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Intervention, Interest Rates, and Charts : Three Essays in International Finance

Taylor, Mark P. - 1991

This paper contains essays on sterilized intervention, on covered interest rate parity, and on chartist analysis in financial markets. Each essay contains a definition, brief survey of the empirical evidence and overall assessment of each topic

Persistent link: https://www.econbiz.de/10014395907

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

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

Some "news" on covered interest arbitrage

Taylor, Mark P.; Fraser, Patricia - 1990

Persistent link: https://www.econbiz.de/10000130978

Common macro factors and currency premia

Filippou, Ilias; Taylor, Mark P. - 2014

Persistent link: https://www.econbiz.de/10010381967

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 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

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

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

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