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Why is it so difficult to beat the random walk forecast of exchange rates?
Kilian, Lutz; Taylor, Mark P. - In: Journal of international economics 60 (2003) 1, pp. 85-108
Persistent link: https://www.econbiz.de/10007657466
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Why is it so difficult to beat the random walk forecast of exchange rates?
Kilian, Lutz; Taylor, Mark P. - In: Journal of international economics 60 (2003) 1, pp. 85-107
Persistent link: https://www.econbiz.de/10001754239
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The behavior of real exchange rates during the post-Bretton Woods period
Taylor, Mark P.; Sarno, Lucio - In: Journal of international economics 46 (1998) 2, pp. 281-312
Persistent link: https://www.econbiz.de/10001395897
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The out-of-sample success of term structure models as exchange rate predictors: a step beyond
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: Journal of international economics 60 (2003) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10007657467
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The behavior of real exchange rates during the post-Bretton Woods period
Taylor, Mark P.; Sarno, Lucio - In: Journal of international economics 46 (1998) 2, pp. 281-312
Persistent link: https://www.econbiz.de/10007691275
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The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: Journal of international economics 60 (2003) 1, pp. 61-83
Persistent link: https://www.econbiz.de/10001754209
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Technical trading : is it still beating the foreign exchange market?
Hsu, Po-Hsuan; Taylor, Mark P.; Wang, Zigan - In: Journal of international economics 102 (2016), pp. 188-208
Persistent link: https://www.econbiz.de/10011655818
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Currency volatility and global technological innovation
Hsu, Po-Hsuan; Taylor, Mark P.; Wang, Zigan; Xu, Qi - In: Journal of international economics 137 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013439994
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Oil shocks and external balances
Kilian, Lutz; Rebucci, Alessandro; Spatafora, Nikola - In: Journal of international economics 77 (2009) 2, pp. 181-195
Persistent link: https://www.econbiz.de/10008896434
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Oil shocks and external balances
Kilian, Lutz; Rebucci, Alessandro; Spatafora, Nikola - In: Journal of international economics 77 (2009) 2, pp. 181-194
Persistent link: https://www.econbiz.de/10008225820