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~institution:"Federal Reserve Bank of St. Louis"
~person:"Sarno, Lucio"
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Sarno, Lucio
Neely, Christopher J.
22
Guo, Hui
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11
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Federal Reserve Bank of St. Louis
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ECONIS (ZBW)
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1
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
;
Sarno, Lucio
-
Federal Reserve Bank of St. Louis
-
2002
) () tktttkktkt sfss ,++ +−+=− υβα Using quarterly data on U.S. dollar exchange rates with Canada (CAD), Germany (DEM),
Japan
(JPY …
Persistent link: https://www.econbiz.de/10005352793
Saved in:
2
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
) () tktttkktkt sfss ,++ +−+=− υβα Using quarterly data on U.S. dollar exchange rates with Canada (CAD), Germany (DEM),
Japan
(JPY …
Persistent link: https://www.econbiz.de/10001971215
Saved in:
3
Asset prices, exchange rates and the current account
Fratzscher, Marcel
;
Juvenal, Luciana
;
Sarno, Lucio
-
Federal Reserve Bank of St. Louis
-
2008
40 for France, the DAX for Germany, the MIB for Italy, the S&P/TSX for Canada, and the Nikkei 225 for
Japan
. 15Due to …
Persistent link: https://www.econbiz.de/10005352997
Saved in:
4
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
-
Federal Reserve Bank of St. Louis
-
2005
�erent maturities for the US, Germany and
Japan
over the period 1982-2000, using a multivariate modelling framework capable of …
Persistent link: https://www.econbiz.de/10005352888
Saved in:
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