Lucio Sarno : Citation Profile

Are you Lucio Sarno?

City University (99% share)
Centre for Economic Policy Research (CEPR) (1% share)

33

H index

69

i10 index

4881

Citations

RESEARCH PRODUCTION:

87

Articles

96

Papers

1

Books

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 232
   Journals where Lucio Sarno has often published
   Relations with other researchers
   Recent citing documents: 317.    Total self citations: 89 (1.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa95
   Updated: 2018-09-22    RAS profile: 2018-08-19    
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Relations with other researchers

Works with:

Schmeling, Maik (6)

Cenedese, Gino (5)

Fratzscher, Marcel (5)

Menkhoff, Lukas (5)

Tsiakas, Ilias (4)

Schrimpf, Andreas (4)

Zinna, Gabriele (4)

Payne, Richard (3)

Valente, Giorgio (3)

Ramadorai, Tarun (2)

Rime, Dagfinn (2)

Ulloa, Barbara (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lucio Sarno.

Is cited by:

Beckmann, Joscha (110)

Claessens, Stijn (94)

Kose, Ayhan (93)

Taylor, Mark (87)

Chang, Tsangyao (79)

Menkhoff, Lukas (67)

Czudaj, Robert (61)

MacDonald, Ronald (50)

Reitz, Stefan (45)

Liew, Venus (43)

Bahmani-Oskooee, Mohsen (42)

Cites to:

Taylor, Mark (121)

Rogoff, Kenneth (74)

Obstfeld, Maurice (67)

Engel, Charles (56)

Campbell, John (55)

Bekaert, Geert (49)

Clarida, Richard (46)

Valente, Giorgio (42)

Shiller, Robert (38)

West, Kenneth (37)

Diebold, Francis (32)

Main data

Where Lucio Sarno has published?

Journals with more than one article published# docs
Journal of International Money and Finance7
Journal of Banking & Finance5
Journal of International Economics5
Journal of Financial Economics5
Journal of Futures Markets4
Economics Letters3
Review3
Journal of Money, Credit and Banking3
International Journal of Finance & Economics3
Review of Financial Studies3
Journal of Macroeconomics2
Applied Financial Economics2
Review of World Economics (Weltwirtschaftliches Archiv)2
Oxford Bulletin of Economics and Statistics2
Journal of Finance2
Journal of Empirical Finance2
IMF Staff Papers2
Review of Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Warwick Business School, Finance Group11
Working Papers / Federal Reserve Bank of St. Louis8
Working Paper series / Rimini Centre for Economic Analysis4
Working Paper Series / European Central Bank3
MPRA Paper / University Library of Munich, Germany3
BIS Working Papers / Bank for International Settlements2
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2
IMF Working Papers / International Monetary Fund2

Recent works citing Lucio Sarno (2018 and 2017)

YearTitle of citing document
2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

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2018London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01.

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2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

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2017A Reassessment of Product Aggregation Bias in Demand Analysis: An Application to the U.S. Meat Market. (2017). Li, Wenying ; Zhen, Chen. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258197.

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2017FOREIGN EXCHANGE MARKET EFFICIENCY IN BOTSWANA. (2017). Matebejana, Gofaone ; Juana, James ; MOTLALENG, Gaotlhobogwe . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:motlalengg.

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2018EFFECT OF THE COMMUNICATION AND CLARITY OF THE FISCAL Lucio SarnoITY ON MARKET EXPECTATIONS: EVIDENCE FROM THE BRAZILIAN ECONOMY. (2018). Nicolay, Rodolfo ; de Mendonça, Helder ; da Fonseca, Rodolfo Tomas ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:65.

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2017Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market. (2017). Mohibul, MD ; Islam, Anisul M. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:157--172.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). , . In: Papers. RePEc:arx:papers:1707.05552.

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2018A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. (2018). Lejay, Antoine ; Pigato, Paolo. In: Papers. RePEc:arx:papers:1712.08329.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Pozzi, Lorenzo ; Sadaba, Barbara . In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:455.

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2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Viola, Alessandra Pasqualina . In: Working Papers Series. RePEc:bcb:wpaper:466.

