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ECONIS (ZBW)
92
RePEc
7
EconStor
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1
The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
-
2010
Persistent link: https://www.econbiz.de/10008747149
Saved in:
2
The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 100-115
Persistent link: https://www.econbiz.de/10009565394
Saved in:
3
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3491-3530
Persistent link: https://www.econbiz.de/10003885717
Saved in:
4
Spot and forward
volatility
in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
-
2010
Persistent link: https://www.econbiz.de/10003994498
Saved in:
5
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
-
2007
Persistent link: https://www.econbiz.de/10003618043
Saved in:
6
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:
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 scapegoat theory of exchange rates : the first tests
Fratzscher, Marcel
;
Sarno, Lucio
;
Zinna, Gabriele
-
2012
Persistent link: https://www.econbiz.de/10009765239
Saved in:
9
Volatility
risk premia and exchange rate predictability?
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
-
2013
Persistent link: https://www.econbiz.de/10009786213
Saved in:
10
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:
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