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~person:"Labonte, Marc"
~person:"Sarno, Lucio"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
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Labonte, Marc
Sarno, Lucio
Belke, Ansgar
32
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30
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25
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24
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21
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17
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14
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13
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13
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12
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12
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11
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11
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10
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10
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10
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9
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1
Exchange
rates
and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
2
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:
3
Common Factors, Order Flows, and Exchange Rate Dynamics
Fourel, Valère
-
2015
We built the largest dataset of high-frequency
exchange
rates
so far. Our sample covers the spot prices and order flows … flows. The same price-based factors describe
exchange
rates
over a large spectrum of frequencies, from 30 seconds to one …
Persistent link: https://www.econbiz.de/10013018659
Saved in:
4
Business cycles and currency returns
Sarno, Lucio
;
Colacito, Ric
;
Riddiough, Steven
-
2019
Persistent link: https://www.econbiz.de/10012196047
Saved in:
5
Volatility risk premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
Saved in:
6
The scapegoat theory of
exchange
rates
: the first tests
Fratzscher, Marcel
;
Rime, Dagfinn
;
Sarno, Lucio
;
Zinna, …
- In:
Journal of monetary economics
70
(
2015
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011381119
Saved in:
7
China's currency : economic issues and options for US trade policy
Morrison, Wayne M.
;
Labonte, Marc
- In:
China-United States trade : inextricably intertwined?
,
(pp. 1-47)
.
2008
Persistent link: https://www.econbiz.de/10003725233
Saved in:
8
China's currency : a summary of the economic issues
Morrison, Wayne M.
;
Labonte, Marc
- In:
China-United States trade : inextricably intertwined?
,
(pp. 117-123)
.
2008
Persistent link: https://www.econbiz.de/10003725238
Saved in:
9
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:
10
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:
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