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Real exchange rates under the recent float: unequivocal evidence of mean reversion

Sarno, Lucio; Taylor, Mark P. - In: Economics Letters 60 (1998) 2, pp. 131-137

Persistent link: https://www.econbiz.de/10005095304

Real exchange rate behavior in the Middle East: a re-examination

Sarno, Lucio - In: Economics Letters 66 (2000) 2, pp. 127-136

Persistent link: https://www.econbiz.de/10005355347

The behavior of US public debt: a nonlinear perspective

Sarno, Lucio - In: Economics Letters 74 (2001) 1, pp. 119-125

Persistent link: https://www.econbiz.de/10005275611

Financial predictors 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/10005296924

Foreign exchange market efficiency and cointegration : Some evidence from the recent float

MacDonald, Ronald; Taylor, Mark P. - In: Economics Letters 29 (1989) 1, pp. 63-68

Persistent link: https://www.econbiz.de/10005307241

The slope of the yield curve and real economic activity: tracing the transmission mechanism

Peel, David A.; Taylor, Mark P. - In: Economics Letters 59 (1998) 3, pp. 353-360

Persistent link: https://www.econbiz.de/10005307366

The stock return-inflation puzzle revisited

Gallagher, Liam A.; Taylor, Mark P. - In: Economics Letters 75 (2002) 2, pp. 147-156

Persistent link: https://www.econbiz.de/10005287948

On the mean-reverting properties of target zone exchange rates: a cautionary note

Taylor, Mark P.; Iannizzotto, Matteo - In: Economics Letters 71 (2001) 1, pp. 117-129

Persistent link: https://www.econbiz.de/10005288065

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

We investigate the determinants of forecast heterogeneity in the JPY/USD market using panel data from Consensus Economics. We find that past exchange-rate volatility increases forecast dispersion, while foreign exchange intervention of the Japanese Ministry of Finance dampens expectation...

Persistent link: https://www.econbiz.de/10008494873

Measuring the temporary component of stock prices: robust multivariate analysis

Gallagher, Liam A.; Taylor, Mark P. - In: Economics Letters 67 (2000) 2, pp. 193-200

Persistent link: https://www.econbiz.de/10005158973