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~person:"Sarno, Lucio"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Schätzung
USA
Volatility
Exchange rate
9
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9
Estimation
5
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5
Risikoprämie
5
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5
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5
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exchange rates
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Sarno, Lucio
MacDonald, Ronald
15
Sosvilla-Rivero, Simón
13
Hsing, Yu
11
Bleaney, Michael F.
10
Beckmann, Joscha
9
Belke, Ansgar
8
Caporale, Guglielmo Maria
8
Morales Zumaquero, Amalia
8
Gil-Alaña, Luis A.
6
Kanas, Angelos
6
Kouretas, Georgios P.
6
Cuestas, Juan Carlos
5
Czudaj, Robert
5
Engel, Charles
5
Gupta, Rangan
5
Rashid, Abdul
5
Tian, Mo
5
Ahmad, Ahmad Hassan
4
Chinn, Menzie David
4
Crucini, Mario J.
4
Da̜browski, Marek A.
4
Frankel, Jeffrey A.
4
Frömmel, Michael
4
Kiohos, Apostolos
4
McKinnon, Ronald I.
4
Mollick, André Varella
4
Moon, Seongman
4
Moosa, Imad A.
4
Ozcelebi, Oguzhan
4
Papież, Monika
4
Reboredo, Juan Carlos
4
Rose, Andrew
4
Spagnolo, Fabio
4
Spagnolo, Nicola
4
Śmiech, Sławomir
4
Aizenman, Joshua
3
Ali, Faek Menla
3
Apergēs, Nikolaos
3
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3
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Journal of financial economics
2
Economic inquiry : journal of the Western Economic Association International
1
Journal of banking & finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review / Federal Reserve Bank of St. Louis
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ECONIS (ZBW)
8
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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
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:
4
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:
5
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:
6
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:
7
Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio
;
Valente, Giorgio
;
Wohar, Mark E.
- In:
Economic inquiry : journal of the Western Economic …
42
(
2004
)
2
,
pp. 179-193
Persistent link: https://www.econbiz.de/10002030002
Saved in:
8
How well do monetary fundamentals forecast
exchange
rates
?
Neely, Christopher J.
;
Sarno, Lucio
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
5
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001782553
Saved in:
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