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Modelling sterling exchange rates and interest rate differentials
Sarantis, Nicholas - In: Applied financial economics 5 (1995) 5, pp. 345-356
Persistent link: https://www.econbiz.de/10001189981
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On the short-term predictability of exchange rates : a BVAR time-varying parameters approach
Sarantis, Nicholas - In: Journal of banking & finance 30 (2006) 8, pp. 2257-2279
Persistent link: https://www.econbiz.de/10003355791
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Does the forward premium puzzle disappear over the horizon?
Snaith, Stuart; Coakley, Jerry; Kellard, Neil - In: Journal of banking & finance 37 (2013) 9, pp. 3681-3693
Persistent link: https://www.econbiz.de/10010126302
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Monetary and asset market models for sterling exchange rates : a cointegration approach
Sarantis, Nicholas - In: Journal of economic integration 10 (1995) 3, pp. 335-371
Persistent link: https://www.econbiz.de/10001191403
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Structural breaks and the equilibrium real effective exchange rate of China : a NATREX approach
You, Kefei; Sarantis, Nicholas - In: China economic review : an international journal 23 (2012) 4, pp. 1146-1163
Persistent link: https://www.econbiz.de/10009673239
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A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate
You, Kefei; Sarantis, Nicholas - In: Journal of international financial markets, … 22 (2012) 1, pp. 151-170
Persistent link: https://www.econbiz.de/10009540830
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A nonlinear panel unit root test under cross section dependence
Cerrato, Mario; Peretti, Christian de; Larsson, Rolf; … - 2011
Persistent link: https://www.econbiz.de/10009158646
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A nonlinear panel unit root test under cross section dependence
Cerrato, Mario; Peretti, Christian de; Larsson, Rolf; … - 2009
Persistent link: https://www.econbiz.de/10003875012