مرکز منطقه ای اطلاع رساني علوم و فناوري - Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study

Title of article :

Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study

Author/Authors :

Lucio Sarno، نويسنده , , Mark P. Taylor، نويسنده , , Ibrahim Chowdhury، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

To page :

Keywords :

Real exchange rate , Threshold nonlinearity , LAW OF ONE PRICE , Purchasing power parity , Mean reversion

Journal title :

Journal of International Money and Finance

Serial Year :

2004

Journal title :

Journal of International Money and Finance

Record number :

191384

Link To Document :