43
H index
73
i10 index
8269
Citations
Lucio Sarno : Citation Profile
Centre for Economic Policy Research (CEPR) (1% share) | RESEARCH PRODUCTION: 94 Articles 96 Papers 1 Books 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1997 - 2024). Relations with other researchers
Main data
Where Lucio Sarno has published?
Recent works citing Lucio Sarno (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Foreign Exchange Interventions and Foreign Shocks: The case of Uruguay. (2023). Elizabeth, Bucacos ; Javier, Garcia-Cicco ; Miguel, Mello. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4657. Full description at Econpapers || Download paper | |
| 2023 | PURCHASING POWER PARITY IN RUSSIA AND THE TRANSITIONING ECONOMY 1990-1995. (2023). Eberle, Paul B ; Bradley, Thomas L. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:bradleyt. Full description at Econpapers || Download paper | |
| 2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
| 2024 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper | |
| 2024 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper | |
| 2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper | |
| 2023 | Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis. (2023). Villamizar-Villegas, mauricio ; Pinzon-Puerto, Freddy A. In: Borradores de Economia. RePEc:bdr:borrec:1223. Full description at Econpapers || Download paper | |
| 2023 | Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia. (2023). Sarmiento, Eduardo ; López, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1243. Full description at Econpapers || Download paper | |
| 2023 | Blowing against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention. (2023). Naef, Alain. In: Working papers. RePEc:bfr:banfra:911. Full description at Econpapers || Download paper | |
| 2023 | The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094. Full description at Econpapers || Download paper | |
| 2023 | The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128. Full description at Econpapers || Download paper | |
| 2023 | Predicting stock realized variance based on an asymmetric robust regression approach. (2023). He, Mengxi ; Zhang, Yaojie ; Hao, Xianfeng ; Zhao, Yuqi. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1022-1047. Full description at Econpapers || Download paper | |
| 2024 | Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652. Full description at Econpapers || Download paper | |
| 2023 | Bilateral capital flows: Gravity, push and pull. (2023). Mercado, Rogelio. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:36-63. Full description at Econpapers || Download paper | |
| 2023 | Risk and return in the foreign exchange market: Measurement without VARs. (2023). Luo, Shaowen. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:64-81. Full description at Econpapers || Download paper | |
| 2023 | International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245. Full description at Econpapers || Download paper | |
| 2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper | |
| 2023 | Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248. Full description at Econpapers || Download paper | |
| 2023 | Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1041. Full description at Econpapers || Download paper | |
| 2023 | Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034. Full description at Econpapers || Download paper | |
| 2023 | Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042. Full description at Econpapers || Download paper | |
| 2023 | Intervening against the Fed. (2023). Yago, N ; Timmer, Y ; Rodnyansky, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2357. Full description at Econpapers || Download paper | |
| 2023 | Liquidity and Exchange Rates: An Empirical Investigation. (2023). Yeung, Steve Pak ; Engel, Charles. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4z80w6cd. Full description at Econpapers || Download paper | |
| 2023 | Intervening against the Fed. (2023). Yago, Naoki ; Timmer, Yannick ; Rodnyansky, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10575. Full description at Econpapers || Download paper | |
| 2023 | Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728. Full description at Econpapers || Download paper | |
| 2024 | Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Legrenzi, Gabriella Deborah ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019. Full description at Econpapers || Download paper | |
| 2023 | Effectiveness of Foreign Exchange Interventions: Evidence and Lessons from Chile. (2023). Griffith-Jones, Stephany ; Arenas, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:983. Full description at Econpapers || Download paper | |
| 2023 | HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348. Full description at Econpapers || Download paper | |
| 2023 | Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317. Full description at Econpapers || Download paper | |
| 2023 | Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018). (2023). Mugwira, Vincent ; Pasara, Michael Takudzwa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-15. Full description at Econpapers || Download paper | |
| 2023 | Foreign institutional ownership externalities and supplier innovation. (2023). Lin, Bingxuan ; Wei, Minghai ; Xu, Xiaowei ; Yi, Zhaoying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000706. Full description at Econpapers || Download paper | |
| 2023 | Quantitative easing in the US and financial cycles in emerging markets. (2023). Wesołowski, Grzegorz ; Kolasa, Marcin ; Wesoowski, Grzegorz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000374. Full description at Econpapers || Download paper | |
| 2023 | Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model. (2023). Karadimitropoulou, Aikaterini ; Bettendorf, Timo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001628. Full description at Econpapers || Download paper | |
| 2024 | Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963. Full description at Econpapers || Download paper | |
| 2023 | Assessment of Fiji’s exchange rate. (2023). Vuniivi, Viliame ; Prakash, Branesh ; Prabheesh, K P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1282-1305. Full description at Econpapers || Download paper | |
| 2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers || Download paper | |
| 2023 | Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296. Full description at Econpapers || Download paper | |
| 2023 | How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x. Full description at Econpapers || Download paper | |
| 2023 | Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229. Full description at Econpapers || Download paper | |
| 2023 | Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523. Full description at Econpapers || Download paper | |
