دنبال کردن
LUCIO SARNO
LUCIO SARNO
Cambridge Judge Business School, University of Cambridge
ایمیل تأیید شده در jbs.cam.ac.uk - صفحهٔ اصلی
عنوان
نقل شده توسط
نقل شده توسط
سال
Nonlinear mean‐reversion in real exchange rates: toward a solution to the purchasing power parity puzzles‏
MP Taylor, DA Peel, L Sarno‏
International economic review 42 (4), 1015-1042, 2001‏
13452001
The economics of exchange rates‏
L Sarno, MP Taylor‏
Cambridge university press, 2003‏
13002003
The behavior of real exchange rates during the post-Bretton Woods period‏
MP Taylor, L Sarno‏
Journal of international Economics 46 (2), 281-312, 1998‏
11991998
Official intervention in the foreign exchange market: is it effective and, if so, how does it work?‏
L Sarno, MP Taylor‏
journal of Economic Literature 39 (3), 839-868, 2001‏
11642001
Carry trades and global foreign exchange volatility‏
L Menkhoff, L Sarno, M Schmeling, A Schrimpf‏
The Journal of Finance 67 (2), 681-718, 2012‏
11562012
Purchasing power parity and the real exchange rate‏
L Sarno, MP Taylor‏
IMF staff papers 49 (1), 65-105, 2002‏
8492002
Currency momentum strategies‏
L Menkhoff, L Sarno, M Schmeling, A Schrimpf‏
Journal of Financial Economics 106 (3), 660-684, 2012‏
7462012
Capital flows to developing countries: long-and short-term determinants‏
MP Taylor, L Sarno‏
The World Bank Economic Review 11 (3), 451-470, 1997‏
5411997
Arbitrage in the foreign exchange market: Turning on the microscope‏
QF Akram, D Rime, L Sarno‏
Journal of International Economics 76 (2), 237-253, 2008‏
5212008
How the subprime crisis went global: Evidence from bank credit default swap spreads‏
B Eichengreen, A Mody, M Nedeljkovic, L Sarno‏
Journal of International Money and Finance 31 (5), 1299-1318, 2012‏
4842012
Towards a solution to the puzzles in exchange rate economics: Where do we stand?‏
L Sarno‏
Canadian Journal of Economics/Revue canadienne d'économique 38 (3), 673-708, 2005‏
4242005
The out-of-sample success of term structure models as exchange rate predictors: a step beyond‏
RH Clarida, L Sarno, MP Taylor, G Valente‏
Journal of International Economics 60 (1), 61-83, 2003‏
3992003
Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation‏
L Sarno, MP Taylor‏
Journal of Development Economics 59 (2), 337-364, 1999‏
3681999
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study‏
L Sarno, MP Taylor, I Chowdhury‏
Journal of International Money and Finance 23 (1), 1-25, 2004‏
3252004
An economic evaluation of empirical exchange rate models‏
P Della Corte, L Sarno, I Tsiakas‏
The review of financial studies 22 (9), 3491-3530, 2009‏
3242009
Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests‏
L Sarno, MP Taylora‏
Journal of International Money and finance 18 (4), 637-657, 1999‏
2961999
Currency premia and global imbalances‏
PD Corte, SJ Riddiough, L Sarno‏
The Review of Financial Studies 29 (8), 2161-2193, 2016‏
2532016
Volatility risk premia and exchange rate predictability‏
P Della Corte, T Ramadorai, L Sarno‏
Journal of Financial Economics 120 (1), 21-40, 2016‏
2462016
Nonlinearity in deviations from uncovered interest parity: an explanation of the forward bias puzzle‏
L Sarno, G Valente, H Leon‏
Review of Finance 10 (3), 443-482, 2006‏
2392006
How well do monetary fundamentals forecast exchange rates?‏
CJ Neely, L Sarno‏
Federal Reserve Bank of St. Louis Working Paper Series, 2002‏
2382002
سیستم در حال حاضر قادر به انجام عملکرد نیست. بعداً دوباره امتحان کنید.
مقاله‌ها 1–20