Takip et
LUCIO SARNO
LUCIO SARNO
Cambridge Judge Business School, University of Cambridge
jbs.cam.ac.uk üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
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
13412001
The economics of exchange rates
L Sarno, MP Taylor
Cambridge university press, 2003
13132003
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
12101998
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
11832001
Carry trades and global foreign exchange volatility
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
The Journal of Finance 67 (2), 681-718, 2012
11502012
Purchasing power parity and the real exchange rate
L Sarno, MP Taylor
IMF staff papers 49 (1), 65-105, 2002
8582002
Currency momentum strategies
L Menkhoff, L Sarno, M Schmeling, A Schrimpf
Journal of Financial Economics 106 (3), 660-684, 2012
7422012
Capital flows to developing countries: long-and short-term determinants
MP Taylor, L Sarno
The World Bank Economic Review 11 (3), 451-470, 1997
5451997
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
5162008
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
4902012
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
4252005
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
4012003
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
3711999
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
3292004
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
3222009
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
2981999
Currency premia and global imbalances
PD Corte, SJ Riddiough, L Sarno
The Review of Financial Studies 29 (8), 2161-2193, 2016
2482016
Volatility risk premia and exchange rate predictability
P Della Corte, T Ramadorai, L Sarno
Journal of Financial Economics 120 (1), 21-40, 2016
2482016
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
2432006
How well do monetary fundamentals forecast exchange rates?
CJ Neely, L Sarno
Federal Reserve Bank of St. Louis Working Paper Series, 2002
2392002
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