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Adjustment costs and nonlinear dynamics in the demand for money : Italy, 1861 - 1991
Sarno, Lucio - In: International journal of finance & economics : IJFE 4 (1999) 2, pp. 155-177
Persistent link: https://www.econbiz.de/10001434326
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Exchange rate and interest rate volatility in the European monetary system : some further results
Sarno, Lucio - In: Applied financial economics 7 (1997) 3, pp. 255-263
Persistent link: https://www.econbiz.de/10001227556
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Stochastic growth : empirical evidence from the G7 countries
Sarno, Lucio - In: Journal of macroeconomics 21 (1999) 4, pp. 691-712
Persistent link: https://www.econbiz.de/10001419119
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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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The behavior of real exchange rates during the post-Bretton Woods period
Taylor, Mark P.; Sarno, Lucio - In: Journal of international economics 46 (1998) 2, pp. 281-312
Persistent link: https://www.econbiz.de/10001395897
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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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Nonlinear dynamics, spillovers and growth in the G7 economies : an empirical investigation
Sarno, Lucio - In: Economica 68 (2001), pp. 401-426
Persistent link: https://www.econbiz.de/10001603565
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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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New developments in exchange rate economics ; Vol. 1
Sarno, Lucio (contributor); Taylor, Mark P. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001670222