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Currency · Global · CFDs, futures · Monthly Paid

Taylor Rule and FX Returns

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Academic paper

Forward-Looking Policy Rules and Currency Premia

AuthorsIlias Filippou; Mark P. Taylor

Institute
  • Washington University in St. Louis
  • Washington University in St. Louis - John M. Olin Business School
  • Centre for Economic Policy Research
  • Brookings Institution
  • Centre for Economic Policy Research (CEPR)

Paper linkhttps://ssrn.com/abstract=3412612

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