Concepedia

Parity Conditions Testing

Parity Conditions Testing is an empirical methodology used in international finance to assess the validity of theoretical relationships—such as purchasing power parity, interest rate parity, and uncovered interest rate parity—by statistically evaluating whether observed market data conform to the predictions of these parity conditions.

104

Publications

6.3K

Citations

157

Authors

140

Institutions

Publications per year

2017–2026

7

Parents

Publications

104

An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps

Roberto Blanco, Simon Brennan · The Journal of Finance · 2005 · 1.2K citations

, , +17

Deviations from Covered Interest Rate Parity

Wenxin Du, Alexander Tepper, Adrien Verdelhan · The Journal of Finance · 2018 · 673 citations · Full text

, , +14

Purchasing Power Parity and the Real Exchange Rate

Lucio Sarno, Mark P. Taylor · RePEc: Research Papers in Economics · 2001 · 354 citations · Full text

, , +13

Purchasing Power Parity and the Real Exchange Rate

Lucio Sarno, Mark P. Taylor · IMF Staff Papers · 2002 · 333 citations

, , +13

Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions

Frederic S. Mishkin · The Journal of Finance · 1984 · 320 citations · Full text

, , +15

1–5 of 104

Authors

157

  1. MP
    Mark P. Taylor

    Centre for Economic Policy Research, United Kingdom

    5 publications · 958 citations

    5

    h-index

  2. RH
    Razzaque H. Bhatti

    La Trobe University, Australia

    5 publications · 90 citations

    5

    h-index

  3. WD
    Wenxin Du

    University of Chicago, United States

    4 publications · 819 citations

    4

    h-index

  4. IA
    Imad A. Moosa

    La Trobe University, Australia

    4 publications · 69 citations

    4

    h-index

  5. MC
    Menzie Chinn

    University of Wisconsin–Madison, United States

    4 publications · 150 citations

    4

    h-index

1–5 of 157

Institutions

140

  1. International Monetary Fund

    Washington D.C., United States

    6 h-index

    8 publications

    908 citations

  2. National Bureau of Economic Research

    Cambridge, United States

    5 h-index

    7 publications

    296 citations

  3. Universiti Putra Malaysia

    Seri Kembangan, Malaysia

    4 h-index

    4 publications

    97 citations

  4. Bank of England

    London, United Kingdom

    3 h-index

    4 publications

    1.3K citations

  5. University of Wisconsin–Madison

    Madison, United States

    2 h-index

    2 publications

    40 citations

  6. University of Wisconsin–Milwaukee

    Milwaukee, United States

    2 h-index

    2 publications

    63 citations

  7. International Council for the Exploration of the Sea

    Copenhagen, Denmark

    2 h-index

    2 publications

    75 citations

  8. Columbia University

    New York, United States

    2 h-index

    4 publications

    194 citations

1–8 of 140

Venues

  1. Journal of International Money and Finance

    10 publications · 458 citations

    10

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 8 publications · 715 citations

    8

    h-index

  3. SSRN Electronic Journal

    Repository · 7 publications · 251 citations

    7

    h-index

  4. The Journal of Finance

    6 publications · 2.4K citations

    6

    h-index

  5. Applied Economics

    6 publications · 142 citations

    6

    h-index

1–5