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The monetary approach to the exchange rate : rational expectations, long-run equilibrium, and forecasting

MacDonald, Ronald - In: Staff papers / International Monetary Fund 40 (1993) 1, pp. 89-107

Persistent link: https://www.econbiz.de/10001142392

Nonlinear dynamics in deviations from the law of one price : a broad-based empirical study

Sarno, Lucio; Taylor, Mark P.; Chowdhury, Ibrahim - In: Journal of international money and finance 23 (2004) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10001896351

Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals

Taylor, Mark P.; Peel, David - In: Journal of international money and finance 19 (2000) 1, pp. 33-53

Persistent link: https://www.econbiz.de/10001452589

Is official exchange rate intervention effective?

Taylor, Mark P. - In: Economica 71 (2004), pp. 1-11

Persistent link: https://www.econbiz.de/10001959989

The role of asymmetries and regime shifts in the term structure of interest rates

Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: The journal of business : B 79 (2006) 3, pp. 1193-1224

Persistent link: https://www.econbiz.de/10003336984

The coordination channel of foreign exchange intervention : a nonlinear microstructural analysis

Reitz, Stefan; Taylor, Mark P. - In: European economic review : EER 52 (2008) 1, pp. 55-76

Persistent link: https://www.econbiz.de/10003621566

A cross-country financial accelerator : evidence from North America and Europe

Mody, Ashoka; Sarno, Lucio; Taylor, Mark P. - In: Journal of international money and finance 26 (2007) 1, pp. 149-165

Persistent link: https://www.econbiz.de/10003416806

Japanese and Federal Reserve Intervention in the Yen-US Dollar Market : A Coordination Channel of FX Operations?

Taylor, Mark P. - 2008

The coordination channel has recently been established as an additional means by which foreign exchange market intervention may be effective. In Sarno and Taylor (2001) it is conjectured that strong and persistent misalignments of the exchange rate are caused by a coordination failure among...

Persistent link: https://www.econbiz.de/10012723797

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

Non-linear dynamics in deviations from the law of one price : a broad-based empirical study

Sarno, Lucio - 2002

Persistent link: https://www.econbiz.de/10013423980