Články se zplnomocněním k veřejnému přístupu - LUCIO SARNODalší informace
Dostupné někde: 10
Carry trades and global foreign exchange volatility
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
The Journal of Finance 67 (2), 681-718, 2012
Zplnomocnění: German Research Foundation
Currency momentum strategies
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
Journal of Financial Economics 106 (3), 660-684, 2012
Zplnomocnění: German Research Foundation, Danish National Research Foundation
Volatility risk premia and exchange rate predictability
P Della Corte, T Ramadorai, L Sarno
Journal of Financial Economics 120 (1), 21-40, 2016
Zplnomocnění: UK Economic and Social Research Council
Information flows in foreign exchange markets: Dissecting customer currency trades
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
The Journal of Finance 71 (2), 601-634, 2016
Zplnomocnění: German Research Foundation, UK Economic and Social Research Council
The scapegoat theory of exchange rates: the first tests
M Fratzscher, D Rime, L Sarno, G Zinna
Journal of Monetary Economics 70, 1-21, 2015
Zplnomocnění: UK Economic and Social Research Council
Which fundamentals drive exchange rates? A cross‐sectional perspective
L Sarno, M Schmeling
Journal of Money, Credit and Banking 46 (2-3), 267-292, 2014
Zplnomocnění: German Research Foundation, UK Economic and Social Research Council
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
Zplnomocnění: Austrian Science Fund, Knut and Alice Wallenberg Foundation, Marcus and …
Currency risk premia and macro fundamentals
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
Available at SSRN, 2013
Zplnomocnění: German Research Foundation, UK Economic and Social Research Council
Foreign exchange intervention: A new database
M Fratzscher, T Heidland, L Menkhoff, L Sarno, M Schmeling
IMF Economic Review 71 (4), 852-884, 2023
Zplnomocnění: German Research Foundation
The cross-section of currency order flow portfolios
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
Unpublished working paper, 2012
Zplnomocnění: German Research Foundation
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