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subject:"Wechselkurs"
type_genre:"Article in journal"
~person:"Cheung, Yin-Wong"
~person:"Morley, Bruce"
~person:"Sarno, Lucio"
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Wechselkurs
Estimation
71
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Cheung, Yin-Wong
Morley, Bruce
Sarno, Lucio
Bahmani-Oskooee, Mohsen
61
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16
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15
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14
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11
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10
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9
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9
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9
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9
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8
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Su, Chi-Wei
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ECONIS (ZBW)
21
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1
Forecasting the exchange rate with the Taylor rule model during times of alternative monetary policies
Wang, Rudan
;
Morley, Bruce
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1341-1359
Persistent link: https://www.econbiz.de/10014338891
Saved in:
2
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
3
Forecasting the Taylor rule exchange rate model using directional change tests
Wang, Rudan
;
Morley, Bruce
- In:
Quantitative finance and economics
2
(
2018
)
4
,
pp. 931-951
Persistent link: https://www.econbiz.de/10012176135
Saved in:
4
Forecasting the exchange rate using nonlinear Taylor rule based models
Wang, Rudan
;
Morley, Bruce
;
Stamatogiannis, Michalis P.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 429-442
Persistent link: https://www.econbiz.de/10012300680
Saved in:
5
Estimating currency misalignment using the Penn effect : it is not as simple as it looks
Cheung, Yin-Wong
;
Chinn, Menzie David
;
Nong, Xin
- In:
International finance
20
(
2017
)
3
,
pp. 222-242
Persistent link: https://www.econbiz.de/10011811342
Saved in:
6
Which fundamentals drive exchange rates? : a cross-sectional perspective
Sarno, Lucio
;
Schmeling, Maik
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
2/3
,
pp. 267-292
Persistent link: https://www.econbiz.de/10010464116
Saved in:
7
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
8
Exchange rate misalignment estimates : sources of differences
Cheung, Yin-Wong
;
Fujii, Eiji
- In:
International journal of finance & economics : IJFE
19
(
2014
)
2
,
pp. 91-121
Persistent link: https://www.econbiz.de/10010471982
Saved in:
9
An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
Li, Dandan
;
Ghoshray, Atanu
;
Morley, Bruce
- In:
International review of financial analysis
30
(
2013
),
pp. 109-120
Persistent link: https://www.econbiz.de/10010459990
Saved in:
10
Sovereign credit default swaps and the macroeconomy
Liu, Yang
;
Morley, Bruce
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 129-132
Persistent link: https://www.econbiz.de/10009412659
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