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Testing for speculative bubbles using spot and forward prices
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: International economic review 58 (2017) 4, pp. 1191-1226
Persistent link: https://www.econbiz.de/10011860373
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Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles
Taylor, Mark P.; Peel, David A.; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042
Persistent link: https://www.econbiz.de/10006037736
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The German hyperinflation and the demand for money : revisited
Michael, Panos - In: International economic review 35 (1994) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001160454
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Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.; Peel, David; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480