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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/10005527681

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/10005528044

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

Girardin, Eric; Sarno, Lucio; Taylor, Mark P. - In: Empirical Economics 25 (2000) 2, pp. 351-368

This paper examines the effect of financial deregulation on consumption expenditure in France during the period 1970-1993. A nonlinear model for consumption which allows for liquidity constraints through a time-varying parameter dependent on a proxy for financial deregulation is estimated using...

Persistent link: https://www.econbiz.de/10005382230

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/10005402703

European Capital Flows and Regional Risk

Bayoumi, Tamim; Sarno, Lucio; Taylor, Mark P. - Economics and Finance Section, School of Social …

Persistent link: https://www.econbiz.de/10005403864

Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK

Sarno, Lucio; Taylor, Mark P. - Economics and Finance Section, School of Social …

Persistent link: https://www.econbiz.de/10005403874

Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion

Sarno, Lucio; Taylor, Mark P. - Economics and Finance Section, School of Social …

Persistent link: https://www.econbiz.de/10005403886

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

Taylor, Mark P.; Sarno, Lucio; Girardin, Éric - In: Économie et Prévision 140 (1999) 4, pp. 117-131

[eng] Transitory and permanent components of saving and investment: an empirical study of . international capital flows in Japan by Eric Girardin, Lucio Sarno and Mark P. Taylor . This paper presents an empirical study of the difference between the short- and the long-run saving-investment...

Persistent link: https://www.econbiz.de/10010977866

Real exchange rates under the recent float: unequivocal evidence of mean reversion

Sarno, Lucio; Taylor, Mark P. - In: Economics Letters 60 (1998) 2, pp. 131-137

Persistent link: https://www.econbiz.de/10005095304

Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests

Sarno, Lucio; Taylor, Mark P. - In: Journal of International Money and Finance 18 (1999) 4, pp. 637-657

Persistent link: https://www.econbiz.de/10005109048