Mark P. Taylor

Covered Interest Arbitrage and Market Turbulence: An Empirical Analysis

Year: 1988
Journal: No Journal Matched
Authors: Mark P. Taylor

Exchange Rates and the EMS: Assessing the Track Record

Year: 1988
Journal: No Journal Matched
Authors: M J Artis; Mark P Taylor

The Hyperinflation Model of Money Demand Revisited

Year: 1990
Journal: No Journal Matched
Authors: Mark P. Taylor

Common Currency Areas and Currency Unions: An Analysis of the Issues

Year: 1992
Journal: No Journal Matched
Authors: Paul R. Masson; Mark P. Taylor

Macroeconomic Shocks, the ERM and Tripolarity

Year: 1992
Journal: No Journal Matched
Authors: Tamim A. Bayoumi; Mark P. Taylor

The Empirics of Economic Growth in Previously Centrally Planned Economies

Year: 1994
Journal: No Journal Matched
Authors: Edward E. Leamer; Mark P. Taylor

The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period

Year: 1997
Journal: No Journal Matched
Authors: Mark P. Taylor; Lucio Sarno

The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence

Year: 1999
Journal: No Journal Matched
Authors: Lucio Sarno; Mark P. Taylor

The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond

Year: 2001
Journal: Journal of International Economics
Authors: Richard H. Clarida; Lucio Sarno; Mark P. Taylor; Giorgio Valente

Official Intervention in the Foreign Exchange Market: Is It Effective and If So How Does It Work?

Year: 2001
Journal: Journal of Economic Literature
Authors: Lucio Sarno; Mark P. Taylor

Why is it so difficult to beat the random walk forecast of exchange rates?

Year: 2001
Journal: Journal of International Economics
Authors: Lutz Kilian; Mark P. Taylor

Nonlinear Mean Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles

Year: 2001
Journal: International Economic Review
Authors: Mark P. Taylor; David A. Peel; Lucio Sarno

Purchasing Power Parity and the Real Exchange Rate

Year: 2001
Journal: No Journal Matched
Authors: Lucio Sarno; Mark P. Taylor

Nonlinear Equilibrium Correction in US Real Money Balances 1869-1997

Year: 2002
Journal: No Journal Matched
Authors: Lucio Sarno; Mark P. Taylor; David Peel

The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond

Year: 2002
Journal: Journal of International Economics
Authors: Richard Clarida; Lucio Sarno; Mark P. Taylor; Giorgio Valente

Nonlinear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study

Year: 2002
Journal: Journal of International Money and Finance
Authors: Lucio Sarno; Mark P. Taylor; Ibrahim Chowdhury

International Capital Crunches: The Time-Varying Role of Informational Asymmetries

Year: 2003
Journal: Applied Economics
Authors: Ashoka Mody; Mark P. Taylor

Is Official Exchange Rate Intervention Effective?

Year: 2003
Journal: Economica
Authors: Mark P. Taylor

Common Vulnerabilities

Year: 2003
Journal: No Journal Matched
Authors: Ashoka Mody; Mark P. Taylor

The Purchasing Power Parity Debate

Year: 2004
Journal: Journal of Economic Perspectives
Authors: Alan M. Taylor; Mark P. Taylor

The Purchasing Power Parity Debate

Year: 2004
Journal: Journal of Economic Perspectives
Authors: Alan M. Taylor; Mark P. Taylor

The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates

Year: 2005
Journal: No Journal Matched
Authors: Richard Clarida; Lucio Sarno; Mark P. Taylor; Giorgio Valente

A Cross-Country Financial Accelerator: Evidence from North America and Europe

Year: 2005
Journal: Journal of International Money and Finance
Authors: Ashoka Mody; Lucio Sarno; Mark P. Taylor

Are There Thresholds of Current Account Adjustment in the G7?

Year: 2006
Journal: No Journal Matched
Authors: Richard H. Clarida; Manuela Goretti; Mark P. Taylor

The Crisis in the Foreign Exchange Market

Year: 2009
Journal: Journal of International Money and Finance
Authors: Michael Melvin; Mark P. Taylor

Common Macro Factors and Currency Premia

Year: 2014
Journal: No Journal Matched
Authors: Ilias Filippou; Mark P. Taylor

Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-Scale Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market

Year: 2014
Journal: No Journal Matched
Authors: Pohsuan Hsu; Mark P. Taylor

Forward-Looking Policy Rules and Currency Premia

Year: 2019
Journal: No Journal Matched
Authors: Mark P. Taylor; Ilias Filippou

Currency Volatility and Global Technological Innovation

Year: 2021
Journal: No Journal Matched
Authors: Pohsuan Hsu; Mark P. Taylor; Zigan Wang; Qi Xu