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~person:"Sarno, Lucio"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
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Schätzung
USA
Volatility
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exchange rates
20
Wechselkurs
17
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16
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13
Estimation
9
Exchange Rates
9
economic fundamentals
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forecasting
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survey data
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predictability
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Sarno, Lucio
Frankel, Jeffrey A.
37
Eichengreen, Barry
36
Beckmann, Joscha
33
Belke, Ansgar
33
Bordo, Michael D.
32
Caporale, Guglielmo Maria
30
Aizenman, Joshua
29
Chinn, Menzie David
29
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26
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26
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25
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24
Rose, Andrew
23
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22
Ilzetzki, Ethan
21
Edwards, Sebastian
20
Schnabl, Gunther
20
Czudaj, Robert
19
Cheung, Yin-Wong
18
Rey, Hélène
17
Sosvilla-Rivero, Simón
17
Shambaugh, Jay C.
16
Wei, Shang-jin
16
Ghosh, Atish R.
15
Herz, Bernhard
15
Rogoff, Kenneth S.
15
Groen, Jan J. J.
13
Hagen, Jürgen von
13
Hausmann, Ricardo
13
Hsing, Yu
13
Itō, Hiro
13
Menkhoff, Lukas
13
Morales Zumaquero, Amalia
13
Spagnolo, Fabio
13
Spagnolo, Nicola
13
Zhou, Jizhong
13
Dreger, Christian
12
Labonte, Marc
12
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12
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ECONIS (ZBW)
14
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1
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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
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:
8
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:
9
Asset prices,
exchange
rates
and the current account
Fratzscher, Marcel
;
Juvenal, Luciana
;
Sarno, Lucio
-
2007
This paper analyses the role of asset prices in comparison to other factors, in particular
exchange
rates
, as a driver …
Persistent link: https://www.econbiz.de/10011604836
Saved in:
10
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:
1
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