Narrow search
Showing 1 - 10 of 82
Cover Image
Exchange rate and interest rate volatility in the European monetary system : some further results
Sarno, Lucio - In: Applied financial economics 7 (1997) 3, pp. 255-263
Persistent link: https://www.econbiz.de/10001227556
Cover Image
The scapegoat theory of exchange rates : the first tests
Fratzscher, Marcel; Rime, Dagfinn; Sarno, Lucio; Zinna, … - 2014
Persistent link: https://www.econbiz.de/10011539409
Cover Image
Currency value
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2016
Persistent link: https://www.econbiz.de/10011522077
Cover Image
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
Cover Image
Which fundamentals drive exchange rates? : a cross-sectional perspective
Sarno, Lucio; Schmeling, Maik - In: Journal of money, credit and banking : JMCB 46 (2014) 2/3, pp. 267-292
Persistent link: https://www.econbiz.de/10010464116
Cover Image
Currency value
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The review of financial studies 30 (2017) 2, pp. 416-441
Persistent link: https://www.econbiz.de/10011746100
Cover Image
The scapegoat theory of exchange rates : the first tests
Fratzscher, Marcel; Rime, Dagfinn; Sarno, Lucio; Zinna, … - In: Journal of monetary economics 70 (2015), pp. 1-21
Persistent link: https://www.econbiz.de/10011381119
Cover Image
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: Journal of international economics 60 (2003) 1, pp. 61-83
Persistent link: https://www.econbiz.de/10001754209
Cover Image
[Rezension von: Sarno, Lucio; Taylor, Mark P., The economics of exchange rates]
Menkhoff, Lukas - In: Review of world economics 139 (2003) 3, pp. 579-581
Persistent link: https://www.econbiz.de/10001814395
Cover Image
Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio; Valente, Giorgio; Wohar, Mark E. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 2, pp. 179-193
Persistent link: https://www.econbiz.de/10002030002