Potential pitfalls for the purchasing-power-parity puzzle? sampling and specification biases in mean-reversion tests of the law of one price

Bibliographic Details
Main Author: Taylor, Alan M., 1964- (-)
Format: Book
Language:Inglés
Published: Cambridge, MA : National Bureau of Economic Research 2000.
Series:NBER Working Paper Series ; 7577
Subjects:
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Description
Physical Description:28 p. ; 22 cm
Bibliography:Bibliogr.: p. 25-28