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2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

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2017Towards efficient capital flow management. (2017). Viani, Francesca ; Molina, Luis ; Sanchez, Paula . In: Economic Bulletin. RePEc:bde:journl:y:2017:i:1:d:aa:n:4.

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2017Towards efficient capital flow management. (2017). Viani, Francesca ; Molina Sánchez, Luis ; estrada, Angel. In: Economic Bulletin. RePEc:bde:journl:y:2017:i:3:d:aa:n:4.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Capital flows in the post-global financial crisis era: implications for financial stability and monetary policy. (2017). Binici, Mahir . In: IFC Bulletins chapters. RePEc:bis:bisifc:42-07.

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2017Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: BIS Working Papers. RePEc:bis:biswps:619.

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2017Segmented money markets and covered interest parity arbitrage. (2017). Schrimpf, Andreas ; Rime, Dagfinn ; Syrstad, Olav . In: BIS Working Papers. RePEc:bis:biswps:651.

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2017Informal one-sided target zone model and the Swiss franc. (2017). Moessner, Richhild ; Funke, Michael ; Chen, Yu-Fu. In: BIS Working Papers. RePEc:bis:biswps:660.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Australian Bond Excess Returns: An Asset Allocation Perspective. (2017). Chen, Rui ; Svec, Jiri ; Wang, Meng. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:163-173.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2017PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME. (2017). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain N. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:941-950.

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2017A century and three-quarters of Bank Rate and long-term interest rates in the United Kingdom. (2017). Berument, Hakan ; Froyen, Richard ; Cabezon, Ezequiel. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:1:p:26-47.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS. (2017). Patro, Dilip ; Wu, Yangru ; Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:223-248.

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2017Competitive Exchange Rate and Public Infrastructure in a Macrodynamic of Economic Growth. (2017). Lima, Gilberto ; Martins, Antonio Soares . In: Metroeconomica. RePEc:bla:metroe:v:68:y:2017:i:4:p:792-815.

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2017Monetary Policy and Macroprudential Policy: New Evidence from a World Panel of Countries. (2017). Apergis, Nicholas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:3:p:395-410.

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2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

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2017Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:165-194.

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2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

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2017Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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2017The Role for Long-run Target Values of the Exchange Rate in the Bank of Japans Policy Reaction Function. (2017). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1836-1865.

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2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

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2017The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities. (2017). Funke, Michael ; Tsang, Andrew ; Loermann, Julius . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_015.

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2017Dealer Trading at the Fix. (2017). Osler, Carol ; Turnbull, Alasdair . In: Working Papers. RePEc:brd:wpaper:101r.

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2017EFFECTS OF THE ECONOMIC FREEDOMS ON THE ECONOMIC GROWTH: EVIDENCE FROM THE EU AND COMCEC COUNTRIES (1996-2015). (2017). Aydin, Hall Brahm ; Yalcinkaya, Omer . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2017:v:3:p:12-25.

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2017The Financial Connectedness between Eurozone Core and Periphery: A Disaggregated View. (2017). Tsopanakis, Andreas ; Magkonis, Georgios. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/15.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2018The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127.

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2017The Quanto Theory of Exchange Rates. (2017). Martin, Ian ; Kremens, Lukas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11970.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2017Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1705.

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2018Estimating a Latent Risk Premium in Exchange Rate Futures. (2018). Bernoth, Kerstin ; de Vries, Casper G ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1733.

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2017Central bank swap lines and CIP deviations. (2017). Moessner, Richhild ; Galati, Gabriele ; Nelson, William ; Allen, William . In: DNB Working Papers. RePEc:dnb:dnbwpp:566.

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2017Inflation Targeting and the Forward Bias Puzzle in Emerging Countries. (2017). Kempf, Hubert ; Coulibaly, Dramane. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-12.

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2017Testing the Validity of Purchasing Power Parity in the BRICS: Further Evidence. (2017). Gyamfi, E N. In: EuroEconomica. RePEc:dug:journl:y:2017:i:2:p:117-122.

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2017On the power of the simulation-based ADF test in bounded time series. (2017). Magrini, Stefano ; Gerolimetto, Margherita. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00277.

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2017Investors sentiment in predicting the Effective Federal Funds Rate. (2017). Meshcheryakov, Artem ; Ivanov, Stoyu I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00751.

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2018Predicting risk premia in short-term interest rates and exchange rates. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182131.

