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~person:"Sarno, Lucio"
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ECONIS (ZBW)
82
RePEc
4
EconStor
2
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1
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
Saved in:
2
The scapegoat theory of exchange rates : the first tests
Fratzscher, Marcel
;
Rime, Dagfinn
;
Sarno, Lucio
;
Zinna, …
-
2014
Persistent link: https://www.econbiz.de/10011539409
Saved in:
3
Currency value
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
-
2016
Persistent link: https://www.econbiz.de/10011522077
Saved in:
4
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:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
[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
Saved in:
10
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
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