//--> //--> //-->
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
~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Longstaff, Francis A."
~person:"Sarno, Lucio"
~subject:"Exchange rate theory"
~subject:"Expectation formation"
~subject:"Yield curve"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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:
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate theory
Expectation formation
Yield curve
USA
9
United States
9
Theorie
8
Theory
8
Risikoprämie
7
Risk premium
7
Zinsstruktur
6
CAPM
4
Exchange rate
4
Volatility
4
Volatilität
4
Wechselkurs
4
Welt
4
World
4
Credit risk
3
Exchange rates
3
Kreditrisiko
3
Public bond
3
Öffentliche Anleihe
3
Aktienmarkt
2
Anleihe
2
Bankenkrise
2
Banking crisis
2
Bond
2
Börsenkurs
2
Currency speculation
2
Derivat
2
Derivative
2
Erwartungsbildung
2
Financial crisis
2
Finanzkrise
2
Gewinn
2
Insolvency
2
Insolvenz
2
Predictability
2
Profit
2
Share price
2
Stock market
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
Longstaff, Francis A.
Sarno, Lucio
Bai, Jennie
3
Bakshi, Gurdip S.
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Chernov, Mikhail
3
Filipović, Damir
3
Goldstein, Robert S.
3
Koijen, Ralph S. J.
3
Kothari, S. P.
3
Shleifer, Andrei
3
Stambaugh, Robert F.
3
Yang, Fan
3
Backus, David
2
Bali, Turan G.
2
Barberis, Nicholas
2
Boyarchenko, Nina
2
D'Amico, Stefania
2
Della Corte, Pasquale
2
Engstrom, Eric
2
Feldhütter, Peter
2
Greenwood, Robin
2
Jacobs, Kris
2
Jin, Lawrence J.
2
Joslin, Scott
2
Kimmel, Robert
2
King, Thomas B.
2
Le, Anh
2
Mele, Antonio
2
Moskowitz, Tobias J.
2
Nagel, Stefan
2
Ross, Stephen A.
2
Singleton, Kenneth J.
2
Song, Dongho
2
Song, Zhaogang
2
Vasicek, Oldrich Alfons
2
Vedolin, Andrea
2
Wachter, Jessica
2
Warner, Jerold B.
2
more ...
less ...
Published in...
All
Journal of financial economics
Discussion paper / Centre for Economic Policy Research
9
Discussion papers / CEPR
4
The journal of finance : the journal of the American Finance Association
4
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
Journal of money, credit and banking : JMCB
2
The journal of business : B
2
The journal of fixed income
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
EMG working paper series
1
IMF staff papers
1
IMF working paper
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of international money and finance
1
Journal of monetary economics
1
Oxford bulletin of economics and statistics
1
Research Division working papers
1
Review of world economics
1
Rivista di politica economica
1
Temi di discussione / Banca d'Italia
1
The economic journal : the journal of the Royal Economic Society
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Business cycles and currency returns
Colacito, Riccardo
;
Riddiough, Steven J.
;
Sarno, Lucio
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 659-678
Persistent link: https://www.econbiz.de/10012588343
Saved in:
2
Properties of foreign exchange risk premiums
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 279-310
Persistent link: https://www.econbiz.de/10009666833
Saved in:
3
The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
Saved in:
4
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
Saved in:
5
The term structure of very short-term rates : new evidence for the expectations hypothesis
Longstaff, Francis A.
- In:
Journal of financial economics
58
(
2000
)
3
,
pp. 397-415
Persistent link: https://www.econbiz.de/10001517953
Saved in:
6
Multiple equilibria and term structure models
Longstaff, Francis A.
- In:
Journal of financial economics
32
(
1992
)
3
,
pp. 333-344
Persistent link: https://www.econbiz.de/10001140320
Saved in:
7
A nonlinear general equilibrium model of the term structure of interest rates
Longstaff, Francis A.
- In:
Journal of financial economics
23
(
1989
)
2
,
pp. 195-224
Persistent link: https://www.econbiz.de/10001076063
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->