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Modelling portfolion capital flows in a global framework : multilateral implications of capital controls
Boero, Gianna; Mandalinci, Zeyyad; Taylor, Mark P. - 2016
Persistent link: https://www.econbiz.de/10011609145
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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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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.; Taylor, Mark P. - 1993
Persistent link: https://www.econbiz.de/10013421950
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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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Nonlinear equilibrium correction in the U.S. real money balances, 1869-1997
Sarno, Lucio; Taylor, Mark P.; Peel, David - In: Journal of money, credit and banking : JMCB 35 (2003) 5, pp. 787-799
Persistent link: https://www.econbiz.de/10001802227
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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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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - 2014
Persistent link: https://www.econbiz.de/10010381967
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On the reinterpretation of money demand regressions
Taylor, Mark P. - In: Journal of money, credit and banking : JMCB 26 (1994) 4, pp. 851-866
Persistent link: https://www.econbiz.de/10001175616
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The behaviour of real exchange rates during the Post-Bretton Woods period : Mark P Taylor and Lucio Sarno
Taylor, Mark P. - 1997
Persistent link: https://www.econbiz.de/10013422399
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The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - 2002
Persistent link: https://www.econbiz.de/10013423845