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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

The coordination channel of foreign exchange intervention : a nonlinear microstructural analysis

Reitz, Stefan; Taylor, Mark P. - In: European economic review : EER 52 (2008) 1, pp. 55-76

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Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles

Taylor, Mark P.; Peel, David; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042

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The monetary approach to the exchange rate : long-run relationships and coefficient restrictions

MacDonald, Ronald - In: Economics letters 37 (1991) 2, pp. 179-185

Persistent link: https://www.econbiz.de/10001114349

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

Clarida, Richard H. - In: The review of economics and statistics 79 (1997) 3, pp. 353-361

Persistent link: https://www.econbiz.de/10001225777

Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals

Taylor, Mark P.; Peel, David - In: Journal of international money and finance 19 (2000) 1, pp. 33-53

Persistent link: https://www.econbiz.de/10001452589

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

Clarida, Richard H.; Taylor, Mark P. - 1992

Persistent link: https://www.econbiz.de/10000845274

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

MacDonald, Ronald - In: Staff papers / International Monetary Fund 40 (1993) 1, pp. 89-107

Persistent link: https://www.econbiz.de/10001142392

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 subsequent spot rate movements. Using weekly dollar-mark and dollar sterling data, we find that spot and forward exchange rates together are well represented by a vector error...

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