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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
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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
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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
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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
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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
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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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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/10007261382
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Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
Sarno, Lucio; Valente, Giorgio - In: Journal of applied econometrics 20 (2005) 3, pp. 345-376
Persistent link: https://www.econbiz.de/10006960024
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The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - 2002
Persistent link: https://www.econbiz.de/10013423845
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Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio - 2003
Persistent link: https://www.econbiz.de/10013424323