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~person:"Sarno, Lucio"
~subject:"Theorie"
~type_genre:"Article in journal"
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Sarno, Lucio
Broll, Udo
30
MacDonald, Ronald
22
Taylor, Mark P.
21
Lai, Ching-chong
18
Hsing, Yu
17
Bahmani-Oskooee, Mohsen
15
Arize, Augustine Chuck
14
Chang, Wen-ya
14
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14
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14
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12
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12
Kit, Pong Wong
12
Wahl, Jack E.
12
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11
Rose, Andrew
11
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11
Zilcha, Itzhak
11
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10
Caporale, Guglielmo Maria
10
Corsetti, Giancarlo
10
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10
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9
Reitz, Stefan
9
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8
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8
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8
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8
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8
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8
Marsh, Ian
8
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8
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8
Tseng, Hui-kuan
8
Cho, Dooyeon
7
Della Posta, Pompeo
7
Dewachter, Hans
7
Edwards, Sebastian
7
Hall, Stephen G.
7
Kempa, Bernd
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Journal of international economics
2
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The review of financial studies
1
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ECONIS (ZBW)
5
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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 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:
4
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:
5
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:
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