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~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Sarno, Lucio"
~subject:"Estimation"
~subject:"Finanzkrise"
~subject:"Risk premium"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Sarno, Lucio
Aizenman, Joshua
20
Cheung, Yin-Wong
11
Taylor, Mark P.
11
Chinn, Menzie David
10
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8
Hutchison, Michael M.
8
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4
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Journal of international money and finance
The journal of finance : the journal of the American Finance Association
Journal of financial economics
5
The journal of futures markets
4
The review of financial studies
3
International journal of finance & economics : IJFE
2
Journal of empirical finance
2
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1
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Journal of money, credit and banking : JMCB
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
Information flows in foreign exchange markets : dissecting customer currency trades
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The journal of finance : the journal of the American …
71
(
2016
)
2
,
pp. 601-634
Persistent link: https://www.econbiz.de/10011482338
Saved in:
2
What drives international portfolio flows?
Sarno, Lucio
;
Tsiakas, Ilias
;
Ulloa, Barbara
- In:
Journal of international money and finance
60
(
2016
),
pp. 53-72
Persistent link: https://www.econbiz.de/10011660841
Saved in:
3
Carry trades and global foreign exchange volatility
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 681-718
Persistent link: https://www.econbiz.de/10009533994
Saved in:
4
How the subprime crisis went global : evidence from bank credit default swap spreads
Eichengreen, Barry
;
Mody, Ashoka
;
Nedeljkovic, Milan
; …
- In:
Journal of international money and finance
31
(
2012
)
5
,
pp. 1299-1318
Persistent link: https://www.econbiz.de/10009671963
Saved in:
5
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:
6
Moral hazard, asset price bubbles, capital flows, and the East Asian cris ; the first tests
Sarno, Lucio
;
Taylor, Mark P.
- In:
Journal of international money and finance
18
(
1999
)
4
,
pp. 637-657
Persistent link: https://www.econbiz.de/10001414598
Saved in:
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