An alternative version of purchasing power parity
- Author
- Dinçer Afat (UGent) and Michael Frömmel (UGent)
- Organization
- Abstract
- A vast literature on Purchasing Power Parity (PPP) has evolved and PPP has become the most popular concept in international finance. PPP is applied with various price indices such as consumer price index, wholesale price index, etc. In this article, we introduce a revised version of PPP equation for financial products, which is strongly supported by our panel data analysis.
- Keywords
- cross-sectional dependence, exchange rate, financial markets, panel data, purchasing power parity, REAL EXCHANGE-RATE, INTEREST-RATES, TESTS, PANELS
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Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-8637824
- MLA
- Afat, Dinçer, and Michael Frömmel. “An Alternative Version of Purchasing Power Parity.” INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, vol. 25, no. 4, 2020, pp. 511–17, doi:10.1002/ijfe.1767.
- APA
- Afat, D., & Frömmel, M. (2020). An alternative version of purchasing power parity. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 25(4), 511–517. https://doi.org/10.1002/ijfe.1767
- Chicago author-date
- Afat, Dinçer, and Michael Frömmel. 2020. “An Alternative Version of Purchasing Power Parity.” INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS 25 (4): 511–17. https://doi.org/10.1002/ijfe.1767.
- Chicago author-date (all authors)
- Afat, Dinçer, and Michael Frömmel. 2020. “An Alternative Version of Purchasing Power Parity.” INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS 25 (4): 511–517. doi:10.1002/ijfe.1767.
- Vancouver
- 1.Afat D, Frömmel M. An alternative version of purchasing power parity. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS. 2020;25(4):511–7.
- IEEE
- [1]D. Afat and M. Frömmel, “An alternative version of purchasing power parity,” INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, vol. 25, no. 4, pp. 511–517, 2020.
@article{8637824,
abstract = {{A vast literature on Purchasing Power Parity (PPP) has evolved and PPP has become the most popular concept in international finance. PPP is applied with various price indices such as consumer price index, wholesale price index, etc. In this article, we introduce a revised version of PPP equation for financial products, which is strongly supported by our panel data analysis.}},
author = {{Afat, Dinçer and Frömmel, Michael}},
issn = {{1076-9307}},
journal = {{INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS}},
keywords = {{cross-sectional dependence,exchange rate,financial markets,panel data,purchasing power parity,REAL EXCHANGE-RATE,INTEREST-RATES,TESTS,PANELS}},
language = {{eng}},
number = {{4}},
pages = {{511--517}},
title = {{An alternative version of purchasing power parity}},
url = {{http://doi.org/10.1002/ijfe.1767}},
volume = {{25}},
year = {{2020}},
}
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