Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries

W Ma, H Li, SY Park - International review of economics & finance, 2017 - Elsevier
This paper develops empirical tests for the purchasing power parity (PPP) hypothesis for
China, Japan and South Korea by using the quantile unit root and quantile cointegrating …

Another prospective on real exchange rate and the traded goods prices: Revisiting Balassa–Samuelson hypothesis

M Ishaq, G Ghouse, MI Bhatti - Sustainability, 2022 - mdpi.com
This paper proposes a new variant and reinvestigates the validity of the Balassa–
Samuelson (BS) hypothesis for nine East and South Asian countries under new …

Kontrak Forward sebagai Lindung Nilai Risiko Fluktuasi Nilai Tukar, Apakah Efektif?

D Pangestuti - Owner: Riset Dan Jurnal Akuntansi, 2022 - owner.polgan.ac.id
Penelitian ini bertujuan untuk mengevaluasi penggunaan kontrak forward oleh PT Unilever
Indonesia Tbk sebagai instrumen derivatif. Data penelitian berupa kurs tengah untuk mata …

Testing the validity of purchasing power parity: panel cointegration approaches with Big Mac index

JW Wee, HA Lee - Proceedings, 2022 - mdpi.com
Purchasing power parity (PPP) is vital for determining exchange rates. It has been evaluated
in a variety of ways, but the findings have been inconsistent. Traded products have been the …

FOURIER BİRİM KÖK TESTİ İLE SATIN ALMA GÜCÜ PARİTESİNİN TÜRKİYE İÇİN GEÇERLİLİĞİNİN ANALİZİ

O KÖKTÜRK, U Mert - Business & Management Studies: An International …, 2019 - bmij.org
Real exchange rates, which are calculated by taking into account the inflation differences
among countries, are also indicative of the country's competitiveness in foreign trade …

Testing for the purchasing power parity (PPP) hypothesis between South Africa and its main trading partners: application of the quantile approach

JJ Hendriks, L Bonga-Bonga - 2022 - mpra.ub.uni-muenchen.de
This paper tests whether the PPP theory holds between trading partners, depending on the
volume of trade and trade friction, such as exchange control. The test is applied between …

[PDF][PDF] Another Prospective on Real Exchange Rate and the Traded Goods Prices: Revisiting Balassa–Samuelson Hypothesis. Sustainability 2022, 14, 7529

M Ishaq, G Ghouse, MI Bhatti - 2022 - academia.edu
This paper proposes a new variant and reinvestigates the validity of the Balassa–
Samuelson (BS) hypothesis for nine East and South Asian countries under new …

Testing for purchasing power parity in the long-run for ASEAN-5

NM Choji, SK Sek - AIP Conference Proceedings, 2017 - pubs.aip.org
For more than a decade, there has been a substantial interest in testing for the validity of the
purchasing power parity (PPP) hypothesis empirically. This paper performs a test on …

[PDF][PDF] Differential Output Growth, Money Supply, and Interest Rate between the Philippines and its Major Trading Partners: Analyzing the Impact on the Spot Peso …

C Vizmanos-Batac, VM Tatlonghari - Review of Integrative Business …, 2017 - sibresearch.org
The lack of consensus on factors that significantly influence exchange rate movements
heightens country exposure to foreign exchange risks. Focused on understanding exchange …

Do trade frictions distort the purchasing power parity (PPP) hypothesis? A closer look.

L Bonga-Bonga - 2023 - mpra.ub.uni-muenchen.de
This paper explores whether trade frictions are the primary barrier preventing the
Purchasing Power Parity (PPP) hypothesis from holding true between trading nations. It …