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Federal funds rate prediction
Sarno, Lucio - 2004
Persistent link: https://www.econbiz.de/10013424490
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The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio - 2005
Persistent link: https://www.econbiz.de/10013424666
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The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale; Sarno, Lucio; Thornton, Daniel L. - 2007
Persistent link: https://www.econbiz.de/10003549589
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The dynamic relationship between the federal funds rate and the treasury bill rate : an empirical investigation
Sarno, Lucio - 2002
Persistent link: https://www.econbiz.de/10013423817
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Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus - 2006
Persistent link: https://www.econbiz.de/10003310568
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Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio; Valente, Giorgio - 2008
Persistent link: https://www.econbiz.de/10003639612
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The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - 2002
Persistent link: https://www.econbiz.de/10013423845
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Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio - 2003
Persistent link: https://www.econbiz.de/10013424323
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Monetary policy rules, asset prices and exchange rates
Chadha, Jagjit - 2003
Persistent link: https://www.econbiz.de/10013424350
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Asset prices and international spillovers : an empirical investigation
Sarno, Lucio - 2004
Persistent link: https://www.econbiz.de/10013424414