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Monetary policy rules, asset prices, and exchange rates

Chadha, Jagjit; Sarno, Lucio; Valente, Giorgio - In: IMF staff papers 51 (2004) 3, pp. 529-552

Persistent link: https://www.econbiz.de/10015182740

Monetary policy rules, asset prices and exchange rates

Chadha, Jagjit - 2003

Persistent link: https://www.econbiz.de/10013424350

Monetary policy, inflation persistence and the term structure of interest rates : estimates for the United Kingdom, Germany and the United States

Chadha, Jagjit - In: Monetary policy and interest rates : proceedings of a …, (pp. 163-197). 1998

Persistent link: https://www.econbiz.de/10001303479

Investigating excess returns from nominal bonds

Breedon, Francis J.; Chadha, Jagjit - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 73-90

Persistent link: https://www.econbiz.de/10001741970

Accounting for the great recession in the UK : real business cycles and financial frictions

Chadha, Jagjit; Warren, James - 2012

Using the business cycle accounting (BCA) framework pioneered by Chari, Kehoe and McGratten (2006) we examine the 2008-09 recession in the UK. There has been much commentary on the financial causes of this recession, which we might have expected to shock the equation governing the intertemporal...

Persistent link: https://www.econbiz.de/10009533614

The cost of carry model and regime shifts in stock index futures markets : an empirical investigation

Sarno, Lucio; Valente, Giorgio - In: The journal of futures markets 20 (2000) 7, pp. 603-624

Persistent link: https://www.econbiz.de/10001523738

Empirical exchange rate models and currency risk : some evidence density forecasts

Sarno, Lucio; Valente, Giorgio - In: Journal of international money and finance 24 (2005) 2, pp. 363-385

Persistent link: https://www.econbiz.de/10002636012

Monetary fundamentals and exchange rate dynamics under different nominal regimes

Sarno, Lucio; Valente, Giorgio; Wohar, Mark E. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 2, pp. 179-193

Persistent link: https://www.econbiz.de/10002030002

The empirical failure of the expectations hypothesis of the term structure of bond yields

Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100

Persistent link: https://www.econbiz.de/10003434577

Monetary fundamentals and exchange rate dynamics under different nominal regimes

Sarno, Lucio - 2003

Persistent link: https://www.econbiz.de/10013424323