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Schätzung
Exchange rate
87
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87
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76
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72
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72
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60
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59
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Sarno, Lucio
52
Valente, Giorgio
14
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6
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6
Menkhoff, Lukas
6
Zinna, Gabriele
6
Taylor, Mark P.
5
Heidland, Tobias
4
Rime, Dagfinn
4
Schmeling, Maik
4
Tsiakas, Ilias
4
Akram, Qaisar Farooq
3
Nucera, Federico
3
Thornton, Daniel L.
3
Cenedese, Gino
2
Chadha, Jagjit
2
Li, Junye
2
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2
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2
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2
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2
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3
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ECONIS (ZBW)
58
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1
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:
2
Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
Saved in:
3
Monetary policy rules, asset prices, and exchange rates
Chadha, Jagjit
;
Sarno, Lucio
;
Valente, Giorgio
- In:
IMF staff papers
51
(
2004
)
3
,
pp. 529-552
Persistent link: https://www.econbiz.de/10002733163
Saved in:
4
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/10002030002
Saved in:
5
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/10001523738
Saved in:
6
Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio
-
2003
Persistent link: https://www.econbiz.de/10013424323
Saved in:
7
Monetary policy rules, asset prices and exchange rates
Chadha, Jagjit
-
2003
Persistent link: https://www.econbiz.de/10013424350
Saved in:
8
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
-
2005
Persistent link: https://www.econbiz.de/10013424666
Saved in:
9
Monetary policy rules and regime shifts
Valente, Giorgio
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 525-535
Persistent link: https://www.econbiz.de/10001770781
Saved in:
10
Adjustment costs and nonlinear dynamics in the demand for money : Italy, 1861 - 1991
Sarno, Lucio
- In:
International journal of finance & economics : IJFE
4
(
1999
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10001434326
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