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Charts, noise and fundamentals : a study of the London foreign exchange market

Allen, Helen; Taylor, Mark P. - 1989

Persistent link: https://www.econbiz.de/10000128439

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 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

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

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

Chart analysis and the foreign exchange market

Allen, Helen - In: Review of futures markets 8 (1989) 2, pp. 288-319

Persistent link: https://www.econbiz.de/10001083698

Why is it so difficult to beat the random walk forecast of exchange rates?

Kilian, Lutz; Taylor, Mark P. - 2001

We propose a stylized exchange rate model based on diversity and weight ofopinion. Our model departs from standard assumptions in that we allow forheterogeneous agents. We show that such a model can explain both the observedvolatility and the persistence of real and nominal exchange rate...

Persistent link: https://www.econbiz.de/10011316883

Generating currency trading rules from the term structure of forward foreign exchange premia

Sager, Michael; Taylor, Mark P. - In: Journal of international money and finance 44 (2014), pp. 230-250

Persistent link: https://www.econbiz.de/10010391056

The out-of-sample success of term structure models as exchange rate predictors : a step beyond

Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: Journal of international economics 60 (2003) 1, pp. 61-83

Persistent link: https://www.econbiz.de/10001754209

Why is it so difficult to beat the random walk forecast of exchange rates?

Kilian, Lutz; Taylor, Mark P. - In: Journal of international economics 60 (2003) 1, pp. 85-107

Persistent link: https://www.econbiz.de/10001754239