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On the relationship between nominal exchange rates and domestic and foreign prices

Paya, Ivan (contributor); Peel, David (contributor) - 2006

Persistent link: https://www.econbiz.de/10003367553

Foreign Exchange Implied Variance and the Forward Premium Puzzle

Pavlidis, Efthymios; Shackleton, Mark B.; Voukelatos, … - 2012

Persistent link: https://www.econbiz.de/10010354455

[Rezension von: Sarno, Lucio; Taylor, Mark P., The economics of exchange rates]

Peel, David - In: The economic journal : the journal of the Royal … 114 (2004) 499, pp. 551-552

Persistent link: https://www.econbiz.de/10002436620

Purchasing Power Parity Adjustment Speeds in High Frequency Data When the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend

Paya, Ivan; Peel, David A. - 2003

Rogoff suggested in 1996 that the dollar-yen real exchange rate represented a 'canonical' case of a trend in the equilibrium real exchange rate. The implied speed of adjustment of the dollar-yen real exchange rate is found to be substantially faster, with half-life shocks of less than 2 years,...

Persistent link: https://www.econbiz.de/10014075718