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The Term Structure Of Euromark...
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38
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27
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7
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5
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ECONIS (ZBW)
140
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1
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/10003336984
Saved in:
2
The role of asymmetries and regime shifts on the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
-
2005
Persistent link: https://www.econbiz.de/10013424566
Saved in:
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
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Saved in:
6
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:
7
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
8
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/10002961971
Saved in:
9
Exchange rates and fundamentals : footloose or evolving relationship?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of the European Economic Association
7
(
2009
)
4
,
pp. 786-830
Persistent link: https://www.econbiz.de/10003991826
Saved in:
10
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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