An Econometric Evaluation of CIP and PPP

Marcin Gajewski () and Jakub Kowalski
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Marcin Gajewski: University of Łódź, Poland
Jakub Kowalski: University of Łódź, Poland

Chapter 8 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2008, vol. 6, pp 103-120 from University of Lodz

Abstract: Chapter 8 written by Gajewski and Kowalski reviews the most popular methods used in modeling exchange rates, i.e. purchasing power parity and interest rate parity. They attempt to join the two approaches in the empirical part of the study.

Keywords: Exchange rates modeling; Purchasing power parity (PPP); Interest rate parity (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2008:n:06:ch:08:mon

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