Discussion paper DP2690 Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work? Mark Taylor Lucio Sarno 27 Feb 2001 International Macroeconomics C10 F31 F41
Discussion paper DP2658 Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles Mark Taylor David Peel Lucio Sarno 30 Jan 2001 International Macroeconomics C10 F31 F41
Discussion paper DP2537 Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation Lucio Sarno 29 Aug 2000 International Macroeconomics C32 F43 O40