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Palgrave Macmillan

International Parity Conditions

Theory, Econometric Testing and Empirical Evidence

  • Book
  • © 1997

Overview

Authors:
  1. Imad A. Moosa

    1. La Trobe University, Australia

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  2. Razzaque H. Bhatti

    1. University of Azad Jammu and Kashmir, Pakistan

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    You can also search for this author in PubMed   Google Scholar

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Table of contents (14 chapters)

  1. Front Matter

    Pages i-xvii
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  2. Introduction

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 1-24

  3. The Purchasing Power Parity Hypothesis

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 25-52

  4. The Covered Interest Parity Hypothesis

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 53-76

  5. Uncovered Interest Parity and the Efficient Market Hypothesis

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 77-93

  6. Real Interest Parity and the Fisher Hypothesis

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 94-106

  7. International Parity Conditions in a Cointegration Framework

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 107-142

  8. Testing for Stationarity and Unit Root

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 143-166

  9. Cointegration: Representation and Testing

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 167-194

  10. Purchasing Power Parity: Model Specification and Related Econometric Issues

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 195-212

  11. Purchasing Power Parity: The Empirical Evidence

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 213-238

  12. Covered Interest Parity: The Empirical Evidence

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 239-251

  13. Uncovered Interest Parity and the Efficient Market Hypothesis: The Empirical Evidence

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 252-279

  14. Real Interest Parity and the Fisher Hypothesis: The Empirical Evidence

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 280-303

  15. Concluding Remarks

    • Imad A. Moosa, Razzaque H. Bhatti
    Pages 304-308

  16. Back Matter

    Pages 309-373
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Keywords

About this book

This book presents an extensive survey of the theory and empirics of international parity conditions which are critical to our understanding of the linkages between world markets and the movement of interest and exchange rates across countries. The book falls into three parts dealing with the theory, methods of econometric testing and existing empirical evidence. Although it is intended to provide a consensus view on the subject, the authors also make some controversial propositions, particularly on the purchasing power parity conditions.

Authors and Affiliations

  • La Trobe University, Australia

    Imad A. Moosa

  • University of Azad Jammu and Kashmir, Pakistan

    Razzaque H. Bhatti

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