Similar Search Results

Systematic sampling and real exchange rates

Sarno, Lucio - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 136 (2000) 1, pp. 24-57

Persistent link: https://www.econbiz.de/10001461995

The behavior of real exchange rates during the post-Bretton Woods period

Taylor, Mark P.; Sarno, Lucio - In: Journal of international economics 46 (1998) 2, pp. 281-312

Persistent link: https://www.econbiz.de/10001395897

The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence

Kyriacou, Kyriacos; Sarno, Lucio - In: The journal of futures markets 19 (1999) 3, pp. 245-270

Persistent link: https://www.econbiz.de/10001377821

The behaviour of real exchange rates during the Post-Bretton Woods period : Mark P Taylor and Lucio Sarno

Taylor, Mark P. - 1997

Persistent link: https://www.econbiz.de/10013422399

The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period

Sarno, Lucio; Taylor, Mark P - C.E.P.R. Discussion Papers - 1997

Tests for long-run purchasing power parity (PPP) may lack power with sample periods corresponding to the span of the recent float, leading researchers to use more powerful multivariate unit root tests. We point out a potential problem with such tests: joint non-stationarity of real exchange...

Persistent link: https://www.econbiz.de/10005791733