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~language:"eng"
~type_genre:"Article in journal"
~subject:"Estimation"
~person:"Sarno, Lucio"
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Estimation
Exchange rate
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24
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Sarno, Lucio
Gupta, Rangan
173
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
126
Chang, Tsangyao
97
Caporale, Guglielmo Maria
92
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80
Wohar, Mark E.
80
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75
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74
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63
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61
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60
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56
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56
Su, Chi-Wei
53
Pierdzioch, Christian
51
Wagner, Joachim
50
Balcilar, Mehmet
49
Egger, Peter
47
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
46
Herwartz, Helmut
44
McMillan, David G.
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Xuan Vinh Vo
44
Holmes, Mark J.
41
Hammoudeh, Shawkat
40
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40
Payne, James E.
40
Tsionas, Efthymios G.
39
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
36
Schneider, Friedrich
36
Afonso, António
35
Brooks, Robert
35
MacDonald, Ronald
35
Salisu, Afees A.
35
Bouri, Elie
34
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34
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Journal of international money and finance
3
The journal of futures markets
3
International journal of finance & economics : IJFE
2
Journal of international economics
2
Review / Federal Reserve Bank of St. Louis
2
American economic journal : a journal of the American Economic Association
1
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1
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1
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1
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1
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1
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Arbitrage in the foreign exchange market : turning on the microscope
Akram, Qaisar Farooq
;
Rime, Dagfinn
;
Sarno, Lucio
- In:
Journal of international economics
76
(
2008
)
2
,
pp. 237-253
Persistent link: https://www.econbiz.de/10003794975
Saved in:
7
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:
8
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:
9
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:
10
International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates : the resolution of a conundrum
Taylor, Mark P.
;
Sarno, Lucio
- In:
International journal of finance & economics : IJFE
9
(
2004
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10001904965
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