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Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 449-472

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Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100

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Della Corte, Pasquale; Sarno, Lucio; Thornton, Daniel L. - In: Journal of financial economics 89 (2008) 1, pp. 158-174

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Thornton, Daniel L. - In: Monetary and economic studies 22 (2004) 2, pp. 45-69

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Wen, Yi - In: Journal of economic dynamics & control 31 (2007) 1, pp. 1-24

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Wen, Yi; Zeng, Bing - In: Economics letters 64 (1999) 2, pp. 151-160

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