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There are 129844 results for: content related to: The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity

  1. A Variance-Ratio Test of Random Walks in Foreign Exchange Rates

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 773–785, CHRISTINA Y. LIU and JIA HE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02686.x

  2. Purchasing Power Parity in the Long Run

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 157–174, NISO ABUAF and PHILIPPE JORION

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05085.x

  3. Expectations of Exchange Rates and Differential Inflation Rates: Further Evidence on Purchasing Power Parity in Efficient Markets

    The Journal of Finance

    Volume 42, Issue 1, March 1987, Pages: 69–79, ROGER D. HUANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02550.x

  4. Cointegration, Fractional Cointegration, and Exchange Rate Dynamics

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 737–745, RICHARD T. BAILLIE and TIM BOLLERSLEV

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05161.x

  5. Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 933–948, RICHARD MEESE and KENNETH ROGOFP

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02613.x

  6. Pass-through and Exposure

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 199–231, Gordon M. Bodnar, Bernard Dumas and Richard C. Marston

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00420

  7. Currency Risk and Country Risk in International Banking

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 881–891, ALAN C. SHAPIRO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb05014.x

  8. Explaining Forward Exchange Bias…Intraday

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1321–1329, RICHARD K. LYONS and ANDREW K. ROSE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04061.x

  9. Determinants of Cross-Border Mergers and Acquisitions

    The Journal of Finance

    Volume 67, Issue 3, June 2012, Pages: 1045–1082, ISIL EREL, ROSE C. LIAO and MICHAEL S. WEISBACH

    Article first published online : 21 MAY 2012, DOI: 10.1111/j.1540-6261.2012.01741.x

  10. International Portfolio Choice and Corporation Finance: A Synthesis

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 925–984, MICHAEL ADLER and BERNARD DUMAS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02511.x

  11. Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1755–1785, ELI BARTOV and GORDON M. BODNAR

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04780.x

  12. Deviations from Purchasing Power Parity in the Long Run

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1471–1487, MICHAEL ADLER and BRUCE LEHMANN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03835.x

  13. THE WELFARE ECONOMICS OF INTERNATIONAL ADJUSTMENT

    The Journal of Finance

    Volume 26, Issue 2, May 1971, Pages: 287–302, Thomas O. Willett and Edward Tower

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb00897.x

  14. An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2145–2170, BURTON HOLLIFIELD and RAMAN UPPAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02756.x

  15. FX Trading and Exchange Rate Dynamics

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2405–2447, Martin D. D. Evans

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00501

  16. Is Disinflation Good for the Stock Market?

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1617–1648, Peter Blair Henry

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00473

  17. The Monetary Approach to Exchange Rate in an Efficient Foreign Exchange Market: Tests Based on Volatility

    The Journal of Finance

    Volume 36, Issue 1, March 1981, Pages: 31–41, ROGER D. HUANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb03532.x

  18. Equilibrium Valuation of Foreign Exchange Claims

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 799–826, GURDIP S. BAKSHI and ZHIWU CHEN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04822.x

  19. Abstracts of Papers Presented at the 1995 AFA Meeting

    The Journal of Finance

    Volume 50, Issue 3, July 1995, Pages: 943–1005,

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04043.x

  20. ASSOCIATION MEETINGS

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: i–ii,

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04020.x