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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Taylor, Mark P."
~person:"Tsiakas, Ilias"
~subject:"Currency derivative"
~subject:"Exchange rate policy"
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Currency derivative
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Taylor, Mark P.
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Discussion paper / Centre for Economic Policy Research
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Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
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2014
Persistent link: https://www.econbiz.de/10010381967
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2
Spot and forward volatility in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
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2010
Persistent link: https://www.econbiz.de/10003994498
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.
;
Taylor, Mark P.
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1993
Persistent link: https://www.econbiz.de/10013421950
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