//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Sarno, Lucio"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A simple class of square-root...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
33
Zinsstruktur
33
USA
17
United States
17
Forecasting model
12
Prognoseverfahren
12
Risikoprämie
12
Risk premium
12
Estimation
9
Schätzung
9
Theorie
9
Theory
9
Geldmarkt
8
Money market
8
Exchange rate
7
Wechselkurs
7
Capital income
6
Exchange rate risk
6
Kapitaleinkommen
6
Währungsrisiko
6
CAPM
5
Government securities
5
Risiko
5
Risk
5
Staatspapier
5
Currency derivative
4
Devisenmarkt
4
Erwartungsbildung
4
Expectation formation
4
Foreign exchange market
4
Welt
4
World
4
Währungsderivat
4
1991-2005
3
Currency risk premia
3
Currency speculation
3
Derivat
3
Derivative
3
Interest rate
3
Prognose
3
more ...
less ...
Online availability
All
Free
12
Undetermined
11
Type of publication
All
Book / Working Paper
21
Article
12
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Article in journal
12
Aufsatz in Zeitschrift
12
Bibliografie
1
more ...
less ...
Language
All
English
33
Author
All
Sarno, Lucio
Rudebusch, Glenn D.
117
Akram, Tanweer
67
Christensen, Jens H. E.
66
Diebold, Francis X.
58
Favero, Carlo A.
57
Bekaert, Geert
51
Krippner, Leo
51
Afonso, António
50
Wright, Jonathan H.
50
Chiarella, Carl
47
Wu, Jing Cynthia
47
Monfort, Alain
44
Chernov, Mikhail
43
Hamilton, James D.
42
Campbell, John Y.
39
Caporale, Guglielmo Maria
39
Kaminska, Iryna
38
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Dewachter, Hans
37
Gollier, Christian
37
Hördahl, Peter
37
Kim, Don H.
37
Schlögl, Erik
37
Jarrow, Robert A.
36
Mishkin, Frederic S.
36
Söderström, Ulf
36
Wei, Min
36
Bauer, Michael D.
34
Fabozzi, Frank J.
33
Koopman, Siem Jan
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Li, Canlin
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Rebonato, Riccardo
31
Gouriéroux, Christian
30
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
2
National Bureau of Economic Research
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
7
Discussion papers / CEPR
3
Working paper
3
Journal of financial economics
2
EMG working paper series
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
NBER Working Paper
1
NBER working paper series
1
Oxford bulletin of economics and statistics
1
Research Division working papers
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale
(
contributor
); …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740502
Saved in:
3
The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
Saved in:
4
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
Saved in:
5
What's unique about the federal funds rate? : evidence from a spectral perspective
Sarno, Lucio
;
Thornton, Daniel L.
;
Wen, Yi
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10003439758
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.
-
2007
Persistent link: https://www.econbiz.de/10003549589
Saved in:
7
Properties of foreign exchange risk premiums
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
-
2011
Persistent link: https://www.econbiz.de/10009310055
Saved in:
8
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:
9
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
10
Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->