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~person:"Sarno, Lucio"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Article in journal"
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27
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27
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10
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10
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10
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9
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9
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Sarno, Lucio
Bahmani-Oskooee, Mohsen
68
MacDonald, Ronald
31
Broll, Udo
30
Taylor, Mark P.
29
Hsing, Yu
21
Arize, Augustine Chuck
18
Hegerty, Scott W.
18
Lai, Ching-chong
18
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17
Chang, Wen-ya
15
De Grauwe, Paul
15
Engel, Charles
15
Beckmann, Joscha
14
Harvey, Hanafiah
14
Wolff, Christiaan Cornelis Petrus
14
Baillie, Richard
13
Bollerslev, Tim
13
Caporale, Guglielmo Maria
13
Devereux, Michael B.
13
Sosvilla-Rivero, Simón
13
Itō, Takatoshi
12
Kit, Pong Wong
12
Moore, Michael J.
12
Rose, Andrew
12
Wahl, Jack E.
12
Baek, Jungho
11
Corsetti, Giancarlo
11
Koo, Wŏn-hoe
11
Tucker, Alan L.
11
Zilcha, Itzhak
11
Lyons, Richard K.
10
Mark, Nelson C.
10
Neely, Christopher J.
10
Peel, David
10
Reitz, Stefan
10
Rogoff, Kenneth S.
10
Chinn, Menzie David
9
Cushman, David O.
9
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9
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3
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1
European economic review : EER
1
IMF staff papers
1
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1
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1
Journal of the European Economic Association
1
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1
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ECONIS (ZBW)
15
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15
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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
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:
3
The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 100-115
Persistent link: https://www.econbiz.de/10009565394
Saved in:
4
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
Journal of international economics
60
(
2003
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10001754209
Saved in:
5
Timing exchange rates using order flow : the case of the Loonie
King, Michael R.
;
Sarno, Lucio
;
Sojli, Elvira
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2917-2928
Persistent link: https://www.econbiz.de/10008859370
Saved in:
6
Exchange rate forecasting, order flow and macroeconomic information
Rime, Dagfinn
;
Sarno, Lucio
;
Sojli, Elvira
- In:
Journal of international economics
80
(
2010
)
1
,
pp. 72-88
Persistent link: https://www.econbiz.de/10003941036
Saved in:
7
Asset prices, exchange rates and the current account
Fratzscher, Marcel
;
Juvenal, Luciana
;
Sarno, Lucio
- In:
European economic review : EER
54
(
2010
)
5
,
pp. 643-658
Persistent link: https://www.econbiz.de/10008657280
Saved in:
8
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3491-3530
Persistent link: https://www.econbiz.de/10003885717
Saved in:
9
Exchange rates and fundamentals : footloose or evolving relationship?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of the European Economic Association
7
(
2009
)
4
,
pp. 786-830
Persistent link: https://www.econbiz.de/10003991826
Saved in:
10
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra
;
Sarno, Lucio
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
Saved in:
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