TīmeklisClarida RH, Sarno L, Taylor MP, et al. (2003) The out-of-sample success of term structure models as exchange rate predictors: A step beyond Journal of International … TīmeklisClarida RH, Sarno L, Taylor MP, Valente G (2003) The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: a Step Beyond. Journal of International Economics 60 (1): 61–83 ... Sarno L, Taylor MP (2002) The Economics of Exchange Rates. Cambridge University Press, Cambridge et al. Google Scholar

The role of Regime Shifts in the Term Structure of Interest Rates

Tīmeklisby Dr. John E. Sarno John E. Sarno Jan 1, 2001. Paperback. Currently unavailable. end everyday pain for 50+, hidden healing powers of super & whole foods, healthy medic food for life and healing back pain 4 books collection set - a 10-minute-a-day program of stretching. TīmeklisClarida RH, Sarno L, Taylor MP, Valente G. 2006. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates. The Journal of Business 79: 1193-1224. Clarida RH, Sarno L, Taylor MP, Valente G. 2006. The out-of-sample success of term structure models as exchange rate predictors: a step beyond. thais mara

Testing for UIP-Type Relationships: Nonlinearities, Monetary

Tīmeklis2024. gada 14. febr. · Sarno et al. ( 2006) estimated a Smooth Transition Regression model for UIP with the expected excess return as the transition variable and also found that deviations from UIP exhibit significant nonlinearities. Tīmeklis2013. gada 1. okt. · Clarida RH, Sarno L, Taylor MP, V alente G (2006) The role of asymmetries and regime shifts in the term. structure of interest rates. J Bus 79(3):1193–1224. thais marcari