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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
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The role of speculation in the forward exchange market : some consistent estimates assuming rational expectations
Taylor, Mark P. - In: Oxford bulletin of economics and statistics 49 (1987) 3, pp. 323-333
Persistent link: https://www.econbiz.de/10001035192
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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
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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - 2014
Persistent link: https://www.econbiz.de/10010381967
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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
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The term structure of forward foreign exchange premia : the inter-war experience
MacDonald, Ronald - In: The Manchester School of Economic and Social Studies 58 (1990) 1, pp. 54-65
Persistent link: https://www.econbiz.de/10001135891
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A dynamic model of forward foreign exchange risk, with estimates for three major exchange rates
Taylor, Mark P. - In: The Manchester School of Economic and Social Studies 56 (1988) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10001076675
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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
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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
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Expectations, risk and uncertainty in the foreign exchange market : some results based on survey data
Taylor, Mark P. - In: The Manchester School of Economic and Social Studies 57 (1989) 2, pp. 142-153
Persistent link: https://www.econbiz.de/10001067906