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Spot and forward volatility in foreign exchange
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - In: Journal of financial economics 100 (2011) 3, pp. 496-513
Persistent link: https://www.econbiz.de/10009242107
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Properties of foreign exchange risk premiums
Sarno, Lucio; Schneider, Paul; Wagner, Christian - In: Journal of financial economics 105 (2012) 2, pp. 279-310
Persistent link: https://www.econbiz.de/10009666833
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Business cycles and currency returns
Colacito, Riccardo; Riddiough, Steven J.; Sarno, Lucio - In: Journal of financial economics 137 (2020) 3, pp. 659-678
Persistent link: https://www.econbiz.de/10012588343
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Volatility risk premia and exchange rate predictability
Della Corte, Pasquale; Ramadorai, Tarun; Sarno, Lucio - In: Journal of financial economics 120 (2016) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10011590062