Testing purchasing power parity in a DFA rolling Hurst framework: the case of 23 OECD countries

Author： Gogas Periklis   Papadimitriou Theophilos   Sarantitis Georgios  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.23, Iss.17, 2013-09, pp. : 1399-1406

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