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~person:"Sarno, Lucio"
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Sarno, Lucio
Fabozzi, Frank J.
75
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61
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50
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43
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41
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40
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34
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ECONIS (ZBW)
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1
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Saved in:
2
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
3
Federal funds rate prediction
Sarno, Lucio
-
2004
Persistent link: https://www.econbiz.de/10013424490
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.
; …
-
2002
Persistent link: https://www.econbiz.de/10013423845
Saved in:
5
The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos
;
Sarno, Lucio
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
Saved in:
6
Simultaneity and causality between derivatives trading and spot market volatility in the UK : an empirical investigation
Kyriacou, Kyriacos
;
Sarno, Lucio
-
1998
Persistent link: https://www.econbiz.de/10001586825
Saved in:
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