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Applied Economics Letters Volume 14, 2007 - Issue 8
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Original Articles

Purchasing power parity under high and low volatility regimes

Ming-Yuan Leon Li Department of Accountancy, Graduate Institute of Finance and Banking, National Cheng Kung University, Taiwan E-mail: [email protected]
Pages 581-589 | Published online: 18 Jun 2007

Citations (10)

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Read on this site (6)

Chi-Wei Su, Tsangyao Chang & Yu-Shao Liu. (2012) Revisiting purchasing power parity for African countries: with nonlinear panel unit-root tests. Applied Economics 44:25, pages 3263-3273.
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M.-Y.L. Li. (2012) Modeling the Natural Gas Spot-futures Markets as a Regime Switching Vector Error Correction Model. Energy Sources, Part B: Economics, Planning, and Policy 7:3, pages 301-313.
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Su-Yuan Lin, Horng-Jinh Chang & Tsangyao Chang. (2011) Revisiting purchasing power parity for nine transition countries: a Fourier stationary test. Post-Communist Economies 23:02, pages 191-201.
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Ming-Yuan Leon Li. (2010) Dynamic hedge ratio for stock index futures: application of threshold VECM. Applied Economics 42:11, pages 1403-1417.
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Ming-Yuan Leon Li. (2009) Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM. Applied Economics Letters 16:18, pages 1867-1873.
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Ming-Yuan Leon Li. (2008) Hybrid versus highbred: combined economic models with time-series analyses. Quantitative Finance 8:6, pages 637-647.
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Articles from other publishers (4)

Lu Yang‐Cheng, Chang Tsangyao, Lee Chia‐Hao & Su Chi‐Wei. (2011) REVISITING PURCHASING POWER PARITY FOR 15 LATIN AMERICAN COUNTRIES: THRESHOLD UNIT ROOT TEST. International Journal of Finance & Economics 18:2, pages 165-174.
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Nikolaos Giannellis & Minoas Koukouritakis. (2013) Exchange rate misalignment and inflation rate persistence: Evidence from Latin American countries. International Review of Economics & Finance 25, pages 202-218.
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Ming-Yuan Leon Li. (2009) Value or volume strategy?. Finance Research Letters 6:4, pages 210-218.
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Mohsen Bahmani-Oskooee & Scott W. Hegerty. (2009) PURCHASING POWER PARITY IN LESS-DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER. Journal of Economic Surveys 23:4, pages 617-658.
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