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Exchange rate uncertainty and deviations from Purchasing Power Parity: evidence from the G7 area

Arghyrou, Michael, Gregoriou, Andros and Pourpourides, Panayiotis 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: Business (Including Economics)
Subjects: H Social Sciences > HB Economic Theory
Publisher: Cardiff University
Date of First Compliant Deposit: 30 March 2016
Last Modified: 23 Dec 2017 21:17
URI: http://orca.cf.ac.uk/id/eprint/77836

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