International Parity Conditions: Theory, Econometric Testing and Empirical Evidence

List of Figures - List of Tables - Preface - Introduction - The Purchasing Power Parity Hypothesis - The Covered Interest Parity Hypothesis - Uncovered Interest Parity and the Efficient Market Hypothesis - Real Interest Parity and the Fisher Hypothesis - International Parity Conditions in a Cointegration Framework - Testing for Stationarity and Unit Root - Cointegration: Representation and Testing - Purchasing Power Parity: Model Specification and Related Econometric Issues - Purchasing Power Parity: The Empirical Evidence - Covered Interest Parity: The Empirical Evidence - Uncovered Interest Parity and the Efficient Market Hypothesis: The Empirical Evidence - Real Interest Parity and the Fisher Hypothesis: The Empirical Evidence - Concluding Remarks - References - Index