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Sarno, Lucio
67
Taylor, Mark P.
23
Valente, Giorgio
21
Thornton, Daniel L.
8
Della Corte, Pasquale
5
Rime, Dagfinn
5
Chowdhury, Ibrahim
3
Clarida, Richard H.
3
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3
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3
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2
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2
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2
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1
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1
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Journal of international money and finance
7
Journal of banking & finance
6
Journal of international economics
6
Journal of financial economics
5
The journal of futures markets
4
International journal of finance & economics : IJFE
3
Journal of macroeconomics
3
Journal of money, credit and banking : JMCB
3
The review of financial studies
3
Economics letters
2
IMF staff papers
2
Rivista di politica economica
2
The Manchester School
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Working paper / National Bureau of Economic Research, Inc
2
Applied financial economics
1
Economic inquiry : journal of the Western Economic Association International
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economica
1
Economie & prévision : EP
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
International economic review
1
Journal of business finance & accounting : JBFA
1
Journal of development economics
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Macroeconomic dynamics
1
Oxford bulletin of economics and statistics
1
Review of finance : journal of the European Finance Association
1
Review of world economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The World Bank economic review
1
The economic journal : the journal of the Royal Economic Society
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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EconStor
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BASE
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USB Cologne (EcoSocSci)
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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. 3147-3170
Persistent link: https://www.econbiz.de/10007302466
Saved in:
2
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
Sarno, Lucio
;
Valente, Giorgio
;
Leon, Hyginus
- In:
Review of finance : journal of the European Finance …
10
(
2006
)
3
,
pp. 443
Persistent link: https://www.econbiz.de/10007305384
Saved in:
3
Monetary Policy Rules, Asset Prices, and Exchange Rates
Chadha, Jagjit S.
;
Sarno, Lucio
;
Valente, Giorgio
- In:
IMF staff papers
51
(
2004
)
3
,
pp. 529-552
Persistent link: https://www.econbiz.de/10007441702
Saved in:
4
Comparing the accuracy of density forecasts from competing models
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of forecasting
23
(
2004
)
8
,
pp. 541-558
Persistent link: https://www.econbiz.de/10006878873
Saved in:
5
Federal Funds Rate Prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10006643725
Saved in:
6
The Cost of Carry Model and Regime Shifts in Stock Index Futures Markets: An Empirical Investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10006837135
Saved in:
7
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/10007614822
Saved in:
8
Exchange rates and fundamentals: evidence on the economic value of predictability
Abhyankar, Abhay
;
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international economics
66
(
2005
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10007641319
Saved in:
9
The out-of-sample success of term structure models as exchange rate predictors: a step beyond
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
Journal of international economics
60
(
2003
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10007657467
Saved in:
10
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes
Sarno, Lucio
;
Valente, Giorgio
;
Wohar, Mark E.
- In:
Economic inquiry : journal of the Western Economic …
42
(
2004
)
2
,
pp. 179-193
Persistent link: https://www.econbiz.de/10006248985
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