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Policy convergence, the exchange rate mechanism and the misalignment of exchange rates : some tests of purchasing power parity and generalized purchasing power parity
Sarno, Lucio - In: Applied economics 29 (1997) 5, pp. 591-605
Persistent link: https://www.econbiz.de/10001225026
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Nonlinear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio; Taylor, Mark P.; Chowdhury, Ibrahim - In: Journal of international money and finance 23 (2004) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001896351
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Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.; Peel, David; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
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Systematic sampling and real exchange rates
Sarno, Lucio - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 136 (2000) 1, pp. 24-57
Persistent link: https://www.econbiz.de/10001461995
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Short- and long-run price level uncertainty under different monetary policy regimes : an international comparison
Chadha, Jagjit; Sarno, Lucio - In: Oxford bulletin of economics and statistics 64 (2002) 3, pp. 187-216
Persistent link: https://www.econbiz.de/10001694535
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A cross-country financial accelerator : evidence from North America and Europe
Mody, Ashoka; Sarno, Lucio; Taylor, Mark P. - In: Journal of international money and finance 26 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003416806