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source:"econis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"European economic review : EER"
~person:"Taylor, Mark P."
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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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2
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
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3
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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4
The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.
;
Taylor, Mark P.
-
1993
Persistent link: https://www.econbiz.de/10013421950
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