//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United States"
type_genre:"Article in journal"
~person:"Sarno, Lucio"
~subject:"Impact assessment"
~type_genre:"Government document"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
United States
Impact assessment
Estimation
25
Schätzung
25
USA
11
Exchange rate
8
Wechselkurs
8
Kaufkraftparität
6
Purchasing power parity
6
Großbritannien
5
United Kingdom
5
Welt
5
World
5
Forecasting model
4
Prognoseverfahren
4
Theorie
4
Theory
4
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Exchange rate risk
3
Japan
3
Risikoprämie
3
Risk premium
3
Share price
3
Volatility
3
Volatilität
3
Währungsrisiko
3
1973-1996
2
Capital income
2
Capital mobility
2
Cointegration
2
Deutschland
2
Exchange rate theory
2
France
2
Frankreich
2
Geldpolitik
2
Germany
2
Index futures
2
Index-Futures
2
Interest rate
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
11
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
11
Author
All
Sarno, Lucio
Gupta, Rangan
64
Bahmani-Oskooee, Mohsen
33
Gil-Alaña, Luis A.
31
Caporale, Guglielmo Maria
27
Wohar, Mark E.
25
Apergēs, Nikolaos
19
Heckman, James J.
17
Balcilar, Mehmet
15
Hsing, Yu
15
Payne, James E.
15
Neumark, David
13
Serletis, Apostolos
13
Bollerslev, Tim
12
Cebula, Richard J.
12
Chang, Tsangyao
12
Hess, Gregory D.
12
Miller, Stephen M.
12
Tiwari, Aviral Kumar
12
Belke, Ansgar
11
Engle, Robert F.
11
Salisu, Afees A.
11
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Nunnenkamp, Peter
10
Pesaran, M. Hashem
10
Bali, Turan G.
9
Basu, Susanto
9
Cheung, Yin-Wong
9
Gruber, Jonathan
9
Lubik, Thomas A.
9
Moretti, Enrico
9
Stock, James H.
9
Attanasio, Orazio P.
8
Bekaert, Geert
8
Blundell, Richard W.
8
Card, David E.
8
Chavas, Jean-Paul
8
Diebold, Francis X.
8
Haltiwanger, John C.
8
more ...
less ...
Published in...
All
The journal of futures markets
3
Applied economics
1
Economic inquiry : journal of the Western Economic Association International
1
IMF staff papers
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Review / Federal Reserve Bank of St. Louis
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
Saved in:
3
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra
;
Sarno, Lucio
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
Saved in:
4
Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
Saved in:
5
Monetary policy rules, asset prices, and exchange rates
Chadha, Jagjit
;
Sarno, Lucio
;
Valente, Giorgio
- In:
IMF staff papers
51
(
2004
)
3
,
pp. 529-552
Persistent link: https://www.econbiz.de/10002733163
Saved in:
6
Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio
;
Valente, Giorgio
;
Wohar, Mark E.
- In:
Economic inquiry : journal of the Western Economic …
42
(
2004
)
2
,
pp. 179-193
Persistent link: https://www.econbiz.de/10002030002
Saved in:
7
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
;
Sarno, Lucio
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
5
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001782553
Saved in:
8
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
Saved in:
9
Systematic sampling and real exchange rates
Sarno, Lucio
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
136
(
2000
)
1
,
pp. 24-57
Persistent link: https://www.econbiz.de/10001461995
Saved in:
10
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->