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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
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Spot and forward volatility in foreign exchange
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2010
Persistent link: https://www.econbiz.de/10003994498
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An economic evaluation of empirical exchange rate models
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2007
Persistent link: https://www.econbiz.de/10003618043
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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
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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
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The scapegoat theory of exchange rates : the first tests
Fratzscher, Marcel; Sarno, Lucio; Zinna, Gabriele - 2012
Persistent link: https://www.econbiz.de/10009765239
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Volatility risk premia and exchange rate predictability?
Della Corte, Pasquale; Ramadorai, Tarun; Sarno, Lucio - 2013
Persistent link: https://www.econbiz.de/10009786213
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The scapegoat theory of exchange rates : the first tests
Fratzscher, Marcel; Rime, Dagfinn; Sarno, Lucio; Zinna, … - 2014
Persistent link: https://www.econbiz.de/10011539409
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Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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The scapegoat theory of exchange rates : the first tests
Fratzscher, Marcel; Sarno, Lucio; Zinna, Gabriele - 2012
Persistent link: https://www.econbiz.de/10009512081