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The effects of Japanese interventions on FX-forecast heterogeneity
Reitz, Stefan; Stadtmann, Georg; Taylor, Mark P. - In: Economics letters 108 (2010) 1, pp. 62-64
Persistent link: https://www.econbiz.de/10008662250
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Risky arbitrage, limits of arbitrage, and nonlinear adjustment in the dividend-price ratio
Gallagher, Liam; Taylor, Mark P. - In: Economic inquiry : journal of the Western Economic … 39 (2001) 4, pp. 524-536
Persistent link: https://www.econbiz.de/10001626748
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Financial predicators of real activity and the financial accelerator
Mody, Ashoka; Taylor, Mark P. - In: Economics letters 82 (2004) 2, pp. 167-172
Persistent link: https://www.econbiz.de/10001895389
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Measuring the temporary component of stock prices : robust multivariate analysis
Gallagher, Liam; Taylor, Mark P. - In: Economics letters 67 (2000) 2, pp. 193-200
Persistent link: https://www.econbiz.de/10001471343
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The slope of the yield curve and real economic activity : tracing the transmission mechanism
Peel, David - In: Economics letters 59 (1998) 3, pp. 353-360
Persistent link: https://www.econbiz.de/10001242834
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A stable US money demand function : 1874 - 1975
MacDonald, Ronald - In: Economics letters 39 (1992) 2, pp. 191-198
Persistent link: https://www.econbiz.de/10001130822
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Periodically collapsing stock price bubbles : a robust test
Taylor, Mark P. - In: Economics letters 61 (1998) 2, pp. 221-228
Persistent link: https://www.econbiz.de/10001252481
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Foreign exchange market efficiency and cointegration : some evidence from the recent float
MacDonald, Ronald - In: Economics letters 1 (1989), pp. 63-68
Persistent link: https://www.econbiz.de/10001059892
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The stock return-inflation puzzle revisited
Gallagher, Liam; Taylor, Mark P. - In: Economics letters 75 (2002) 2, pp. 147-156
Persistent link: https://www.econbiz.de/10001650958
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Counting innovations : Schumpeterian growth in discrete time
Cozzi, Guido; Galli, Silvia - In: Economics letters 189 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012228072