| 2023 | Transition risk of a petroleum currency. (2023). Hammersland, Roger ; Benedictow, Andreas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003085. Full description at Econpapers || Download paper | |
| 2023 | On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668. Full description at Econpapers || Download paper | |
| 2024 | Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Koo, Bonsoo ; Seo, Myung Hwan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828. Full description at Econpapers || Download paper | |
| 2023 | Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086. Full description at Econpapers || Download paper | |
| 2023 | Public debt management and private financial development. (2023). Presbitero, Andrea F ; Pedersoli, Silvia. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522000723. Full description at Econpapers || Download paper | |
| 2023 | Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620. Full description at Econpapers || Download paper | |
| 2023 | The global financial cycle and capital flows during the COVID-19 pandemic. (2023). Davis, Jonathan ; Zlate, Andrei. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s001429212300106x. Full description at Econpapers || Download paper | |
| 2023 | Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091. Full description at Econpapers || Download paper | |
| 2024 | Are FX communications effective? Evidence from emerging markets. (2024). Parra-Polanía, Julián ; Sanchez-Jabba, Andres ; Parra-Polania, Julian ; Sarmiento, Miguel. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961. Full description at Econpapers || Download paper | |
| 2023 | Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22. Full description at Econpapers || Download paper | |
| 2023 | The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333. Full description at Econpapers || Download paper | |
| 2023 | On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907. Full description at Econpapers || Download paper | |
| 2023 | A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956. Full description at Econpapers || Download paper | |
| 2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper | |
| 2024 | Factor momentum in the Chinese stock market. (2024). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251. Full description at Econpapers || Download paper | |
| 2023 | Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078. Full description at Econpapers || Download paper | |
| 2023 | Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151. Full description at Econpapers || Download paper | |
| 2023 | Factor investing and currency portfolio management. (2023). Cerrato, Mario ; Zhang, Zhekai ; Li, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001424. Full description at Econpapers || Download paper | |
| 2023 | Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680. Full description at Econpapers || Download paper | |
| 2023 | Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818. Full description at Econpapers || Download paper | |
| 2023 | Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356. Full description at Econpapers || Download paper | |
| 2023 | Capital liberalization, growth and moral hazard: Lessons from the global financial crisis. (2023). Sugozu, Ibrahim Halil ; Yasar, Sema ; Verberi, Can. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004179. Full description at Econpapers || Download paper | |
| 2024 | Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper | |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper | |
| 2024 | Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). Frömmel, Michael ; Baidoo, Edwin ; Frommel, Michael ; Zhang, Qisi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917. Full description at Econpapers || Download paper | |
| 2024 | Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x. Full description at Econpapers || Download paper | |
| 2024 | Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315. Full description at Econpapers || Download paper | |
| 2024 | Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Li, Hongmei ; Chen, Fengwen ; Wang, Wei ; Lu, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856. Full description at Econpapers || Download paper | |
| 2024 | Options illiquidity in an over-the-counter market. (2024). Ahn, Jungkyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002357. Full description at Econpapers || Download paper | |
| 2023 | The informational role of fund flow in the profitable predictability of mutual funds. (2023). Yamani, Ehab. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006225. Full description at Econpapers || Download paper | |
| 2023 | Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533. Full description at Econpapers || Download paper | |
| 2023 | Bibliometric review of research on exchange rate predictability and fundamentals. (2023). Gulati, Vishal. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006001. Full description at Econpapers || Download paper | |
| 2023 | Beyond the dollar: A global perspective on exchange rate dynamics via currency factors. (2023). Gomes, Sofia ; Trancoso, Tiago. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006335. Full description at Econpapers || Download paper | |
| 2024 | Spillover effects of monetary policy and information shocks. (2024). Suardi, Sandy ; Khrashchevskyi, Ian ; Hou, Ai Jun ; Xu, Caihong. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001016. Full description at Econpapers || Download paper | |
| 2023 | Arbitrage in the market for cryptocurrencies. (2023). Zeisberger, Stefan ; Pelster, Matthias ; Crepelliere, Tommy. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000150. Full description at Econpapers || Download paper | |
| 2023 | Addressing Spillovers from Prolonged U.S. Monetary Policy Easing. (2023). Sahay, Ratna ; Rawat, Umang ; Narita, Machiko ; Cecchetti, Stephen G. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001085. Full description at Econpapers || Download paper | |
| 2023 | Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028. Full description at Econpapers || Download paper | |
| 2024 | Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187. Full description at Econpapers || Download paper | |
| 2023 | The open-economy ELB: Contractionary monetary easing and the trilemma. (2023). Sandri, Damiano ; Cavallino, Paolo. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001234. Full description at Econpapers || Download paper | |
| 2023 | Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds. (2023). Chernov, Mikhail ; Hordahl, Peter ; Creal, Drew. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001246. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Lucio Sarno has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Lucio Sarno:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 119 |
| 2017 | When is foreign exchange intervention effective? Evidence from 33 countries.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
