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Sarno, Lucio
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Journal of financial economics
Money Macro and Finance (MMF) Research Group Conference 2003
112
Money Macro and Finance (MMF) Research Group Conference 2004
101
Money Macro and Finance (MMF) Research Group Conference 2006
99
Money Macro and Finance (MMF) Research Group Conference 2005
91
Discussion paper / Centre for Economic Policy Research
35
CEPR Discussion Papers
34
Journal of banking & finance
17
ECB Working Paper
14
Journal of international economics
11
Journal of international money and finance
11
Working Papers / Financial Econometrics Research Centre, Warwick Business School
11
Discussion papers / CEPR
8
The journal of futures markets
8
Working Papers / Federal Reserve Bank of St. Louis
8
Journal of money, credit and banking : JMCB
7
Working Paper Series / European Central Bank
7
Working paper series / European Central Bank
7
International journal of finance & economics : IJFE
6
Journal of Banking & Finance
6
Journal of International Money and Finance
6
Review / Federal Reserve Bank of St. Louis
6
The review of financial studies
6
Working paper
6
EMG working paper series
5
Economics and Finance Discussion Papers
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Economics letters
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Journal of International Economics
5
Journal of macroeconomics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
IMF staff papers
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Journal of Financial Economics
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Journal of Futures Markets
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Journal of Money, Credit and Banking
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The Manchester School
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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1
Properties of foreign exchange risk premiums
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 279-311
Persistent link: https://www.econbiz.de/10009980983
Saved in:
2
Currency momentum strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 660-685
Persistent link: https://www.econbiz.de/10010034718
Saved in:
3
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.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-175
Persistent link: https://www.econbiz.de/10008898153
Saved in:
4
Spot and forward volatility in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 496-514
Persistent link: https://www.econbiz.de/10008992554
Saved in:
5
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.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-174
Persistent link: https://www.econbiz.de/10008085341
Saved in:
6
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.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
Saved in:
7
Risky bank guarantees
Mäkinen, Taneli
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 490-522
Persistent link: https://www.econbiz.de/10012545629
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Currency momentum strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 660-684
Persistent link: https://www.econbiz.de/10009710153
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