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The monetary approach to the exchange rate : rational expectations, long-run equilibrium and forecasting

MacDonald, Ronald; Taylor, Mark P. - 1992

Persistent link: https://www.econbiz.de/10000839181

The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - 1993

Persistent link: https://www.econbiz.de/10000874096

A varying-parameter empirical model of balance of payments determination under fixed exchange rates : results for the UK and West Germany

Taylor, Mark P. - In: Applied economics 18 (1986) 6, pp. 567-582

Persistent link: https://www.econbiz.de/10001047614

The role of asymmetries and regime shifts in the term structure of interest rates

Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: The journal of business : B 79 (2006) 3, pp. 1193-1224

Persistent link: https://www.econbiz.de/10003336984

A cross-country financial accelerator : evidence from North America and Europe

Mody, Ashoka; Sarno, Lucio; Taylor, Mark P. - In: Journal of international money and finance 26 (2007) 1, pp. 149-165

Persistent link: https://www.econbiz.de/10003416806

End-user order flow and exchange rate dynamics

Reitz, Stefan (contributor); Schmidt, Markus A. (contributor) - 2007

In this paper we provide evidence for Evans and Lyons' (2005b) model of an information aggregation process in FX markets using a German bank's end-user order flow from 2002 to 2003. Though customer order flow is unambiguously the vehicle incorporating non-public information into exchange rates...

Persistent link: https://www.econbiz.de/10003453446