| 2015 | When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
| 2019 | When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries.(2019) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
| 2001 | Official 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] | article | 634 |
| 2001 | Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?.(2001) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 634 | paper | |
| 2019 | Risky bank guarantees In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 7 |
| 2019 | Risky Bank Guarantees.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2020 | Risky bank guarantees.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2023 | Currency risk premiums redux? In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
| 2024 | Currency Risk Premiums Redux.(2024) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2014 | The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 72 |
| 2012 | The Scapegoat Theory of Exchange Rates: The First Tests.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2013 | The Scapegoat Theory of Exchange Rates: The First Tests.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2012 | The scapegoat theory of exchange rates: the first tests.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2015 | The scapegoat theory of exchange rates: the first tests.(2015) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | article | |
| 2011 | The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? In: Working papers. [Full Text][Citation analysis] | paper | 60 |
| 2010 | The 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 nother version. Agregated cites: 60 | paper | |
| 2012 | The 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] This paper has nother version. Agregated cites: 60 | article | |
| 2011 | Currency Momentum Strategies In: BIS Working Papers. [Full Text][Citation analysis] | paper | 214 |
| 2012 | Currency Momentum Strategies.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 214 | paper | |
| 2012 | Currency momentum strategies.(2012) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 214 | article | |
| 2012 | Currency Momentum Strategies.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 214 | paper | |
| 2013 | Information flows in foreign exchange markets: dissecting customer currency trades In: BIS Working Papers. [Full Text][Citation analysis] | paper | 67 |
| 2016 | Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades.(2016) In: Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
| 2001 | Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation In: Economica. [Full Text][Citation analysis] | article | 4 |
| 2000 | Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation.(2000) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2012 | Carry Trades and Global Foreign Exchange Volatility In: Journal of Finance. [Full Text][Citation analysis] | article | 398 |
| 2011 | Carry Trades and Global Foreign Exchange Volatility.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 398 | paper | |
| 1998 | Savings-Investment Correlations: Transitory versus Permanent. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 27 |
| 1999 | European Capital Flows and Regional Risk In: Manchester School. [Full Text][Citation analysis] | article | 9 |
| 2007 | Whats Unique About the Federal Funds Rate? Evidence from a Spectral Perspective* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2002 | Whats unique about the federal funds rate? evidence from a spectral perspective.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2005 | Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
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| 2005 | Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper. [Full Text][Citation analysis] | paper | 208 |
| 2008 | Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 208 | paper | |
| 2008 | Arbitrage in the foreign exchange market: Turning on the microscope.(2008) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 208 | article | |
| 2006 | Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2006) In: SIFR Research Report Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 208 | paper | |
| 2007 | Exchange rate forecasting, order flow and macroeconomic information In: Working Paper. [Full Text][Citation analysis] | paper | 145 |
| 2009 | Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 145 | paper | |
| 2010 | Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 145 | article | |
| 2008 | Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper. [Full Text][Citation analysis] | paper | 33 |
| 2009 | Does 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 nother version. Agregated cites: 33 | article | |
| 2015 | What do stock markets tell us about exchange rates? In: Bank of England working papers. [Full Text][Citation analysis] | paper | 52 |
| 2015 | What Do Stock Markets Tell Us About Exchange Rates?.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2016 | What Do Stock Markets Tell Us about Exchange Rates?.(2016) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2004 | Monetary policy and learning in an open economy In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2001 | Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 39 |
| 2005 | Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 159 |
| 2005 | Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?.(2005) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | article | |
| 2016 | Currency Premia and Global Imbalances In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 78 |
| 2016 | Currency Value In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Currency Value.(2017) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2019 | Business Cycles and Currency Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2020 | Business cycles and currency returns.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2019 | Business Cycles and Currency Returns.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 1997 | The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 458 |
| 1998 | The behavior of real exchange rates during the post-Bretton Woods period.(1998) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 458 | article | |
| 1999 | The 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] | paper | 8 |
| 2001 | Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 750 |
| 2001 | Nonlinear 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 nother version. Agregated cites: 750 | article | |
| 2001 | Purchasing Power Parity and the Real Exchange Rate In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 293 |
| 2002 | Purchasing Power Parity and the Real Exchange Rate.(2002) In: IMF Staff Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 293 | article | |
| 2002 | The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
