Similar Search Results

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/10007261382

Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers

Sarno, Lucio; Valente, Giorgio - In: Journal of applied econometrics 20 (2005) 3, pp. 345-376

Persistent link: https://www.econbiz.de/10006960024

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

Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - 2002

Persistent link: https://www.econbiz.de/10013423845

Monetary fundamentals and exchange rate dynamics under different nominal regimes

Sarno, Lucio - 2003

Persistent link: https://www.econbiz.de/10013424323

Monetary policy rules, asset prices and exchange rates

Chadha, Jagjit - 2003

Persistent link: https://www.econbiz.de/10013424350

Asset prices and international spillovers : an empirical investigation

Sarno, Lucio - 2004

Persistent link: https://www.econbiz.de/10013424414

Exchange rates and fundamentals : evidence on the economic value of predictability

Abhyankar, Abhay - 2004

Persistent link: https://www.econbiz.de/10013424419

The role of asymmetries and regime shifts on the term structure of interest rates

Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - 2005

Persistent link: https://www.econbiz.de/10013424566

Exchange Rates and Fundamentals: Footloose or Evolving Relationship?

Sarno, Lucio; Valente, Giorgio - In: Journal of the European Economic Association 7 (2009) 4, pp. 786-830

Using novel real-time data on a broad set of economic fundamentals for five major US dollar exchange rates over the recent float, we employ a predictive procedure that allows the relationship between exchange rates and fundamentals to evolve over time in a very general fashion. Our key findings...

Persistent link: https://www.econbiz.de/10005039634

Comparing the Accuracy of Density Forecasts from Competing Models

Sarno, Lucio; Valente, Giorgio - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005706641