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~person:"Sarno, Lucio"
~type_genre:"Article in journal"
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Exchange rate
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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10
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9
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9
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Sarno, Lucio
Bahmani-Oskooee, Mohsen
174
Hsing, Yu
63
MacDonald, Ronald
55
Taylor, Mark P.
46
Hegerty, Scott W.
37
Arize, Augustine Chuck
34
Broll, Udo
33
Sosvilla-Rivero, Simón
33
Cheung, Yin-Wong
32
Moosa, Imad A.
31
Belke, Ansgar
29
Harvey, Hanafiah
28
McKinnon, Ronald I.
28
Thorbecke, Willem
28
Beckmann, Joscha
27
Chinn, Menzie David
26
Pierdzioch, Christian
26
Wolff, Christiaan Cornelis Petrus
26
Caporale, Guglielmo Maria
24
Baek, Jungho
23
De Grauwe, Paul
23
Lai, Ching-chong
23
Baharumshah, Ahmad Zubaidi
22
Menkhoff, Lukas
22
Mignon, Valérie
22
Stadtmann, Georg
22
Tiwari, Aviral Kumar
22
Gupta, Rangan
21
Neely, Christopher J.
21
Aftab, Muhammad
20
Baillie, Richard
20
Engel, Charles
20
Kandil, Magda
20
Rogoff, Kenneth S.
20
Schnabl, Gunther
20
Gil-Alaña, Luis A.
19
Itō, Takatoshi
19
Obstfeld, Maurice
19
Rose, Andrew
19
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Journal of financial economics
4
Journal of international economics
4
The review of financial studies
3
Journal of banking & finance
2
Journal of money, credit and banking : JMCB
2
The journal of finance : the journal of the American Finance Association
2
Applied financial economics
1
Economic inquiry : journal of the Western Economic Association International
1
European economic review : EER
1
IMF staff papers
1
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1
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1
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1
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1
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1
Review of world economics
1
The Canadian journal of economics
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ECONIS (ZBW)
31
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1
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10
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31
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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
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:
5
Currency value
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 416-441
Persistent link: https://www.econbiz.de/10011746100
Saved in:
6
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:
7
Spot and forward volatility in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 496-513
Persistent link: https://www.econbiz.de/10009242107
Saved in:
8
Information flows in foreign exchange markets : dissecting customer currency trades
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The journal of finance : the journal of the American …
71
(
2016
)
2
,
pp. 601-634
Persistent link: https://www.econbiz.de/10011482338
Saved in:
9
Currency premia and global imbalances
Della Corte, Pasquale
;
Riddiough, Steven J.
;
Sarno, Lucio
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2161-2193
Persistent link: https://www.econbiz.de/10011578989
Saved in:
10
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
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