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2018From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149.

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2017Systematic Managed Floating. (2017). Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:rwp17-025.

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2017Arbitrage, Covered Interest Parity and Cointegration Analysis on the New Taiwan Dollar/US Dollar FOREX Market Revisited. (2017). Lee, Chien-Chiang ; Chen, Chun-Ming . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-54.

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2017Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression. (2017). Guo, Zi-Yi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-66.

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2017Rebound Effects of Exchange Rate and Central Bank Interventions in Selected ECOWAS Countries. (2017). Akinkunmi, Mustapha A. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-63.

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2017Investment and Saving Relationship in South Asia. (2017). Ahmad, Shabbir . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-83.

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2017Global Macroeconomic Announcements and Foreign Exchange Implied Volatility. (2017). Ishfaq, Muhammad ; Raza, Syed Mehmood ; Bi, Zhang. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-14.

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2017A structuralist-Keynesian model for determining the optimum real exchange rate for Brazil’s economic development process: 1999-2015. (2017). Feijo, Carmem ; Araujo, Eliane ; Nassif, Andre. In: Revista CEPAL. RePEc:ecr:col070:43449.

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2017Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

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2018The distributional effects of capital account liberalization. (2018). Loungani, Prakash ; Furceri, Davide. In: Journal of Development Economics. RePEc:eee:deveco:v:130:y:2018:i:c:p:127-144.

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2017Inflation-targeting and real interest rate parity: A bias correction approach. (2017). Kim, Jaebeom ; Ding, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:132-137.

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2017Investigating Global Imbalances: Empirical evidence from a GVAR approach. (2017). Bettendorf, Timo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:201-210.

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2017The cross section of international government bond returns. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:171-183.

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2017A dynamic Nelson-Siegel yield curve model with Markov switching. (2017). Levant, Jared ; Ma, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:73-87.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2017Capital market liberalization: Optimal tradeoff and bargaining delay. (2017). Song, Hua Sheng ; Dong, Baomin ; Gu, Xinhua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:78-88.

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2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

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2017Monetary policy transparency in a forward-looking market: Evidence from the United States. (2017). Kia, Amir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:597-617.

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2018Optimal combination of currency strategies. (2018). Laborda, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:129-140.

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2018London calling: Nonlinear mean reversion across national stock markets. (2018). Kim, Hyeongwoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:265-277.

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2018The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91.

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2017Linear–quadratic term structure models for negative euro area yields. (2017). Realdon, Marco ; Boonyanet, Wachira . In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:149-153.

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2018Momentum and crash sensitivity. (2018). Ruenzi, Stefan ; Weigert, Florian. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:77-81.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2018On the theory of international currency portfolios. (2018). Kumhof, Michael. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:376-396.

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2017Household food group expenditure patterns are associated with child anthropometry at ages 5, 8 and 12 years in Ethiopia, India, Peru and Vietnam. (2017). Behrman, Jere ; Penny, Mary E ; Woldehanna, Tassew ; Crookston, Benjamin T ; Dearden, Kirk A ; Humphries, Debbie L. In: Economics & Human Biology. RePEc:eee:ehbiol:v:26:y:2017:i:c:p:30-41.

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2017How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

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2017Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages. (2017). Mellado, Cristhian ; Escobari, Diego ; Garcia, Sergio . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:90-101.

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2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Wu, Eliza ; Thorp, Susan ; Cayon, Edgardo. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

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2017Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211.

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2017Rethinking cointegration and the expectation hypothesis of the term structure. (2017). Li, Jing ; Davis, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:177-189.

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2018Momentum of return predictability. (2018). Wang, Yudong ; Diao, Xundi ; Ma, Feng ; Liu, LI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:141-156.

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2018Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315.

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2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Feng, Jiabao ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

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2018Does the level of energy intensity matter in the effect of energy consumption on the growth of transition economies? Evidence from dynamic panel threshold analysis. (2018). Esen, Omer ; Aydin, Celil. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:185-195.

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2017Oral intervention in China: Efficacy of Chinese exchange rate communications. (2017). Zhang, Zhichao ; Li, HE. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:24-34.

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2017Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:1-8.

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2017Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets. (2017). Shi, Yukun ; Park, Jin Suk. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:176-191.

