Similar Search Results

Policy convergence, the exchange rate mechanism and the misalignment of exchange rates : some tests of purchasing power parity and generalized purchasing power parity

Sarno, Lucio - In: Applied economics 29 (1997) 5, pp. 591-605

Persistent link: https://www.econbiz.de/10001225026

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 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

The predictive information content of external imbalances for exchange rate returns : how much is it worth?

Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - 2010

Persistent link: https://www.econbiz.de/10008747149

The predictive information content of external imbalances for exchange rate returns : how much is it worth?

Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - 2011

Persistent link: https://www.econbiz.de/10009382040

Exchange rate misalignments: A comparison of China today against recent historical experiences of Japan, Germany, Singapore and Taiwan

He, Xinhua; Qin, Duo; Liu, Yimeng - 2011

Persistent link: https://www.econbiz.de/10009267574

Exchange rate misalignments : historical experience of Japan, Germany, Singapore and Taiwan compared to China today

Qin, Duo; He, Xinhua; Liu, Yimeng - 2010

This is a comparative study on the historical experience of real effective exchange rate (REER) misalignment of Japanese yen, Deutsche mark, Singapore dollar and Taiwan dollar, with regard to the recent dispute over the Renminbi (RMB) valuation. Panel-based misalignment estimates of the four...

Persistent link: https://www.econbiz.de/10003990427

Exchange rates and fundamentals : footloose or evolving relationship?

Sarno, Lucio; Valente, Giorgio - In: Journal of the European Economic Association 7 (2009) 4, pp. 786-830

Persistent link: https://www.econbiz.de/10003991826

Systematic sampling and real exchange rates

Sarno, Lucio - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 136 (2000) 1, pp. 24-57

Persistent link: https://www.econbiz.de/10001461995

The predictive information content of external imbalances for exchange rate returns : how much is it worth?

Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - In: The review of economics and statistics 94 (2012) 1, pp. 100-115

Persistent link: https://www.econbiz.de/10009565394