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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. - In: Journal of financial economics 89 (2008) 1, pp. 158-174
Persistent link: https://www.econbiz.de/10008085341
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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. - In: Journal of financial economics 89 (2008) 1, pp. 158-175
Persistent link: https://www.econbiz.de/10008898153
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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. - In: Journal of financial economics 89 (2008) 1, pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
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Properties of foreign exchange risk premiums
Sarno, Lucio; Schneider, Paul; Wagner, Christian - In: Journal of financial economics 105 (2012) 2, pp. 279-311
Persistent link: https://www.econbiz.de/10009980983
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Spot and forward volatility in foreign exchange
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - In: Journal of financial economics 100 (2011) 3, pp. 496-514
Persistent link: https://www.econbiz.de/10008992554
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Currency momentum strategies
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: Journal of financial economics 106 (2012) 3, pp. 660-685
Persistent link: https://www.econbiz.de/10010034718
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Spot and forward volatility in foreign exchange
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - In: Journal of financial economics 100 (2011) 3, pp. 496-513
Persistent link: https://www.econbiz.de/10009242107
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Currency momentum strategies
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: Journal of financial economics 106 (2012) 3, pp. 660-684
Persistent link: https://www.econbiz.de/10009710153
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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
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Business cycles and currency returns
Colacito, Riccardo; Riddiough, Steven J.; Sarno, Lucio - In: Journal of financial economics 137 (2020) 3, pp. 659-678
Persistent link: https://www.econbiz.de/10012588343