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2018Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates. (2018). Bekiros, Stelios ; Hassapis, Christis ; Avdoulas, Christos. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:140-155.

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2018Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Kolari, James ; Heinonen, Jari-Pekka . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:264-280.

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2018Do precious and industrial metals act as hedges and safe havens for currency portfolios?. (2018). Sakemoto, Ryuta. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:256-262.

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2018Hedge ratio on Markov regime-switching diagonal Bekk–Garch model. (2018). Zhipeng, Yan ; Shenghong, LI. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:49-55.

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2017Equity premium prediction: The role of economic and statistical constraints. (2017). Tsiakas, Ilias ; Li, Jiahan. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:56-75.

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2018Intraday momentum in FX markets: Disentangling informed trading from liquidity provision. (2018). Frömmel, Michael ; Elaut, Gert ; Lampaert, Kevin ; Frommel, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:35-51.

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2017Comparative assessment of macroprudential policies. (2017). SHIM, ILHYOCK ; Shin, Hyun Song ; Bruno, Valentina. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:183-202.

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More than 100 citations found, this list is not complete...

Lucio Sarno has edited the books:

YearTitleTypeCited

Works by Lucio Sarno:

YearTitleTypeCited
2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? In: Journal of Economic Literature.
[Full Text][Citation analysis]		article396
2001Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?.(2001) In: CEPR Discussion Papers.
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2014The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper41
2012The Scapegoat Theory of Exchange Rates: The First Tests.(2012) In: CEPR Discussion Papers.
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2013The Scapegoat Theory of Exchange Rates: The First Tests.(2013) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2012The scapegoat theory of exchange rates: the first tests.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 41		paper
2015The scapegoat theory of exchange rates: the first tests.(2015) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		article
2011The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? In: Working papers.
[Full Text][Citation analysis]		paper34
2012The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?.(2012) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
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2010The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2011Currency Momentum Strategies In: BIS Working Papers.
[Full Text][Citation analysis]		paper64
2012Currency Momentum Strategies.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 64		paper
2012Currency momentum strategies.(2012) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 64		article
2012Currency Momentum Strategies.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		paper
2013Information flows in foreign exchange markets: dissecting customer currency trades In: BIS Working Papers.
[Full Text][Citation analysis]		paper19
2016Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades.(2016) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2003The Behaviour of the Real Exchange Rate: Evidence from an Alternative Price Index In: Economic Notes.
[Full Text][Citation analysis]		article12
2001Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation. In: Economica.
[Full Text][Citation analysis]		article1
2000Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation.(2000) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 1		paper
2004Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article3
2012Carry Trades and Global Foreign Exchange Volatility In: Journal of Finance.
[Full Text][Citation analysis]		article192
2011Carry Trades and Global Foreign Exchange Volatility.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 192		paper
1998Savings-Investment Correlations: Transitory versus Permanent. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article10
1999European Capital Flows and Regional Risk. In: Manchester School.
[Full Text][Citation analysis]		article5
2002 Short- and Long-Run Price Level Uncertainty under Different Monetary Policy Regimes: An International Comparison. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
2007Whats Unique About the Federal Funds Rate? Evidence from a Spectral Perspective In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2002Whats unique about the federal funds rate? evidence from a spectral perspective.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2002Whats Unique About the Federal Funds Rate? Evidence from a Spectral Perspective.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1997Estimating the Mean-Reverting Component in Stock Prices: A Cross-Country Comparison. In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article2
2005Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 In: Working Paper.
[Full Text][Citation analysis]		paper1
2005Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper.
[Full Text][Citation analysis]		paper113
2008Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113		paper
2008Arbitrage in the foreign exchange market: Turning on the microscope.(2008) In: Journal of International Economics.
[Full Text][Citation analysis]
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2006Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2006) In: SIFR Research Report Series.
[Full Text][Citation analysis]
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2007Exchange rate forecasting, order flow and macroeconomic information In: Working Paper.
[Full Text][Citation analysis]		paper96
2009Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2010Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		article
2008Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper.
[Full Text][Citation analysis]		paper24
2009Does the law of one price hold in international financial markets? Evidence from tick data.(2009) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		article
2015What do stock markets tell us about exchange rates? In: Bank of England working papers.
[Full Text][Citation analysis]		paper19
2015What Do Stock Markets Tell Us About Exchange Rates?.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2016What Do Stock Markets Tell Us about Exchange Rates?.(2016) In: Review of Finance.
[Full Text][Citation analysis]
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2004Monetary policy and learning in an open economy In: Research Discussion Papers.
[Full Text][Citation analysis]		paper10
2004Monetary policy and learning in an open economy.(2004) In: Macroeconomics.
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This paper has another version. Agregated cites: 10		paper
2001Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article22
2005Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article98
