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• W2182567536 abstract "This paper reports new findings on exchange rate dynamics on how non-parity fundamental factors affect exchange rates in addition to the well-known yet controversial effects from two parity factors. The tests were done on two groups of trade-linked developed and emerging countries: G-10 and Latin America. Also, by systematically retesting the model with high and low frequency data sets, this study revealed both short and long run behaviour. Finally we use newer econometric methods including pooled time series panel regression to obtain robust results. The resulting evidence is: non-parity factors are significantly correlated with exchange rates after controlling for parity factor effects. This appears to suggest that future research should include powerful non-parity factors along with parity factors controlling intervalling and trade" @default.
• W2182567536 created "2016-06-24" @default.
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• W2182567536 date "2011-01-01" @default.
• W2182567536 modified "2023-09-27" @default.
• W2182567536 title "Re-Examination of Exchange Rate Determinants using Non-Parity Factors" @default.
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