The Big Mac: More than a junk asset allocator?
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References listed on IDEAS
- Jorion, Philippe, 1985. "International Portfolio Diversification with Estimation Risk," The Journal of Business, University of Chicago Press, vol. 58(3), pages 259-278, July.
- Robert E. Cumby, 1996. "Forecasting Exchange Rates and Relative Prices with the Hamburger Standard: Is What You Want What You Get With McParity?," NBER Working Papers 5675, National Bureau of Economic Research, Inc.
- Click, Reid W., 1996. "Contrarian MacParity," Economics Letters, Elsevier, vol. 53(2), pages 209-212, November.
- Michael R. Pakko & Patricia S. Pollard, 1996. "For here or to go? Purchasing power parity and the Big Mac," Review, Federal Reserve Bank of St. Louis, issue jan, pages 3-22.
- Yin-Wong Cheung & Hung-Gay Fung & Kon S. Lai & Wai-Chung Lo, 1995. "Purchasing power parity under the European Monetary System," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 179-189, April.
- Jobson, J D & Korkie, Bob M, 1981. "Performance Hypothesis Testing with the Sharpe and Treynor Measures," Journal of Finance, American Finance Association, vol. 36(4), pages 889-908, September.
- Eun, Cheol S & Resnick, Bruce G, 1988. " Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection," Journal of Finance, American Finance Association, vol. 43(1), pages 197-215, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part IV: Big Macs and the Evolution of Exchange Rates," Economics Discussion / Working Papers 03-08, The University of Western Australia, Department of Economics.
- Yihui Lan, 2001. "The Long-Run Value of Currencies: A Big Mac Perspective," Economics Discussion / Working Papers 01-17, The University of Western Australia, Department of Economics.
- Yihui Lan, 2001. "The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers 01-22, The University of Western Australia, Department of Economics.
- Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part I: Introduction," Economics Discussion / Working Papers 03-05, The University of Western Australia, Department of Economics.
- repec:eee:riibaf:v:48:y:2019:i:c:p:464-474 is not listed on IDEAS
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