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Timing exchange rates using order flow : the case of the Loonie
King, Michael R.; Sarno, Lucio; Sojli, Elvira - In: Journal of banking & finance 34 (2010) 12, pp. 2917-2928
Persistent link: https://www.econbiz.de/10008859370
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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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Does the law of one price hold in international financial markets? : evidence from tick data
Akram, Qaisar Farooq; Rime, Dagfinn; Sarno, Lucio - In: Journal of banking & finance 33 (2009) 10, pp. 1741-1754
Persistent link: https://www.econbiz.de/10003886756
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Policy convergence, the exchange rate mechanism and the misalignment of exchange rates : some tests of purchasing power parity and generalized purchasing power parity
Sarno, Lucio - In: Applied economics 29 (1997) 5, pp. 591-605
Persistent link: https://www.econbiz.de/10001225026
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The cost of foreign-currency lending
Delēs, Manthos D.; Politsidis, Panagiotis N.; Sarno, Lucio - In: Journal of banking & finance 136 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013448767