//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper series / European Central Bank"
~person:"Sarno, Lucio"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
2
Volatility
2
Volatilität
2
Wechselkurs
2
Average correlation
1
Average variance
1
Capital income
1
Carry trade
1
Correlation
1
Currency speculation
1
Devisenmarkt
1
Estimation
1
Estimation theory
1
Exchange rate risk
1
Exchange rate theory
1
Exchange rates
1
Forecasting model
1
Foreign exchange market
1
Geldmarkt
1
Government securities
1
Informational efficiency
1
Informationseffizienz
1
Interest rate
1
Kapitaleinkommen
1
Korrelation
1
Market variance
1
Money market
1
Prognoseverfahren
1
Quantile regression
1
Regression analysis
1
Regressionsanalyse
1
Risikoprämie
1
Risk premium
1
Schätztheorie
1
Schätzung
1
Staatspapier
1
USA
1
United States
1
Wechselkurstheorie
1
Währungsrisiko
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Sarno, Lucio
De Santis, Roberto A.
8
Lemke, Wolfgang
8
Ma, Feng
8
Umar, Zaghum
8
Chen, Tsung-kang
6
Hoerova, Marie
6
Hördahl, Peter
6
Liao, Hsien-hsing
6
Nyholm, Ken
6
Scheicher, Martin
6
Skiadopoulos, George
6
Werner, Thomas
6
Zhang, Yaojie
6
Bekaert, Geert
5
Cassola, Nuno
5
Garcia, Juan Angel
5
Gubareva, Mariya
5
Morana, Claudio
5
Prokopczuk, Marcel
5
Puigvert Gutiérrez, Josep Maria
5
Taylor, Stephen
5
Tiwari, Aviral Kumar
5
Tristani, Oreste
5
Yoon, Seong-min
5
Zhu, Huiming
5
Afonso, António
4
Alexander, Carol
4
Altavilla, Carlo
4
Bahmani-Oskooee, Mohsen
4
Brand, Claus
4
Carboni, Giacomo
4
Checherita-Westphal, Cristina
4
Clements, Adam
4
Ehrmann, Michael
4
Goutte, Stéphane
4
Gupta, Rangan
4
Hammoudeh, Shawkat
4
Harris, Richard D. F.
4
Ignatieva, Ekaterina
4
Jaccard, Ivan
4
more ...
less ...
Published in...
All
Applied economics
Journal of banking & finance
Working paper series / European Central Bank
Discussion paper / Centre for Economic Policy Research
12
Discussion papers / CEPR
5
Journal of financial economics
5
EMG working paper series
3
Working paper
3
CEPR Discussion Papers
2
Journal of money, credit and banking : JMCB
2
Applied financial economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
DIW Berlin Discussion Paper
1
Discussion paper
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
ECB Working Paper
1
International journal of finance & economics : IJFE
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of international money and finance
1
Journal of monetary economics
1
NBER Working Paper
1
NBER working paper series
1
Oxford bulletin of economics and statistics
1
Research Division working papers
1
Temi di discussione / Banca d'Italia
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
The scapegoat theory of exchange rates : the first tests
Fratzscher, Marcel
;
Sarno, Lucio
;
Zinna, Gabriele
-
2012
Persistent link: https://www.econbiz.de/10009765239
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->