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subject:"USA"
~person:"Bollerslev, Tim"
~person:"Sarno, Lucio"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
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16
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7
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Aufsatz in Zeitschrift
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Bollerslev, Tim
Sarno, Lucio
Burkhauser, Richard V.
22
Schettkat, Ronald
18
Wagner, Karin
16
MacDonald, Ronald
14
Kugler, Peter
12
Headey, Bruce
11
Muffels, Ruud J. A.
11
O'Mahony, Mary
11
Taylor, Mark P.
11
Bahmani-Oskooee, Mohsen
10
Caporale, Guglielmo Maria
10
Gil-Alaña, Luis A.
10
Heise, Arne
9
Küting, Karlheinz
9
Ark, Bart van
8
Bekaert, Geert
8
Broadberry, Stephen N.
8
Daly, Mary C.
8
Hein, Eckhard
8
Inklaar, Robert
8
Koedijk, Kees
8
Mason, Geoff
8
Tüselmann, Heinz-Josef
8
Zimmermann, Jochen
8
Addison, John T.
7
Beine, Michel
7
Dustmann, Christian
7
Freeman, Richard B.
7
Frick, Joachim R.
7
Guisán, María-Carmen
7
Lane, Christel
7
Lillard, Dean R.
7
Mayer, Colin P.
7
McDonald, Frank
7
Ochel, Wolfgang
7
Peel, David
7
Smeeding, Timothy M.
7
Baillie, Richard
6
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of international economics
2
Journal of international money and finance
2
Applied economics
1
International economic review
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of the European Economic Association
1
Oxford bulletin of economics and statistics
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
16
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1
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
2
The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 100-115
Persistent link: https://www.econbiz.de/10009565394
Saved in:
3
Exchange rates and fundamentals : footloose or evolving relationship?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of the European Economic Association
7
(
2009
)
4
,
pp. 786-830
Persistent link: https://www.econbiz.de/10003991826
Saved in:
4
A cross-country financial accelerator : evidence from North America and Europe
Mody, Ashoka
;
Sarno, Lucio
;
Taylor, Mark P.
- In:
Journal of international money and finance
26
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003416806
Saved in:
5
Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of international economics
73
(
2007
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10003586320
Saved in:
6
The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
Saved in:
7
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
8
Exchange rates and fundamentals : evidence on the economic value of predictability
Abhyankar, Abhay
;
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international economics
66
(
2005
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10002961971
Saved in:
9
Nonlinear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio
;
Taylor, Mark P.
;
Chowdhury, Ibrahim
- In:
Journal of international money and finance
23
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001896351
Saved in:
10
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
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