2016Currency Premia and Global Imbalances In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2016Currency Premia and Global Imbalances.(2016) In: Review of Financial Studies.
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2015Currency Premia and Global Imbalances.(2015) In: 2015 Meeting Papers.
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2016Currency Value In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2017Currency Value.(2017) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 6		article
2017When is foreign exchange intervention effective? Evidence from 33 countries In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2015When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
1997The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper336
1998The behavior of real exchange rates during the post-Bretton Woods period.(1998) In: Journal of International Economics.
[Full Text][Citation analysis]
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1999The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2001Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper529
2001Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles..(2001) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 529		article
2001Purchasing Power Parity and the Real Exchange Rate In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper188
2002Purchasing Power Parity and the Real Exchange Rate.(2002) In: IMF Staff Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 188		article
2002The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper63
2003The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation.(2003) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		article
2002The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2002Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2002The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper136
2003The out-of-sample success of term structure models as exchange rate predictors: a step beyond.(2003) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136		article
2001The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136		paper
2002Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper157
2004Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study.(2004) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 157		article
2003Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper53
2004Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry.
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2003Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
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2003Monetary Policy Rules, Asset Prices and Exchange Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper94
2004Monetary Policy Rules, Asset Prices, and Exchange Rates.(2004) In: IMF Staff Papers.
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2004Monetary Policy Rules, Asset Prices and Exchange Rates.(2004) In: CDMA Working Paper Series.
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2004Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper62
2005Exchange rates and fundamentals: evidence on the economic value of predictability.(2005) In: Journal of International Economics.
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2004Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability.(2004) In: Working Papers.
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2004Asset Prices and International Spillovers: An Empirical Investigation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2004Federal Funds Rate Prediction In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
2003Federal Funds Rate Prediction.(2003) In: Royal Economic Society Annual Conference 2003.
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2004Federal funds rate prediction.(2004) In: Working Papers.
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2004Federal Funds Rate Prediction.(2004) In: Working Papers.
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2005Federal Funds Rate Prediction..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
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2004Caution or Activism? Monetary Policy Strategies in an Open Economy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2007CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY.(2007) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
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2007Caution or Activism? Monetary Policy Strategies in an Open Economy.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2006Caution or Activism? Monetary Policy Strategies in an Open Economy.(2006) In: Computing in Economics and Finance 2006.
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2006Caution or Activism? Monetary Policy Strategies in an Open Economy.(2006) In: Working Papers.
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2005The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2006The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates.(2006) In: The Journal of Business.
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2004The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates.(2004) In: Working Papers.
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2005A Cross-Country Financial Accelerator: Evidence from North America and Europe In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2007A cross-country financial accelerator: Evidence from North America and Europe.(2007) In: Journal of International Money and Finance.
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2005A Cross-Country Financial Accelorator: Evidence from North America and Europe.(2005) In: Working Papers.
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2005The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields In: CEPR Discussion Papers.
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2007The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields.(2007) In: Journal of Financial and Quantitative Analysis.
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2005The empirical failure of the expectations hypothesis of the term structure of bond yields.(2005) In: Working Papers.
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2005The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields.(2005) In: Working Papers.
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2006Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper70
2006Nonlinearity in Deviations From Uncovered Interest Parity; An Explanation of the Forward Bias Puzzle.(2006) In: IMF Working Papers.
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2006Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle.(2006) In: Review of Finance.
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2007The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value In: CEPR Discussion Papers.
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2008The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value.(2008) In: Journal of Financial Economics.
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2007The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value.(2007) In: Working Papers.
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2007An Economic Evaluation of Empirical Exchange Rate Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper87
2009An Economic Evaluation of Empirical Exchange Rate Models.(2009) In: Review of Financial Studies.
