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Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?

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  • Sarno, Lucio
  • Valente, Giorgio

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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 30 (2006)
Issue (Month): 11 (November)
Pages: 3147-3169

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Handle: RePEc:eee:jbfina:v:30:y:2006:i:11:p:3147-3169

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References

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  7. Alan M. Taylor, 2000. "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," NBER Working Papers 7577, National Bureau of Economic Research, Inc.
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  34. Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P., 2005. "Purchasing power parity and the theory of general relativity: the first tests," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(2), pages 293-316, March.
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