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Market Efficiency and Long Run Purchasing Power Parity Disequilibria of the Mexican Peso Under Changing Exchange Rate Regimes

This paper tests if the efficient market version of Purchasing Power Parity (EMPPP) holds for the Mexican case for the 1970-2002 period in an environment of changing exchange rate regimes.Two regression analyses which extend PPP to a dynamic intertemporal model, based on market efficiency, are used,...

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Bibliographic Details
Main Authors: Cabello, Alejandra, Ortiz, Edgar, Johnson, Robert
Format: Article
Language:English
Published: Universiti Utara Malaysia Press 2004
Subjects:
HG Finance
Online Access:http://repo.uum.edu.my/25114/1/IJBF%202%202004%2063%2082.pdf
http://repo.uum.edu.my/25114/
http://ijbf.uum.edu.my/index.php/previous-issues/133-the-international-journal-of-banking-and-finance-ijbf-vol-2-no-1-june-2004
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Internet

http://repo.uum.edu.my/25114/1/IJBF%202%202004%2063%2082.pdf
http://repo.uum.edu.my/25114/
http://ijbf.uum.edu.my/index.php/previous-issues/133-the-international-journal-of-banking-and-finance-ijbf-vol-2-no-1-june-2004

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