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Applied Economics Letters Volume 4, 1997 - Issue 9
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Original Articles

Long-run purchasing power parity and long-term memory: evidence from Asian newly industrialized countries

W. L. Chou
&
Y. C. Shih
Pages 575-578 | Published online: 05 Oct 2010

Citations (15)

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Luis A. Gil-Alana & Laura Sauci. (2018) Long memory and mean reversion in real exchange rates in Latin America. Applied Economics 50:29, pages 3148-3155.
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Articles from other publishers (14)

Mohamed Bilel Triki & Samir Maktouf. (2015) Purchasing power parity as a long-term memory process. International Journal of Emerging Markets 10:4, pages 711-725.
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Robert J. Elliott & Tak Kuen Siu. (2013) Strategic Asset Allocation Under a Fractional Hidden Markov Model. Methodology and Computing in Applied Probability 16:3, pages 609-626.
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Robert F. Mulligan & Roger Koppl. (2011) Monetary policy regimes in macroeconomic data: An application of fractal analysis. The Quarterly Review of Economics and Finance 51:2, pages 201-211.
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Zheng Yi, Chen Heng & Wing-Keung Wong. (2009) China’s Stock Market Integration with a Leading Power and a Close Neighbor. Journal of Risk and Financial Management 2:1, pages 38-74.
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Luis A. Gil-Alana & Javier Hualde. 2009. Palgrave Handbook of Econometrics. Palgrave Handbook of Econometrics 434 469 .
WING-KEUNG WONG, HABIBULLAH KHAN & JUN DU. (2011) DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA. The Singapore Economic Review 51:01, pages 31-51.
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Emmanuel Dubois, Sandrine Lardic & Val�rie Mignon. (2004) The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size. Computational Economics 24:3, pages 239-255.
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Robert F. Mulligan & Gary A. Lombardo. (2004) Maritime businesses: volatile stock prices and market valuation inefficiencies. The Quarterly Review of Economics and Finance 44:2, pages 321-336.
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Robert F Mulligan. (2004) Fractal analysis of highly volatile markets: an application to technology equities. The Quarterly Review of Economics and Finance 44:1, pages 155-179.
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Peter Wilson & Kua Choon Tat. (2001) Exchange rates and the trade balance: the case of Singapore 1970 to 1996 1. Journal of Asian Economics 12:1, pages 47-63.
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Robert F. Mulligan. (2000) A fractal analysis of foreign exchange markets. International Advances in Economic Research 6:1, pages 33-49.
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Taufiq Choudhry. (1999) Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests. International Review of Economics & Finance 8:4, pages 433-453.
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Taufiq Choudhry. (1999) Purchasing power parity in high-inflation eastern european countries: Evidence from fractional and harris-inder cointegration tests. Journal of Macroeconomics 21:2, pages 293-308.
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Zheng Yi, Heng Chen & Wing-Keung Wong. (2010) China’s Stock Market Integration with a Leading Power and a Close Neighbor. SSRN Electronic Journal.
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