Coakley, Jerry and Snaith, Stuart (2006) Testing for symmetry and proportionality in a European panel. Applied Financial Economics, 16 (1-2). pp. 63-71. DOI https://doi.org/10.1080/09603100500389812
Coakley, Jerry and Snaith, Stuart (2006) Testing for symmetry and proportionality in a European panel. Applied Financial Economics, 16 (1-2). pp. 63-71. DOI https://doi.org/10.1080/09603100500389812
Coakley, Jerry and Snaith, Stuart (2006) Testing for symmetry and proportionality in a European panel. Applied Financial Economics, 16 (1-2). pp. 63-71. DOI https://doi.org/10.1080/09603100500389812
Abstract
Symmetry and proportionality is tested for in 15 European economies 1973:04-1998:12 in a panel regression framework that allows for permanent shocks. Support is found for both symmetry and proportionality and thus for general relative PPP in the US dollar but not the German mark panel.
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Social Sciences > Essex Business School Faculty of Social Sciences > Essex Business School > Essex Finance Centre |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 05 Jun 2025 14:29 |
| Last Modified: | 05 Jun 2025 14:31 |
| URI: | http://repository.essex.ac.uk/id/eprint/41043 |