Market efficiency and long run purchasing power parity disequilibria of the Mexican peso under...

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International Journal of Banking and Finance Volume 2 | Issue 1 Article 5 June 2004 Market efficiency and long run purchasing power parity disequilibria of the Mexican peso under changing exchange rate regimes Alejandra Cabello Universidad Nacional Autonoma de Mexico Edgar Ortiz Universidad Nacional Autonoma de Mexico Robert Johnson University of San Diego Follow this and additional works at: hp://epublications.bond.edu.au/ijbf is Journal Article is brought to you by the Bond Business School at ePublications@bond. It has been accepted for inclusion in International Journal of Banking and Finance by an authorized administrator of ePublications@bond. For more information, please contact Bond University's Repository Coordinator. Recommended Citation Cabello, Alejandra; Ortiz, Edgar; and Johnson, Robert (2004) "Market efficiency and long run purchasing power parity disequilibria of the Mexican peso under changing exchange rate regimes," International Journal of Banking and Finance: Vol. 2: Iss. 1, Article 5. Available at: hp://epublications.bond.edu.au/ijbf/vol2/iss1/5

Transcript of Market efficiency and long run purchasing power parity disequilibria of the Mexican peso under...

International Journal of Banking and Finance

Volume 2 | Issue 1 Article 5

June 2004

Market efficiency and long run purchasing powerparity disequilibria of the Mexican peso underchanging exchange rate regimesAlejandra CabelloUniversidad Nacional Autonoma de Mexico

Edgar OrtizUniversidad Nacional Autonoma de Mexico

Robert JohnsonUniversity of San Diego

Follow this and additional works at: http://epublications.bond.edu.au/ijbf

This Journal Article is brought to you by the Bond Business School at ePublications@bond. It has been accepted for inclusion in International Journalof Banking and Finance by an authorized administrator of ePublications@bond. For more information, please contact Bond University's RepositoryCoordinator.

Recommended CitationCabello, Alejandra; Ortiz, Edgar; and Johnson, Robert (2004) "Market efficiency and long run purchasing power parity disequilibriaof the Mexican peso under changing exchange rate regimes," International Journal of Banking and Finance: Vol. 2: Iss. 1, Article 5.Available at: http://epublications.bond.edu.au/ijbf/vol2/iss1/5

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Cabello et al.: Market efficiency and long run purchasing power parity disequilib

Published by ePublications@bond, 2004

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International Journal of Banking and Finance, Vol. 2, Iss. 1 [2004], Art. 5

http://epublications.bond.edu.au/ijbf/vol2/iss1/5

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Cabello et al.: Market efficiency and long run purchasing power parity disequilib

Published by ePublications@bond, 2004

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International Journal of Banking and Finance, Vol. 2, Iss. 1 [2004], Art. 5

http://epublications.bond.edu.au/ijbf/vol2/iss1/5

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Cabello et al.: Market efficiency and long run purchasing power parity disequilib

Published by ePublications@bond, 2004

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International Journal of Banking and Finance, Vol. 2, Iss. 1 [2004], Art. 5

http://epublications.bond.edu.au/ijbf/vol2/iss1/5

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Cabello et al.: Market efficiency and long run purchasing power parity disequilib

Published by ePublications@bond, 2004

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International Journal of Banking and Finance, Vol. 2, Iss. 1 [2004], Art. 5

http://epublications.bond.edu.au/ijbf/vol2/iss1/5

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Cabello et al.: Market efficiency and long run purchasing power parity disequilib

Published by ePublications@bond, 2004

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International Journal of Banking and Finance, Vol. 2, Iss. 1 [2004], Art. 5

http://epublications.bond.edu.au/ijbf/vol2/iss1/5

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Cabello et al.: Market efficiency and long run purchasing power parity disequilib

Published by ePublications@bond, 2004

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International Journal of Banking and Finance, Vol. 2, Iss. 1 [2004], Art. 5

http://epublications.bond.edu.au/ijbf/vol2/iss1/5

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Cabello et al.: Market efficiency and long run purchasing power parity disequilib

Published by ePublications@bond, 2004

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International Journal of Banking and Finance, Vol. 2, Iss. 1 [2004], Art. 5

http://epublications.bond.edu.au/ijbf/vol2/iss1/5

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Cabello et al.: Market efficiency and long run purchasing power parity disequilib

Published by ePublications@bond, 2004

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International Journal of Banking and Finance, Vol. 2, Iss. 1 [2004], Art. 5

http://epublications.bond.edu.au/ijbf/vol2/iss1/5

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Cabello et al.: Market efficiency and long run purchasing power parity disequilib

Published by ePublications@bond, 2004

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International Journal of Banking and Finance, Vol. 2, Iss. 1 [2004], Art. 5

http://epublications.bond.edu.au/ijbf/vol2/iss1/5

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Cabello et al.: Market efficiency and long run purchasing power parity disequilib

Published by ePublications@bond, 2004

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International Journal of Banking and Finance, Vol. 2, Iss. 1 [2004], Art. 5

http://epublications.bond.edu.au/ijbf/vol2/iss1/5