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Exchange rate
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Sarno, Lucio
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Della Corte, Pasquale
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Imbs, Jean
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Schmeling, Maik
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Schneider, Paul
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Journal of financial economics
DIW Wochenbericht
141
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
127
ECB Working Paper
92
Working paper series / European Central Bank
63
Discussion paper / Centre for Economic Policy Research
57
CEPR Discussion Papers
56
Working Paper Series / European Central Bank
56
DIW Economic Bulletin
32
Journal of international money and finance
31
Journal of international economics
22
Wirtschaftsdienst
20
DIW Weekly Report
19
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
19
DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research
18
Journal of money, credit and banking : JMCB
17
Journal of International Money and Finance
15
Working paper series / European Central Bank ; Eurosystem
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Journal of banking & finance
11
Working Papers / Financial Econometrics Research Centre, Warwick Business School
11
DIW Berlin Discussion Paper
10
DIW Discussion Papers
10
International journal of finance & economics : IJFE
10
Journal of Money, Credit and Banking
10
Journal of macroeconomics
10
The economic journal : the journal of the Royal Economic Society
10
Discussion papers / CEPR
9
NBER Working Paper
9
NBER working paper series
9
DIW aktuell
8
Discussion Papers of DIW Berlin
8
Economics letters
8
Journal of International Economics
8
NBER Working Papers
8
The journal of futures markets
8
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
8
Working Papers / Federal Reserve Bank of St. Louis
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of empirical finance
7
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ECONIS (ZBW)
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1
Risky bank guarantees
Mäkinen, Taneli
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 490-522
Persistent link: https://www.econbiz.de/10012545629
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2
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
Saved in:
3
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
Saved in:
4
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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5
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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6
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
Saved in:
7
Properties of foreign exchange risk premiums
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 279-310
Persistent link: https://www.econbiz.de/10009666833
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8
Risk sharing, finance, and institutions in international portfolios
Fratzscher, Marcel
;
Imbs, Jean
- In:
Journal of financial economics
94
(
2009
)
3
,
pp. 428-447
Persistent link: https://www.econbiz.de/10003918732
Saved in:
9
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
Saved in:
10
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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