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Structural Breaks in the Real Exchange Rate Mechanism

Copeland, Laurence - 2006

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterised by structural breaks which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition AutoRegressive of the kind introduced by Lundbergh et al (2003), we...

Persistent link: https://www.econbiz.de/10012733202

Arbitrage bounds and the time series properties of the discount on UK closed-end mutual funds

Copeland, Laurence S. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003390739

Exchange rates and international finance

Copeland, Laurence S. - 2000 - 3. ed.

Persistent link: https://www.econbiz.de/10001464859

Information, interest rates and the volatility of equities

Copeland, Laurence S.; Stapleton, Richard C. - 1988

Persistent link: https://www.econbiz.de/10000776814

A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency : Baillie and Bollerslev revisited

Moore, Michael J. - In: Economics letters 47 (1995) 2, pp. 131-135

Persistent link: https://www.econbiz.de/10001178969

Cointegration tests with daily exchange rate data

Copeland, Laurence S. - In: Oxford bulletin of economics and statistics 53 (1991) 2, pp. 185-198

Persistent link: https://www.econbiz.de/10001107083

Market efficiency before and after the crash

Copeland, Laurence S. - In: Fiscal studies : the journal of the Institute for … 10 (1989) 3, pp. 13-33

Persistent link: https://www.econbiz.de/10001069335

Reading the message from the UK indexed bond market : real interest rates, expected inflation and the risk premium

Levin, Eric J. - In: The Manchester School of Economic and Social Studies 61 (1993), pp. 13-34

Persistent link: https://www.econbiz.de/10001144424

Efficiency of the forward market day by day and month by month

Copeland, Laurence S. - In: Applied financial economics 3 (1993) 1, pp. 79-87

Persistent link: https://www.econbiz.de/10001145261

Exchange rates and international finance

Copeland, Laurence S. - 1994 - 2. ed

Persistent link: https://www.econbiz.de/10000889416

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