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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
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Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio - 2003
Persistent link: https://www.econbiz.de/10013424323
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work
Caner, Mehmet; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001404606
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet - 2000
Persistent link: https://www.econbiz.de/10013423063
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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
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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
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Exchange rates and fundamentals : evidence on the economic value of predictability
Abhyankar, Abhay - 2004
Persistent link: https://www.econbiz.de/10013424419
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Non-linear equilibrium correction in US real money balances : 1869 - 1997
Sarno, Lucio - 2002
Persistent link: https://www.econbiz.de/10013423832
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
Persistent link: https://www.econbiz.de/10011346927
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010416758