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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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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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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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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406