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Sarno, Lucio
68
Taylor, Mark
38
Taylor, Mark P.
22
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12
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6
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5
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Applied economics
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4
Economics letters
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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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
Saved in:
2
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
Sarno, Lucio
;
Taylor, Mark P.
;
Chowdhury, Ibrahim
- In:
Journal of international money and finance
23
(
2004
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10006884203
Saved in:
3
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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4
Speculative Bubbles in U.K. House Prices: Some New Evidence
Garino, Gaia
;
Sarno, Lucio
- In:
Southern economic journal
70
(
2004
)
4
,
pp. 777-795
Persistent link: https://www.econbiz.de/10006647248
Saved in:
5
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997
Sarno, Lucio
;
Taylor, Mark P.
;
Peel, D.
- In:
Journal of money, credit and banking : JMCB
35
(
2003
)
5
,
pp. 787-800
Persistent link: https://www.econbiz.de/10006649612
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6
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/10006828683
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7
ARTICLES - Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?
Sarno, Lucio
;
Taylor, Mark P.
- In:
Journal of economic literature
39
(
2001
)
3
,
pp. 839-868
Persistent link: https://www.econbiz.de/10006830660
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8
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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9
Real exchange rates under the recent float: unequivocal evidence of mean reversion
Sarno, Lucio
;
Taylor, Mark P.
- In:
Economics letters
60
(
1998
)
2
,
pp. 131-138
Persistent link: https://www.econbiz.de/10006788370
Saved in:
10
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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