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Arbitrage and efficient markets interpretations of purchasing power parity: theory and evidence

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  • John Pippenger

Abstract

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  • John Pippenger, 1986. "Arbitrage and efficient markets interpretations of purchasing power parity: theory and evidence," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 31-47.
  • Handle: RePEc:fip:fedfer:y:1986:i:win:p:31-47
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    File URL: http://www.frbsf.org/publications/economics/review/1986/86-1_31-47.pdf
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    References listed on IDEAS

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    1. Darby, Michael R., 1981. "Does purchasing power parity work?," Proceedings, Federal Reserve Bank of San Francisco, issue 5, pages 136-173.
    2. Hakkio, Craig S., 1984. "A re-examination of purchasing power parity : A multi-country and multi-period study," Journal of International Economics, Elsevier, vol. 17(3-4), pages 265-277, November.
    3. John Pippenger, 1982. "Purchasing Power Parity: An analysis of Predictive Error," Canadian Journal of Economics, Canadian Economics Association, vol. 15(2), pages 335-346, May.
    4. Lawrence H. Officer, 1982. "The Purchasing-Power-Parity Theory of Gerrard de Malynes," History of Political Economy, Duke University Press, vol. 14(2), pages 256-259, Summer.
    5. Crouhy-veyrac, Liliane & Crouhy, Michel & Melitz, Jacques, 1982. "More about the law of one price," European Economic Review, Elsevier, vol. 18(2), pages 325-344.
    6. Rudiger Dornbusch, 1985. "Purchasing Power Parity," NBER Working Papers 1591, National Bureau of Economic Research, Inc.
    7. Isard, Peter, 1977. "How Far Can We Push the "Law of One Price"?," American Economic Review, American Economic Association, vol. 67(5), pages 942-948, December.
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    Cited by:

    1. Maria Perez Jurado & Juan Luis Vega, 1994. "Paridad del poder de compra: un análisis empírico," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 539-556, September.
    2. Khan, Muhammad Arshad & Qayyum, Abdul, 2007. "Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory," MPRA Paper 6754, University Library of Munich, Germany.

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    Keywords

    Purchasing power parity ; Foreign exchange;

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