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Federal Funds Rate Prediction
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Estimation
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135
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98
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86
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Sarno, Lucio
47
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8
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6
Gloede, Oliver
6
Heidland, Tobias
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Menkhoff, Lukas
6
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4
Schmeling, Maik
4
Akram, Qaisar Farooq
3
Guidolin, Massimo
3
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2
Chadha, Jagjit
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2
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2
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ECONIS (ZBW)
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1
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
Saved in:
2
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
-
2005
Persistent link: https://www.econbiz.de/10013424666
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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/10001523738
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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/10015182740
Saved in:
7
Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio
-
2003
Persistent link: https://www.econbiz.de/10013424323
Saved in:
8
Monetary policy rules, asset prices and exchange rates
Chadha, Jagjit
-
2003
Persistent link: https://www.econbiz.de/10013424350
Saved in:
9
The efficient market hypothesis and identification in structural VARs
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10002156376
Saved in:
10
Monetary policy rules and regime shifts
Valente, Giorgio
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 525-535
Persistent link: https://www.econbiz.de/10001770781
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