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Forecasting the exchange rate using nonlinear Taylor rule based models
Wang, Rudan; Morley, Bruce; Stamatogiannis, Michalis P. - In: International journal of forecasting 35 (2019) 2, pp. 429-442
Persistent link: https://www.econbiz.de/10012300680
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Forecasting the exchange rate with the Taylor rule model during times of alternative monetary policies
Wang, Rudan; Morley, Bruce - In: Journal of forecasting 42 (2023) 6, pp. 1341-1359
Persistent link: https://www.econbiz.de/10014338891
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The Taylor rule, wealth effects and the exchange rate
Wang, Rudan; Morley, Bruce; Ordóñez, Javier - In: Review of international economics 24 (2016) 2, pp. 282-301
Persistent link: https://www.econbiz.de/10011524880
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Forecasting the Taylor rule exchange rate model using directional change tests
Wang, Rudan; Morley, Bruce - In: Quantitative finance and economics 2 (2018) 4, pp. 931-951
Persistent link: https://www.econbiz.de/10012176135
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The stock market, exchange rate and macro-economy : an empirical investigation
Morley, Bruce - 1997
Persistent link: https://www.econbiz.de/10001530605
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Exchange rates and stock prices : implications for European convergence
Morley, Bruce - In: Journal of policy modeling : JPMOD ; a social science … 24 (2002) 5, pp. 523-526
Persistent link: https://www.econbiz.de/10001697701
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Asset pricing and foreign exchange risk : econometric evidence for the G-7
Morley, Bruce - In: Journal of international money and finance 17 (1998) 2, pp. 317-329
Persistent link: https://www.econbiz.de/10001246604
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Sovereign credit default swaps and the macroeconomy
Liu, Yang; Morley, Bruce - In: Applied economics letters 19 (2012) 1/3, pp. 129-132
Persistent link: https://www.econbiz.de/10009412659
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An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
Li, Dandan; Ghoshray, Atanu; Morley, Bruce - In: International review of financial analysis 30 (2013), pp. 109-120
Persistent link: https://www.econbiz.de/10010459990
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Purchasing power parity and structural instability in the US/UK exchange rate
Karoglou, Michail; Morley, Bruce - In: Journal of international financial markets, … 22 (2012) 4, pp. 958-972
Persistent link: https://www.econbiz.de/10009582495