Arghyrou, Michael  ORCID: https://orcid.org/0000-0001-6222-5086, Gregoriou, Andros and Pourpourides, Panayiotis ORCID: https://orcid.org/0000-0002-2986-4094
2009.
Exchange rate uncertainty and deviations from Purchasing
Power Parity: evidence from the G7 area.
[Working Paper].
Cardiff Economics Working Papers,
Cardiff:
Cardiff University.
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Abstract
Arghyrou, Gregoriou and Pourpourides (2009) argue that exchange rate uncertainty causes deviations from the law of one price. We test this hypothesis on aggregate data from the G7-area. We find that exchange rate uncertainty explains to a significant degree deviations from Purchasing Power Parity.
| Item Type: | Monograph (Working Paper) |
|---|---|
| Date Type: | Publication |
| Status: | Published |
| Schools: | Schools > Business (Including Economics) |
| Subjects: | H Social Sciences > HB Economic Theory |
| Publisher: | Cardiff University |
| Date of First Compliant Deposit: | 30 March 2016 |
| Last Modified: | 28 Oct 2022 10:19 |
| URI: | https://orca.cardiff.ac.uk/id/eprint/77836 |
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