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Sarno, Lucio
68
Taylor, Mark
38
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23
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22
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15
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8
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Comparing the accuracy of density forecasts from competing models
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of forecasting
23
(
2004
)
8
,
pp. 541-558
Persistent link: https://www.econbiz.de/10006878873
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2
Federal Funds Rate Prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10006643725
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3
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/10006837135
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4
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/10006248985
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5
Exchange rates and fundamentals: evidence on the economic value of predictability
Abhyankar, Abhay
;
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international economics
66
(
2005
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10007641319
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6
The out-of-sample success of term structure models as exchange rate predictors: a step beyond
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
Journal of international economics
60
(
2003
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10007657467
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7
Monetary Policy Rules, Asset Prices, and Exchange Rates
Chadha, Jagjit S.
;
Sarno, Lucio
;
Valente, Giorgio
- In:
IMF staff papers
51
(
2004
)
3
,
pp. 529-552
Persistent link: https://www.econbiz.de/10007441702
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8
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3147-3170
Persistent link: https://www.econbiz.de/10007302466
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9
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
Sarno, Lucio
;
Valente, Giorgio
;
Leon, Hyginus
- In:
Review of finance : journal of the European Finance …
10
(
2006
)
3
,
pp. 443
Persistent link: https://www.econbiz.de/10007305384
Saved in:
10
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10007261382
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