Similar Search Results

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

Persistent link: https://www.econbiz.de/10001624480

Non-linear mean reversion in real exchange rates : towards a solution to the purchasing power parity puzzles

Taylor, Mark P. - 2001

Persistent link: https://www.econbiz.de/10013423283

Official foreign exchange intervention as a coordinating signal in the dollar-yen market

Taylor, Mark P. - In: Pacific economic review 10 (2005) 1, pp. 73-82

Persistent link: https://www.econbiz.de/10002674437

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 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

The effects of Japanese interventions on FX-forecast heterogeneity

Reitz, Stefan; Stadtmann, Georg; Taylor, Mark P. - In: Economics letters 108 (2010) 1, pp. 62-64

Persistent link: https://www.econbiz.de/10008662250

FX intervention in the Yen-US dollar market : a coordination channel perspective

Reitz, Stefan; Taylor, Mark P. - In: International economics and economic policy : IEEP 9 (2012) 2, pp. 111-128

Persistent link: https://www.econbiz.de/10009569705

FX intervention in the yen-US dollar market : a coordination channel perspective

Reitz, Stefan; Taylor, Mark P. - 2012

The coordination channel has recently been established as an additional means by which foreign exchange market intervention may be effective. It is conjectured that strong and persistent misalignments of the exchange rate are caused by a coordination failure among fundamentals-based traders. In...

Persistent link: https://www.econbiz.de/10009520140

Nonlinear dynamics in deviations from the law of one price : a broad-based empirical study

Sarno, Lucio; Taylor, Mark P.; Chowdhury, Ibrahim - In: Journal of international money and finance 23 (2004) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10001896351

Composantes permanente et transitoire de l'épargne et de l'investissement : une étude empirique des flux internationaux de capitaux au Japon

Girardin, Eric; Sarno, Lucio; Taylor, Mark P. - In: Economie & prévision : EP (1999) 4/5, pp. 117-131

Persistent link: https://www.econbiz.de/10001490991