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Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P. - 1988
Persistent link: https://www.econbiz.de/10000747918
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Charts, noise and fundamentals : a study of the London foreign exchange market
Allen, Helen; Taylor, Mark P. - 1989
Persistent link: https://www.econbiz.de/10000128439
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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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Why is it so difficult to beat the random walk forecast of exchange rates?
Kilian, Lutz - 2001
Persistent link: https://www.econbiz.de/10013423633
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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