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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

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

The behaviour of the real exchange rate : evidence from an alternative price index

Sarno, Lucio; Chowdhury, Ibrahim - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 3, pp. 295-333

Persistent link: https://www.econbiz.de/10001832238

The Behaviour of the Real Exchange Rate : Evidence from an Alternative Price Index

Chowdhury, Ibrahim; Sarno, Lucio - 2003

Although the long-run purchasing power parity (PPP) hypothesis is expected to hold across tradable goods, all price indices available to researchers for testing the validity of PPP contain some proportion of non-tradable goods prices, which may generate substantial persistence in the real...

Persistent link: https://www.econbiz.de/10014074653

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

Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis

Girardin, Eric; Sarno, Lucio; Taylor, Mark P. - In: Empirical economics : a journal of the Institute for … 25 (2000) 2, pp. 351-368

Persistent link: https://www.econbiz.de/10001482242

Composantes permanente et transitoire de l'épargne et de l'investissement : une étude empirique des flux internationaux de capitaux au Japon

Girardin, Eric; Sarno, Lucio; Taylor, Mark P. - In: Economie & prévision : EP (1999) 4/5, pp. 117-131

Persistent link: https://www.econbiz.de/10001490991

Real interest rates, liquidity constraints and financial deregulation : private consumption behavior in the UK

Sarno, Lucio - In: Journal of macroeconomics 20 (1998) 2, pp. 221-242

Persistent link: https://www.econbiz.de/10001239256

Exchange controls, international capital flows and saving-investment correlations in the UK : an empirical investigation

Sarno, Lucio - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 134 (1998) 1, pp. 69-98

Persistent link: https://www.econbiz.de/10001239308

Estimating the mean-reverting component in stock prices : a cross-country comparison

Gallagher, Liam - In: Scottish journal of political economy : the journal of … 44 (1997) 5, pp. 566-582

Persistent link: https://www.econbiz.de/10001239983