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On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates
Reitz, Stefan; Ruelke, Jan-Christoph; Taylor, Mark P. - 2010
This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...
Persistent link: https://www.econbiz.de/10003964417
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On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates
Reitz, Stefan; Ruelke, Jan-Christoph; Taylor, Mark P. - In: The economic record : er 87 (2011), pp. 465-479
Persistent link: https://www.econbiz.de/10009317762
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How the UK economy weathered the financial storm
Sentance, Andrew; Taylor, Mark P.; Wieladek, Tomasz - In: Journal of international money and finance 31 (2012) 1, pp. 102-123
Persistent link: https://www.econbiz.de/10009631670
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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - 2014
Persistent link: https://www.econbiz.de/10010381967
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Large datasets, factor-augmented and factor-only vector autoregressive models, and the economic consequences of Mrs. Thatcher
Kim, Hyeyoen; Taylor, Mark P. - In: Economica 79 (2012) 314, pp. 378-410
Persistent link: https://www.econbiz.de/10009536441
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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406
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On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates
Ruelke, Jan-Christoph - 2016
This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...
Persistent link: https://www.econbiz.de/10012991094
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Computational analysis of multilateral trade liberalization in the Uruguay Round and Doha Development Round
Brown, Drusilla K. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001735465
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Computational analysis of the U.S FTAs with Central America, Australia, and Morocco
Brown, Drusilla K. (contributor); Kiyota, Kōzō (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002044225
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Computational analysis of the free trade area of the Americas
Brown, Drusilla K. (contributor); Kiyota, Kōzō (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002446605