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~isPartOf:"Journal of financial economics"
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Exchange rate
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Sarno, Lucio
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Della Corte, Pasquale
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Schmeling, Maik
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Schneider, Paul
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Schrimpf, Andreas
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Journal of financial economics
Discussion paper / Centre for Economic Policy Research
61
ISER Working Paper Series
59
Applied economics
46
Journal of international money and finance
46
CEPR Discussion Papers
40
NBER Working Paper
40
NBER working paper series
40
Working paper / National Bureau of Economic Research, Inc.
39
NBER Working Papers
34
International journal of finance & economics : IJFE
25
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24
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Journal of International Money and Finance
21
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19
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Applied financial economics
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Journal of international economics
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Applied Economics
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The economic journal : the journal of the Royal Economic Society
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Economics Letters
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IMF working papers
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Journal of banking & finance
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Oxford bulletin of economics and statistics
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The review of economics and statistics
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Working Papers / Financial Econometrics Research Centre, Warwick Business School
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Discussion paper series / Department of Economics, Columbia University
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Scottish journal of political economy : the journal of the Scottish Economic Society
10
The international library of critical writings in economics
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International Journal of Finance & Economics
9
The review of financial studies
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1
Importance of transaction costs for asset allocation in foreign exchange markets
Filippou, Ilias
;
Maurer, Thomas
;
Pezzo, Luca
;
Taylor, …
- In:
Journal of financial economics
159
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015072587
Saved in:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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