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Policy convergence, the exchange rate mechanism and the misalignment of exchange rates : some tests of purchasing power parity and generalized purchasing power parity
Sarno, Lucio - In: Applied economics 29 (1997) 5, pp. 591-605
Persistent link: https://www.econbiz.de/10001225026
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Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio; Valente, Giorgio; Wohar, Mark E. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 2, pp. 179-193
Persistent link: https://www.econbiz.de/10002030002
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Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael; Sarno, Lucio - In: The journal of futures markets 22 (2002) 4, pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
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The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio; Valente, Giorgio - In: The journal of futures markets 20 (2000) 7, pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
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How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.; Sarno, Lucio - In: Review / Federal Reserve Bank of St. Louis 84 (2002) 5, pp. 51-74
Persistent link: https://www.econbiz.de/10001782553
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Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio; Valente, Giorgio - In: Journal of international money and finance 24 (2005) 2, pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
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Monetary policy rules, asset prices, and exchange rates
Chadha, Jagjit; Sarno, Lucio; Valente, Giorgio - In: IMF staff papers 51 (2004) 3, pp. 529-552
Persistent link: https://www.econbiz.de/10002733163
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Systematic sampling and real exchange rates
Sarno, Lucio - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 136 (2000) 1, pp. 24-57
Persistent link: https://www.econbiz.de/10001461995
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The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
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New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra; Sarno, Lucio - In: The journal of futures markets 26 (2006) 7, pp. 627-656
Persistent link: https://www.econbiz.de/10003331425