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Realignment expectations and the US dollar, 1890 - 1897 : was there a "Peso problem"?

Hallwood, Paul; MacDonald, Ronald; Marsh, Ian - In: Journal of monetary economics 46 (2000) 3, pp. 605-620

Persistent link: https://www.econbiz.de/10001527303

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

Sarno, Lucio; Taylor, Mark P.; Chowdhury, Ibrahim - In: Journal of international money and finance 23 (2004) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10001896351

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

The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - 1993

Persistent link: https://www.econbiz.de/10000874096

On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates

Reitz, Stefan; Ruelke, Jan-Christoph; Taylor, Mark P. - 2010

This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...