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 ava...

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Bibliographic Details
Main Authors: Mohamed Ariff, Mohamed Ariff, Zarei, Alireza
Format: Article
Language:English
Published: Asian Academy of Management (AAM) 2015
Subjects:
Online Access:http://eprints.usm.my/40028/1/AAMJAF_11%281%29_2015-Art._1%281-26%29.pdf
http://eprints.usm.my/40028/
http://web.usm.my/journal/aamjaf/11-1-1-2015.html
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