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subject:"United States"
type_genre:"Article in journal"
~person:"Sarno, Lucio"
~subject:"Prognoseverfahren"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Sammlung"
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United States
Prognoseverfahren
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Estimation
26
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26
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8
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8
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6
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Sarno, Lucio
Gupta, Rangan
114
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
43
Wohar, Mark E.
43
Caporale, Guglielmo Maria
38
Pierdzioch, Christian
38
Ma, Feng
33
McMillan, David G.
33
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31
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29
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28
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27
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26
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26
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25
Xuan Vinh Vo
25
Apergēs, Nikolaos
24
Wang, Yudong
24
Zhang, Yaojie
22
Kumar, Dilip
21
Tiwari, Aviral Kumar
21
Moosa, Imad A.
20
Hsing, Yu
19
Salisu, Afees A.
19
Brooks, Robert
17
Kang, Sang Hoon
17
Koopman, Siem Jan
17
Marcellino, Massimiliano
17
Mensi, Walid
17
Bali, Turan G.
16
Belke, Ansgar
16
Jawadi, Fredj
16
Nonejad, Nima
16
Payne, James E.
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Wei, Yu
16
Andersen, Torben
15
Asai, Manabu
15
Heckman, James J.
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The journal of futures markets
3
Applied economics
1
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1
Economic inquiry : journal of the Western Economic Association International
1
IMF staff papers
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
14
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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
Which fundamentals drive exchange rates? : a cross-sectional perspective
Sarno, Lucio
;
Schmeling, Maik
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
2/3
,
pp. 267-292
Persistent link: https://www.econbiz.de/10010464116
Saved in:
3
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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