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Real exchanges rates over the past two centuries : how important is the Harrod-Balassa-Samuelson effect?

Lothian, James R.; Taylor, Mark P. - In: The economic journal : the journal of the Royal … 118 (2008), pp. 1742-1763

Persistent link: https://www.econbiz.de/10003765539

Monetary policy and the sterling exchange rate

Cobham, David P. - In: The economic journal : the journal of the Royal … 116 (2006), pp. 181-184

Persistent link: https://www.econbiz.de/10003333812

The overvaluation of sterling since 1996 : how the policy makers responded and why

Cobham, David P. - In: The economic journal : the journal of the Royal … 116 (2006), pp. 185-207

Persistent link: https://www.econbiz.de/10003333816

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837

Time-varying betas of sectoral returns to market returns and exchange rate movements

Karlsson, Hyunjoo Kim; Hacker, Scott - In: Applied financial economics 23 (2013) 13/15, pp. 1155-1168

Persistent link: https://www.econbiz.de/10010204788

Cointegrating behaviour between spot and forward exchange rates

McMillan, David G. - In: Applied financial economics 15 (2005) 16, pp. 1135-1144

Persistent link: https://www.econbiz.de/10003213501

A re-examination of the predicting power of forward premia

Wang, Peijie - In: Applied financial economics 15 (2005) 17, pp. 1219-1225

Persistent link: https://www.econbiz.de/10003228794

[Rezension von: Officer, Lawrence H., Between the dollar-sterling gold points]

Flandreau, Marc - In: The economic journal : the journal of the Royal … 108 (1998) 449, pp. 1223-1225

Persistent link: https://www.econbiz.de/10001349872

Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?

Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001525818

Interest rates, exchange rates and present value models of the current account

Bergin, Paul R.; Sheffrin, Steven M. - In: The economic journal : the journal of the Royal … 110 (2000), pp. 535-558

Persistent link: https://www.econbiz.de/10001471521