Narrow search
Showing 1 - 10 of 35
Cover Image
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
Cover Image
The dynamic relationship between the federal funds rate and the treasury bill rate : an empirical investigation
Sarno, Lucio - 2002
Persistent link: https://www.econbiz.de/10013423817
Cover Image
Federal funds rate prediction
Sarno, Lucio - 2004
Persistent link: https://www.econbiz.de/10013424490
Cover Image
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio - 2005
Persistent link: https://www.econbiz.de/10013424666
Cover Image
Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio; Valente, Giorgio - 2008
Persistent link: https://www.econbiz.de/10003639612
Cover Image
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
Cover Image
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
Cover Image
Spot and forward volatility in foreign exchange
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2010
Persistent link: https://www.econbiz.de/10003994498
Cover Image
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2007
Persistent link: https://www.econbiz.de/10003618043
Cover Image
Carry trades and global foreign exchange volatility
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2011
Persistent link: https://www.econbiz.de/10008990031