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subject:"United States"
type_genre:"Article in journal"
~person:"Sarno, Lucio"
~subject:"Welt"
~type_genre:"Bibliography included"
~type_genre:"Case study"
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Welt
Estimation
26
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8
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Sarno, Lucio
Gupta, Rangan
81
Bahmani-Oskooee, Mohsen
47
Gil-Alaña, Luis A.
38
Wohar, Mark E.
33
Caporale, Guglielmo Maria
30
Apergēs, Nikolaos
26
Balcilar, Mehmet
24
Hammoudeh, Shawkat
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Lee, Chien-chiang
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20
Xuan Vinh Vo
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19
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17
Cheung, Yin-Wong
17
Goel, Rajeev K.
17
Pierdzioch, Christian
17
Tiwari, Aviral Kumar
17
Rose, Andrew
16
Salisu, Afees A.
16
Yilmazkuday, Hakan
16
Hsing, Yu
15
Miller, Stephen M.
15
Heckman, James J.
14
Hess, Gregory D.
14
Payne, James E.
14
Voigt, Stefan
14
Bollerslev, Tim
13
Moosa, Imad A.
13
Nunnenkamp, Peter
13
Pesaran, M. Hashem
13
Saunoris, James W.
13
Serletis, Apostolos
13
Woessmann, Ludger
13
Bali, Turan G.
12
Bekaert, Geert
12
Cebula, Richard J.
12
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The journal of futures markets
3
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2
American economic journal : a journal of the American Economic Association
1
Applied economics
1
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1
Economic inquiry : journal of the Western Economic Association International
1
IMF staff papers
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of money, credit and banking : JMCB
1
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
16
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
3
When is foreign exchange intervention effective? : evidence from 33 countries
Fratzscher, Marcel
;
Gloede, Oliver
;
Menkhoff, Lukas
; …
- In:
American economic journal : a journal of the American …
11
(
2019
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10011962406
Saved in:
4
What drives international portfolio flows?
Sarno, Lucio
;
Tsiakas, Ilias
;
Ulloa, Barbara
- In:
Journal of international money and finance
60
(
2016
),
pp. 53-72
Persistent link: https://www.econbiz.de/10011660841
Saved in:
5
Which fundamentals drive exchange rates? : a cross-sectional perspective
Sarno, Lucio
;
Schmeling, Maik
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
2/3
,
pp. 267-292
Persistent link: https://www.econbiz.de/10010464116
Saved in:
6
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:
7
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra
;
Sarno, Lucio
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
Saved in:
8
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:
9
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:
10
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:
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