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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
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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
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Currency value
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The review of financial studies 30 (2017) 2, pp. 416-441
Persistent link: https://www.econbiz.de/10011746100
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The cost of foreign-currency lending
Delēs, Manthos D.; Politsidis, Panagiotis N.; Sarno, Lucio - In: Journal of banking & finance 136 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013448767
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Currency risk premiums redux
Nucera, Federico; Sarno, Lucio; Zinna, Gabriele - In: The review of financial studies 37 (2024) 2, pp. 356-408
Persistent link: https://www.econbiz.de/10014528715