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~person:"Barnett, Richard R."
~person:"Bridel, Pascal"
~person:"Gupta, Rangan"
~person:"Taylor, Mark P."
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Großbritannien
157
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157
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34
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25
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Barnett, Richard R.
Bridel, Pascal
Gupta, Rangan
Taylor, Mark P.
Blundell, Richard W.
40
Jenkins, Stephen
35
Mills, Terence C.
29
Haskel, Jonathan
28
Gil-Alaña, Luis A.
26
Hall, Stephen G.
26
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26
Pesaran, M. Hashem
25
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24
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23
Henry, S. G. B.
20
Snower, Dennis J.
20
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19
Geroski, Paul A.
19
Greenaway, David
19
Crawford, Ian
18
Doepke, Matthias
18
Caporale, Guglielmo Maria
17
Holly, Sean
17
Oswald, Andrew J.
17
Schiantarelli, Fabio
17
Cuthbertson, Keith
15
Hendry, David F.
15
Scott, Andrew
15
Symeonidis, George
15
Whalley, John
15
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14
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14
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14
Frey, Bruno S.
14
Garratt, Anthony
14
Lee, Kevin C.
14
Miles, David
14
Newbery, David M. G.
14
Price, Simon
14
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13
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13
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ECONIS (ZBW)
25
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1
Is the response of the bank of England to exchange rate movements frequency-dependent?
Caraiani, Petre
;
Gupta, Rangan
- In:
Journal of macroeconomics
63
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012243170
Saved in:
2
The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates : Correcting the Errors
Clarida, Richard
-
2010
We present theory and evidence that challenges the view that forward premia contain little information regarding subsequent spot rate movements. Using weekly dollar-mark and dollar sterling data, we find that spot and forward exchange rates together are well represented by a vector error...
Persistent link: https://www.econbiz.de/10012763403
Saved in:
3
The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates : Correcting the Errors
Clarida, Richard H.
-
1993
We present theory and evidence that challenges the view that forward premia contain little information regarding subsequent spot rate movements. Using weekly dollar-mark and dollar sterling data, we find that spot and forward exchange rates together are well represented by a vector error...
Persistent link: https://www.econbiz.de/10012474508
Saved in:
4
Modelling the Yield Curve
Taylor, Mark P.
-
1991
We test and estimate a variety of alternative models of the yield curve, using weekly, high-quality
U.K
. data. We …
Persistent link: https://www.econbiz.de/10014395929
Saved in:
5
Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
Saved in:
6
Self-employment and windfall gains in Britain : evidence from panel data
Taylor, Mark P.
- In:
Economica
68
(
2001
),
pp. 539-565
Persistent link: https://www.econbiz.de/10001627159
Saved in:
7
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
Taylor, Mark P.
;
Peel, David
- In:
Journal of international money and finance
19
(
2000
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10001452589
Saved in:
8
Real interest rates, liquidity constraints and financial deregulation : private consumption behavior in the
UK
Sarno, Lucio
- In:
Journal of macroeconomics
20
(
1998
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10001239256
Saved in:
9
The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.
- In:
The review of economics and statistics
79
(
1997
)
3
,
pp. 353-361
Persistent link: https://www.econbiz.de/10001225777
Saved in:
10
Stability and foreward-looking behavior : the demand for broad money in the United Kingdom, 1871 - 1913
Taylor, Mark P.
- In:
Modern perspectives on the gold standard
,
(pp. 284-306)
.
1996
Persistent link: https://www.econbiz.de/10001298963
Saved in:
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