Narrow search
Showing 1 - 10 of 126
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
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
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
Cover Image
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
Cover Image
Exchange rates and sovereign risk
Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - 2021
Persistent link: https://www.econbiz.de/10012502051
Cover Image
Business cycles and currency returns
Sarno, Lucio; Colacito, Ric; Riddiough, Steven - 2019
Persistent link: https://www.econbiz.de/10012196047
Cover Image
Business cycles and currency returns
Colacito, Riccardo; Riddiough, Steven J.; Sarno, Lucio - In: Journal of financial economics 137 (2020) 3, pp. 659-678
Persistent link: https://www.econbiz.de/10012588343
Cover Image
Exchange rates and sovereign risk
Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - 2021
Persistent link: https://www.econbiz.de/10013188169
Cover Image
Exchange rates and sovereign risk
Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992