Relationship between Nominal Exchange Rates and Stock Prices
by: Wu, Lina
Published: (2015)
by: Wu, Lina
Published: (2015)
An analysis of the relationship between exchange rate and stock price in China
by: Fang, Lu
Published: (2021)
by: Fang, Lu
Published: (2021)
THE IMPACT OF DYNAMIC PRICING REFLECTING FOREIGN EXCHANGE RATE MOVEMENT
by: Nor Aripin, Adlan Zaidi
Published: (2017)
by: Nor Aripin, Adlan Zaidi
Published: (2017)
Exchange rate pass-through import prices: sectoral analysis
by: Duasa, Jarita, et al.
Published: (2011)
by: Duasa, Jarita, et al.
Published: (2011)
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
by: Venus, Khim-Sen Liew, et al.
Published: (2005)
by: Venus, Khim-Sen Liew, et al.
Published: (2005)
Stock prices, exchange rates and causality in Malaysia : a note
by: Azman Saini, W.N.W., et al.
Published: (2006)
by: Azman Saini, W.N.W., et al.
Published: (2006)
Stock prices, exchange rates and causality in Malaysia : a note
by: Azman Saini, W.N.W., et al.
Published: (2006)
by: Azman Saini, W.N.W., et al.
Published: (2006)
Similar Items
-
Parity theorems revisited: an ARDL bound test with non-parity factors
by: Syed Mohamed, Mohamed Ariff, et al.
Published: (2015) -
Parity Theorems Revisited: An Ardl Bound Test
With Non-parity Factors
by: Mohamed Ariff, Mohamed Ariff, et al.
Published: (2015) -
Parity and non-parity determinants of exchange rates in Latin American economies
by: Ho, Catherine Soke Fun, et al.
Published: (2014) -
Exchange rate behavior of Canada, Japan, the United Kingdom and the United States
by: Syed Mohamed, Mohamed Ariff, et al.
Published: (2016) -
Exchange rate behavior of Canada, Japan, the United Kingdom and the United States
by: Ariff, Mohamed *, et al.
Published: (2016)