| 2003 | The 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 nother version. Agregated cites: 89 | article | |
| 2002 | The 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 nother version. Agregated cites: 89 | paper | |
| 2002 | Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 178 |
| 2003 | The 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 nother version. Agregated cites: 178 | article | |
| 2001 | The 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 nother version. Agregated cites: 178 | paper | |
| 2002 | Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 198 |
| 2004 | Nonlinear 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 nother version. Agregated cites: 198 | article | |
| 2003 | Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 62 |
| 2004 | Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes.(2004) In: Economic Inquiry. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
| 2003 | Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2003 | Monetary Policy Rules, Asset Prices and Exchange Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 118 |
| 2004 | Monetary Policy Rules, Asset Prices, and Exchange Rates.(2004) In: IMF Staff Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | article | |
| 2004 | Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 90 |
| 2005 | Exchange rates and fundamentals: evidence on the economic value of predictability.(2005) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | article | |
| 2004 | Asset Prices and International Spillovers: An Empirical Investigation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Federal Funds Rate Prediction In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
| 2003 | Federal Funds Rate Prediction.(2003) In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2004 | Federal funds rate prediction.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2005 | Federal Funds Rate Prediction..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2004 | Caution or Activism? Monetary Policy Strategies in an Open Economy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2007 | CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY.(2007) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2007 | Caution or Activism? Monetary Policy Strategies in an Open Economy.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2006 | Caution or Activism? Monetary Policy Strategies in an Open Economy.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2005 | The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 65 |
| 2006 | The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates.(2006) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
| 2005 | A Cross-Country Financial Accelerator: Evidence from North America and Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2007 | A cross-country financial accelerator: Evidence from North America and Europe.(2007) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2005 | The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 79 |
| 2007 | The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields.(2007) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
| 2005 | The empirical failure of the expectations hypothesis of the term structure of bond yields.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 2006 | Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 119 |
| 2006 | Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle.(2006) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
| 2006 | Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle.(2006) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
| 2007 | The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 56 |
| 2008 | The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value.(2008) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
| 2007 | The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
| 2007 | An Economic Evaluation of Empirical Exchange Rate Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 151 |
| 2009 | An Economic Evaluation of Empirical Exchange Rate Models.(2009) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | article | |
| 2008 | Exchange Rates and Fundamentals: Footloose or Evolving Relationship? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 129 |
| 2009 | Exchange Rates and Fundamentals: Footloose or Evolving Relationship?.(2009) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | article | |
| 2009 | Asset Prices, Exchange Rates and the Current Account In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 116 |
| 2007 | Asset prices, exchange rates and the current account.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
| 2010 | Asset prices, exchange rates and the current account.(2010) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | article | |
| 2008 | Asset prices, exchange rates and the current account.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
| 2010 | Spot and Forward Volatility in Foreign Exchange In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
| 2011 | Spot and forward volatility in foreign exchange.(2011) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
| 2011 | Properties of Foreign Exchange Risk Premiums In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 79 |
| 2012 | Properties of foreign exchange risk premiums.(2012) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
| 2012 | Properties of Foreign Exchange Risk Premiums.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 2013 | Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Volatility Risk Premia and Exchange Rate Predictability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 84 |
| 2016 | Volatility risk premia and exchange rate predictability.(2016) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | article | |
| 2003 | The Economics of Exchange Rates In: Cambridge Books. [Citation analysis] | book | 916 |
| 2020 | Foreign Exchange Intervention: A New Database In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Foreign Exchange Intervention: A New Database.(2023) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | Foreign exchange intervention: A new database.(2020) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Assessing the benefits of international portfolio diversification in bonds and stocks. In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2002 | Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 40 |
| 2005 | Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 2005 | Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 2004 | The Term Structure Of Euromarket Interest Rates: Some New Evidence In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation In: Journal of Development Economics. [Full Text][Citation analysis] | article | 132 |
