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Measuring market integration : a model of arbitrage with an econometric application to the gold standard, 1879-1913
Prakash, Gauri; Taylor, Alan M. - 1997
Persistent link: https://www.econbiz.de/10000630582
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Currency carry trades
Berge, Travis J.; Jordà, Òscar; Taylor, Alan M. - 2010
Persistent link: https://www.econbiz.de/10008991053
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Measuring market integration : foreign exchange arbitrage and the gold standard : 1879 - 1913
Canjels, Eugene; Prakash-Canjels, Gauri; Taylor, Alan M. - 2004
Persistent link: https://www.econbiz.de/10002125138
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Measuring market integration : foreign exchange arbitrage and the gold standard, 1879 - 1913
Canjels, Eugene; Prakash-Canjels, Gauri; Taylor, Alan M. - In: The review of economics and statistics 86 (2004) 4, pp. 868-882
Persistent link: https://www.econbiz.de/10002535627
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Currency carry trades
Berge, Travis; Jordà, Òscar; Taylor, Alan M. - In: NBER International Seminar on Macroeconomics 2010, (pp. 357-387). 2011
Persistent link: https://www.econbiz.de/10009657057
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Measuring market integration : foreign exchange arbitrage and the gold standard 1874 - 1913
Canjels, Eugene - 2004
Persistent link: https://www.econbiz.de/10013424468
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Global Monetary and Financial Spillovers : Evidence from a New Measure of Bundesbank Policy Shocks
Cloyne, James S.; Hürtgen, Patrick; Taylor, Alan M. - 2022
Identifying exogenous variation in monetary policy is crucial for investigating central bank policy transmission. Using newly-collected archival real-time data utilized by the Central Bank Council of the German Bundesbank, we identify unexpected changes in German monetary policy from 580 policy...
Persistent link: https://www.econbiz.de/10014238817
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Global monetary and financial spillovers : evidence from a new measure of bundesbank policy shocks
Taylor, Alan M.; Cloyne, James S.; Hürtgen, Patrick - 2022
Persistent link: https://www.econbiz.de/10013407524
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The time for austerity : estimating the average treatment effect of fiscal policy
Jordà, Òscar; Taylor, Alan M. - 2013
Persistent link: https://www.econbiz.de/10009791688
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The time for austerity : estimating the average treatment effect of fiscal policy
Jordà, Òscar; Taylor, Alan M. - In: The economic journal : the journal of the Royal … 126 (2016) 590, pp. 219-255
Persistent link: https://www.econbiz.de/10011481828