Parity theorems revisited: an ARDL bound test with non-parity factors

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Parity theorems revisited: an ARDL bound test with non-parity factors

The research question addressed in this paper is, do inflation and interest rate differences across two major economies fully drive the long-run exchange rate changes if controls for non-parity factors are embedded? Exchange rate behaviour research is once again an interesting topic given the availa...

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Bibliographic Details
Main Authors:	Syed Mohamed, Mohamed Ariff, Zarei, Alireza
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) and Penerbit Universiti Sains Malaysia 2015
Online Access:	http://psasir.upm.edu.my/id/eprint/56411/ http://psasir.upm.edu.my/id/eprint/56411/1/Parity%20theorems%20revisited%20an%20ARDL%20bound%20test%20with%20non-parity%20factors.pdf

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