Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study

By Lucio Sarno, Mark P. Taylor, Ibrahim Chowdhury. 2004

190 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/7e12db8f461528dc4523583c6fd37ad724c958c6

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Mark P. Taylor
2. Lukas Menkhoff
3. James R. Lothian
4. Lucio Sarno
5. Todd E. Clark
6. Rehim Kilic
7. Frank H. Westerhoff
8. Vadim Marmer

Citations in the corpus

• Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought (2006, background): “(Some evidence that deviations from the LOP display nonlinearities of this kind is presented by Obstfeld and Taylor, 1997 and Sarno et al., 2004.)”