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Sand in the wheels of foreign exchange markets : a sceptical note

Garber, Peter M. - In: The economic journal : the journal of the Royal … 105 (1995) 428, pp. 173-180

Persistent link: https://www.econbiz.de/10001332778

Nonlinear permanent - temporary decompositions in macroeconomics and finance

Clarida, Richard H.; Taylor, Mark P. - In: The economic journal : the journal of the Royal … 113 (2003), pp. 125-139

Persistent link: https://www.econbiz.de/10001748266

Modelling the yield curve

Taylor, Mark P. - In: The economic journal : the journal of the Royal … 102 (1992) 412, pp. 524-537

Persistent link: https://www.econbiz.de/10001133020

Analysing credibility in high-inflation countries : a new approach

Agénor, Pierre-Richard - In: The economic journal : the journal of the Royal … 103 (1993) 417, pp. 329-336

Persistent link: https://www.econbiz.de/10001146022

Covered interest arbitrage and market turbulence

Taylor, Mark P. - In: The economic journal : the journal of the Royal … 99 (1989) 396, pp. 376-391

Persistent link: https://www.econbiz.de/10001071897

Charts, noise and fundamentals in the London foreign exchange market

Allen, Helen - In: The economic journal : the journal of the Royal … 100 (1990) 400, pp. 49-59

Persistent link: https://www.econbiz.de/10001092993

On long-run solutions to dynamic econometric equations under rational expectations

Taylor, Mark P. - In: The economic journal : the journal of the Royal … 97 (1987), pp. 215-218

Persistent link: https://www.econbiz.de/10001038782

The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates : Correcting the Errors

Clarida, Richard - 2010

We present theory and evidence that challenges the view that forward premia contain little information regarding …

Persistent link: https://www.econbiz.de/10012763403

The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors : A Step Beyond

Clarida, Richard; Sarno, Lucio; Taylor, Mark P.; … - 2021

A large literature suggests that standard exchange rate models cannot outperform a random walk forecast and that the forward rate is not an optimal predictor of the spot rate. However, there is evidence that the term structure of forward premia contains valuable information for forecasting...

Persistent link: https://www.econbiz.de/10013220936