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Arbitrage in the foreign exchange market : turning on the microscope
Akram, Qaisar Farooq; Rime, Dagfinn; Sarno, Lucio - 2008
Persistent link: https://www.econbiz.de/10003728667
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Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus - 2006
Persistent link: https://www.econbiz.de/10003310568
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Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio; Valente, Giorgio - 2008
Persistent link: https://www.econbiz.de/10003639612
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An economic evaluation of empirical exchange rate models
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2007
Persistent link: https://www.econbiz.de/10003618043
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The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale; Sarno, Lucio; Thornton, Daniel L. - 2007
Persistent link: https://www.econbiz.de/10003549589
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When is foreign exchange intervention effective? : evidence from 33 countries
Fratzscher, Marcel; Gloede, Oliver; Menkhoff, Lukas; … - 2017
Persistent link: https://www.econbiz.de/10011820374
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Non-linear dynamics, spillovers and growth in the G7 economies : an empirical investigation
Sarno, Lucio - 2000
Persistent link: https://www.econbiz.de/10013423149
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Currency premia and global imbalances
Della Corte, Pasquale; Riddiough, Steven J.; Sarno, Lucio - 2016
Persistent link: https://www.econbiz.de/10011447855
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Carry trades and global foreign exchange volatility
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2011
Persistent link: https://www.econbiz.de/10008990031