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~person:"Sarno, Lucio"
~subject:"Capital income"
~subject:"Welt"
~type_genre:"Article in journal"
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Search: subject:"Risikoprämie"
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Welt
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6
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Sarno, Lucio
Zaremba, Adam
26
Gupta, Rangan
16
Wohar, Mark E.
12
Long, Huaigang
10
Bali, Turan G.
9
Bekaert, Geert
9
Bollerslev, Tim
9
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9
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8
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8
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7
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7
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7
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7
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7
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7
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6
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6
Harvey, Campbell R.
6
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6
Maio, Paulo
6
Nonejad, Nima
6
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6
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6
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6
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6
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5
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5
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5
Della Corte, Pasquale
5
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5
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5
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5
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5
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5
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2
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1
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1
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ECONIS (ZBW)
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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
Information flows in foreign exchange markets : dissecting customer currency trades
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The journal of finance : the journal of the American …
71
(
2016
)
2
,
pp. 601-634
Persistent link: https://www.econbiz.de/10011482338
Saved in:
4
Currency premia and global imbalances
Della Corte, Pasquale
;
Riddiough, Steven J.
;
Sarno, Lucio
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2161-2193
Persistent link: https://www.econbiz.de/10011578989
Saved in:
5
Volatility risk premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
Saved in:
6
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
7
Properties of foreign exchange risk premiums
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 279-310
Persistent link: https://www.econbiz.de/10009666833
Saved in:
8
A century of equity premium predictability and the consumption-wealth ratio : an international perspective
Della Corte, Pasquale
;
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10009267297
Saved in:
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