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Nonlinearity in Deviations Fro...
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Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio
;
Valente, Giorgio
;
Leon, Hyginus L.
- In:
Review of finance : journal of the European Finance …
10
(
2006
)
3
,
pp. 443-482
Persistent link: https://www.econbiz.de/10003408032
Saved in:
2
Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio
;
Valente, Giorgio
-
2008
Persistent link: https://www.econbiz.de/10003639612
Saved in:
3
Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio
;
Valente, Giorgio
;
Leon, Hyginus
-
2006
Persistent link: https://www.econbiz.de/10003310568
Saved in:
4
Nonlinearity in deviations from uncovered interest parity : an explanation of the foreward bias puzzle
Sarno, Lucio
;
Valente, Giorgio
;
Leon, Hyginus
-
2006
Persistent link: https://www.econbiz.de/10003348270
Saved in:
5
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:
6
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:
7
Exchange rates and fundamentals : footloose or evolving relationship?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of the European Economic Association
7
(
2009
)
4
,
pp. 786-830
Persistent link: https://www.econbiz.de/10003991826
Saved in:
8
Deviations from purchasing power parity under different exchange rate regimes : do they revert and, if so, how?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3147-3169
Persistent link: https://www.econbiz.de/10003386439
Saved in:
9
A century of equity premium predictability and the consumption-wealth ratio : an international perspective
Della Corte, Pasquale
;
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10009267297
Saved in:
10
What do stock markets tell us about exchange rates?
Cenedese, Gino
;
Payne, Richard
;
Sarno, Lucio
;
Valente, …
-
2015
Persistent link: https://www.econbiz.de/10011327133
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