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~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Sarno, Lucio"
~subject:"Exchange rate theory"
~subject:"Expectation formation"
~subject:"Yield curve"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Exchange rate theory
Expectation formation
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4
Risikoprämie
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4
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4
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3
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Sarno, Lucio
Longstaff, Francis A.
4
Bai, Jennie
3
Bakshi, Gurdip S.
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Journal of financial economics
Discussion paper / Centre for Economic Policy Research
9
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3
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2
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1
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ECONIS (ZBW)
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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
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