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Real exchange rate dynamics in transition economies : a nonlinear analysis
Taylor, Mark P. (contributor); Sarno, Lucio (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 3, pp. 153-177
Persistent link: https://www.econbiz.de/10001769748
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Currency risk premia redux
Nucera, Federico; Sarno, Lucio; Zinna, Gabriele - 2023
Persistent link: https://www.econbiz.de/10014235331
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Foreign exchange intervention : a new database
Fratzscher, Marcel; Heidland, Tobias; Menkhoff, Lukas; … - In: IMF economic review 71 (2023) 4, pp. 852-884
Persistent link: https://www.econbiz.de/10014437201
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Spot and forward volatility in foreign exchange
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2010
Persistent link: https://www.econbiz.de/10003994498
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Currency momentum strategies
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2012
Persistent link: https://www.econbiz.de/10009502371
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Carry trades and global foreign exchange volatility
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2011
Persistent link: https://www.econbiz.de/10008990031
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Which fundamentals drive exchange rates? : a cross-sectional perspective
Sarno, Lucio; Schmeling, Maik - 2013
Persistent link: https://www.econbiz.de/10009760836
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Volatility risk premia and exchange rate predictability?
Della Corte, Pasquale; Ramadorai, Tarun; Sarno, Lucio - 2013
Persistent link: https://www.econbiz.de/10009786213
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The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - 2010
Persistent link: https://www.econbiz.de/10008747149
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The scapegoat theory of exchange rates : the first tests
Fratzscher, Marcel; Sarno, Lucio; Zinna, Gabriele - 2012
Persistent link: https://www.econbiz.de/10009512081