International Parity Conditions

Imad A. Moosa and Razzaque H. Bhatti
Additional contact information
Imad A. Moosa: La Trobe University
Razzaque H. Bhatti: University of Azad Jammu and Kashmir

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 1997
ISBN: 978-1-349-25523-8
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Chapters in this book:

Ch 1 Introduction

Imad A. Moosa and Razzaque H. Bhatti

Ch 2 The Purchasing Power Parity Hypothesis

Imad A. Moosa and Razzaque H. Bhatti

Ch 3 The Covered Interest Parity Hypothesis

Imad A. Moosa and Razzaque H. Bhatti

Ch 4 Uncovered Interest Parity and the Efficient Market Hypothesis

Imad A. Moosa and Razzaque H. Bhatti

Ch 5 Real Interest Parity and the Fisher Hypothesis

Imad A. Moosa and Razzaque H. Bhatti

Ch 6 International Parity Conditions in a Cointegration Framework

Imad A. Moosa and Razzaque H. Bhatti

Ch 7 Testing for Stationarity and Unit Root

Imad A. Moosa and Razzaque H. Bhatti

Ch 8 Cointegration: Representation and Testing

Imad A. Moosa and Razzaque H. Bhatti

Ch 9 Purchasing Power Parity: Model Specification and Related Econometric Issues

Imad A. Moosa and Razzaque H. Bhatti

Ch 10 Purchasing Power Parity: The Empirical Evidence

Imad A. Moosa and Razzaque H. Bhatti

Ch 11 Covered Interest Parity: The Empirical Evidence

Imad A. Moosa and Razzaque H. Bhatti

Ch 12 Uncovered Interest Parity and the Efficient Market Hypothesis: The Empirical Evidence

Imad A. Moosa and Razzaque H. Bhatti

Ch 13 Real Interest Parity and the Fisher Hypothesis: The Empirical Evidence

Imad A. Moosa and Razzaque H. Bhatti

Ch 14 Concluding Remarks

Imad A. Moosa and Razzaque H. Bhatti

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DOI: 10.1007/978-1-349-25523-8

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