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Non-linear dynamics in deviations from the law of one price : a broad-based empirical study

Sarno, Lucio - 2002

Persistent link: https://www.econbiz.de/10013423980

Monetary fundamentals and exchange rate dynamics under different nominal regimes

Sarno, Lucio - 2003

Persistent link: https://www.econbiz.de/10013424323

Exchange rates in search of fundamentals : the case of the Euro-Dollar rate

De Grauwe, Paul - 2000

Persistent link: https://www.econbiz.de/10013423191

The predictive information content of external imbalances for exchange rate returns : how much is it worth?

Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - 2010

Persistent link: https://www.econbiz.de/10008747149

Non-linear mean reversion in real exchange rates : towards a solution to the purchasing power parity puzzles

Taylor, Mark P. - 2001

Persistent link: https://www.econbiz.de/10013423283

Exchange rates and fundamentals : evidence on the economic value of predictability

Abhyankar, Abhay - 2004

Persistent link: https://www.econbiz.de/10013424419

Non-linear equilibrium correction in US real money balances : 1869 - 1997

Sarno, Lucio - 2002

Persistent link: https://www.econbiz.de/10013423832

Corporate Debt and Stock Returns : Evidence from U.S. Firms During the 2020 Oil Crash

Arezki, Rabah; Cho, Caleb; Nguyen, Ha; Nguyen, Kate; … - 2022

This paper explores the effect of oil price fluctuations on the stock returns of U.S. oil firms using a strategy of identification through heteroskedasticity exploiting the 2020 oil crash. Results are twofold. First, we find that a decline in oil prices statistically significantly reduces stock...

Persistent link: https://www.econbiz.de/10014083040

Monetary policy rules, asset prices and exchange rates

Chadha, Jagjit - 2003

Persistent link: https://www.econbiz.de/10013424350

The empirical failure of the expectations hypothesis of the term structure of bond yields

Sarno, Lucio - 2005

Persistent link: https://www.econbiz.de/10013424666