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2008Exchange Rates and Fundamentals: Footloose or Evolving Relationship? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper79
2009Exchange Rates and Fundamentals: Footloose or Evolving Relationship?.(2009) In: Journal of the European Economic Association.
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2009Asset Prices, Exchange Rates and the Current Account In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper83
2007Asset prices, exchange rates and the current account.(2007) In: Working Paper Series.
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2010Asset prices, exchange rates and the current account.(2010) In: European Economic Review.
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2008Asset prices, exchange rates and the current account.(2008) In: Working Papers.
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2010Spot and Forward Volatility in Foreign Exchange In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
2011Spot and forward volatility in foreign exchange.(2011) In: Journal of Financial Economics.
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2011Properties of Foreign Exchange Risk Premiums In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper46
2012Properties of foreign exchange risk premiums.(2012) In: Journal of Financial Economics.
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2012Properties of Foreign Exchange Risk Premiums.(2012) In: Working Paper series.
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2013Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2014Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective.(2014) In: Journal of Money, Credit and Banking.
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2013Volatility Risk Premia and Exchange Rate Predictability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2016Volatility risk premia and exchange rate predictability.(2016) In: Journal of Financial Economics.
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2003The Economics of Exchange Rates In: Cambridge Books.
[Citation analysis]		book384
2008Assessing the benefits of international portfolio diversification in bonds and stocks. In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2002Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		paper21
2005Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers.(2005) In: Journal of Applied Econometrics.
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2004Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers.(2004) In: Working Papers.
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2004The Term Structure Of Euromarket Interest Rates: Some New Evidence In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]		paper0
1999Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation In: Journal of Development Economics.
[Full Text][Citation analysis]		article104
1998Real exchange rates under the recent float: unequivocal evidence of mean reversion In: Economics Letters.
[Full Text][Citation analysis]		article68
2000Real exchange rate behavior in the Middle East: a re-examination In: Economics Letters.
[Full Text][Citation analysis]		article45
2001The behavior of US public debt: a nonlinear perspective In: Economics Letters.
[Full Text][Citation analysis]		article31
2010A century of equity premium predictability and the consumption-wealth ratio: An international perspective In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
2016The economic value of predicting bond risk premia In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article7
2017The market for lemmings: The herding behavior of pension funds In: Journal of Financial Markets.
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2006Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article56
2010Timing exchange rates using order flow: The case of the Loonie In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article25
2014Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
2014Foreign Exchange Risk and the Predictability of Carry Trade Returns.(2014) In: Working Paper series.
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1999Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests In: Journal of International Money and Finance.
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2005Empirical exchange rate models and currency risk: some evidence from density forecasts In: Journal of International Money and Finance.
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2004Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts.(2004) In: Working Papers.
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2012Global liquidity risk in the foreign exchange market In: Journal of International Money and Finance.
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2012How the Subprime Crisis went global: Evidence from bank credit default swap spreads In: Journal of International Money and Finance.
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2009How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads.(2009) In: NBER Working Papers.
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2012How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads.(2012) In: Working papers.
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2016What drives international portfolio flows? In: Journal of International Money and Finance.
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2015What Drives International Portfolio Flows?.(2015) In: Working Paper series.
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1998Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K. In: Journal of Macroeconomics.
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1999Stochastic growth: Empirical evidence from the G7 countries In: Journal of Macroeconomics.
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2001Toward a new paradigm in open economy modeling: where do we stand? In: Review.
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2002How well do monetary fundamentals forecast exchange rates? In: Review.
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2002How well do monetary fundamentals forecast exchange rates?.(2002) In: Working Papers.
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2004The efficient market hypothesis and identification in structural VARs In: Review.
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2003The efficient market hypothesis and identification in structural VARs.(2003) In: Working Papers.
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2006Special issue on advances in international money, macro and finance In: International Journal of Finance & Economics.
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1999Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991. In: International Journal of Finance & Economics.
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2004International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum In: International Journal of Finance & Economics.
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2003Nonlinear Exchange Rate Models; A Selective Overview In: IMF Working Papers.
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2000Systematic sampling and real exchange rates In: Review of World Economics (Weltwirtschaftliches Archiv).
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2000Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997 In: Applied Economics Letters.
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