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~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper series / European Central Bank"
~person:"Sarno, Lucio"
~subject:"Estimation"
~subject:"Interest rate"
~subject:"Risikoprämie"
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Sarno, Lucio
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Applied economics
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The dynamic relationship between the federal funds rate and the Treasury bill rate : an empirical investigation
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10001757811
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2
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
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