| 2024 | Risks and risk premia in the US Treasury market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1998 | Real exchange rates under the recent float: unequivocal evidence of mean reversion In: Economics Letters. [Full Text][Citation analysis] | article | 111 |
| 2000 | Real exchange rate behavior in the Middle East: a re-examination In: Economics Letters. [Full Text][Citation analysis] | article | 58 |
| 2001 | The behavior of US public debt: a nonlinear perspective In: Economics Letters. [Full Text][Citation analysis] | article | 42 |
| 2010 | A century of equity premium predictability and the consumption-wealth ratio: An international perspective In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 27 |
| 2016 | The economic value of predicting bond risk premia In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 30 |
| 2017 | The market for lemmings: The herding behavior of pension funds In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 29 |
| 2022 | The cost of foreign-currency lending In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | The cost of foreign-currency lending.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Deviations 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] | article | 78 |
| 2010 | Timing exchange rates using order flow: The case of the Loonie In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 36 |
| 2014 | Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 51 |
| 2014 | Foreign Exchange Risk and the Predictability of Carry Trade Returns.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 1999 | Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 83 |
| 2005 | Empirical exchange rate models and currency risk: some evidence from density forecasts In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 29 |
| 2012 | Global liquidity risk in the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 46 |
| 2012 | How the Subprime Crisis went global: Evidence from bank credit default swap spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 205 |
| 2009 | How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 205 | paper | |
| 2016 | What drives international portfolio flows? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 64 |
| 2015 | What Drives International Portfolio Flows?.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 1998 | Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K. In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 35 |
| 1999 | Stochastic growth: Empirical evidence from the G7 countries In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2024 | Nonstandard errors In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 9 |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2001 | Toward a new paradigm in open economy modeling: where do we stand? In: Review. [Full Text][Citation analysis] | article | 6 |
| 2002 | How well do monetary fundamentals forecast exchange rates? In: Review. [Full Text][Citation analysis] | article | 69 |
| 2002 | How well do monetary fundamentals forecast exchange rates?.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2004 | The efficient market hypothesis and identification in structural VARs In: Review. [Full Text][Citation analysis] | article | 6 |
| 2003 | The efficient market hypothesis and identification in structural VARs.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Special issue on advances in international money, macro and finance In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 1999 | Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 27 |
| 2004 | International 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. [Full Text][Citation analysis] | article | 26 |
| 2003 | Nonlinear Exchange Rate Models: A Selective Overview In: IMF Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2003 | Nonlinear Exchange Rate Models: A Selective Overview.(2003) In: Rivista di Politica Economica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2022 | Exchange Rates and Sovereign Risk In: Management Science. [Full Text][Citation analysis] | article | 6 |
| 2004 | Comparing the accuracy of density forecasts from competing models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
| 2002 | Comparing the Accuracy of Density Forecasts from Competing Models.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2003 | Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 16 |
| 2009 | The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 39 |
| 2009 | The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 2005 | New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Currency Premia and Global Imbalances In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 82 |
| 2015 | Currency Premia and Global Imbalances.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
| 2022 | Foreign Exchange Volume In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 3 |
| 1997 | Capital Flows to Developing Countries: Long- and Short-Term Determinants. In: The World Bank Economic Review. [Citation analysis] | article | 152 |
| 2009 | Carry Trades and Global FX Volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Properties of Foreign Exchange Risk Premia In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Foreign currency lending In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Composantes permanente et transitoire de lépargne et de linvestissement : une étude empirique des flux internationaux de capitaux au Japon In: Économie et Prévision. [Full Text][Citation analysis] | article | 0 |
| 2000 | Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 11 |
| 1998 | Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 26 |
| 2000 | Systematic sampling and real exchange rates In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 11 |
| 2000 | Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997 In: Applied Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2003 | An empirical investigation of asset price bubbles in Latin American emerging financial markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 35 |
| 1997 | Exchange rate and interest rate volatility in the European Monetary System: some further results In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 1997 | Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 1999 | The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
| 2000 | The cost of carry model and regime shifts in stock index futures markets: An empirical investigation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 18 |
| 2002 | Mean reversion in stock index futures markets: A nonlinear analysis In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 14 |
| 2004 | Speculative Bubbles in U.K. House Prices: Some New Evidence In: Southern Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2004 | Monetary policy and learning in an open economy In: Macroeconomics. [Full Text][Citation analysis] | paper | 10 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper |
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