Lucio Sarno : Citation Profile

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

43

H index

76

i10 index

8480

Citations

RESEARCH PRODUCTION:

100

Articles

99

Papers

1

Books

1

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 314
   Journals where Lucio Sarno has often published
   Relations with other researchers
   Recent citing documents: 161.    Total self citations: 110 (1.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa95
   Updated: 2025-05-10    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Dreber, Anna (6)

Liew, Chee (6)

Ranaldo, Angelo (6)

Reitz, Stefan (6)

Bos, Charles (6)

Xia, Shuo (6)

Holzmeister, Felix (6)

Gerritsen, Dirk (6)

Talavera, Oleksandr (6)

Hurlin, Christophe (6)

Smales, Lee (6)

Roy, Saurabh (6)

Park, Andreas (6)

Alexeev, Vitali (6)

Scaillet, Olivier (6)

FERROUHI, EL MEHDI (6)

Ferrara, Gerardo (6)

Brownlees, Christian (6)

Caporin, Massimiliano (6)

Wilhelmsson, Anders (6)

Renault, Thomas (6)

Jurkatis, Simon (6)

Schwarz, Marco (6)

Ødegaard, Bernt (6)

Foucault, Thierry (6)

Wolff, Christian (6)

Zhang, S. Sarah (6)

Shachar, Or (6)

Tonks, Ian (6)

LINTON, OLIVER (6)

Korajczyk, Robert (6)

Gehrig, Thomas (6)

Harris, Jeffrey (6)

Palan, Stefan (6)

Rinne, Kalle (6)

Schuerhoff, Norman (6)

Füllbrunn, Sascha (6)

Stefanova, Denitsa (6)

Deev, Oleg (6)

Pastor, Lubos (6)

Pasquariello, Paolo (6)

Xiu, Dacheng (6)

Chernov, Mikhail (6)

Nielsson, Ulf (6)

Johannesson, Magnus (6)

Sojli, Elvira (6)

Frömmel, Michael (6)

Lof, Matthijs (6)

Huang, Wenqian (5)

Vilkov, Grigory (5)

CAPELLE-BLANCARD, Gunther (5)

Schenk-Hoppé, Klaus (5)

Dimpfl, Thomas (5)

Davies, Ryan (5)

Bohorquez Correa, Santiago (5)

Koetter, Michael (5)

Verousis, Thanos (5)

Jalkh, Naji (5)

Hautsch, Nikolaus (5)

Neszveda, Gabor (5)

Menkveld, Albert (5)

Horenstein, Alex (5)

Frijns, Bart (5)

Deku, Solomon (5)

Eugster, Nicolas (5)

Walther, Thomas (5)

van Kervel, Vincent (4)

Güçbilmez, Ufuk (4)

Ait-Sahalia, Yacine (4)

Colliard, Jean-Edouard (4)

Aloosh, Arash (4)

Abudy, Menachem (3)

Chow, Nikolai Sheung-Chi (3)

He, Xuezhong (Tony) (3)

Gil-Bazo, Javier (3)

Mihet, Roxana (3)

Degryse, Hans (3)

Voigt, Stefan (3)

Menkhoff, Lukas (3)

Schmeling, Maik (3)

Heidland, Tobias (3)

Taylor, Nick (3)

Hasse, Jean-Baptiste (2)

Vogel, Sebastian (2)

Bouri, Elie (2)

Patton, Andrew (2)

Kearney, Fearghal (2)

Kassner, Bernhard (2)

Putnins, Talis (2)

Delis, Manthos (2)

Moinas, Sophie (2)

Fratzscher, Marcel (2)

Regis, Luca (2)

Zhou, Chen (2)

Prokopczuk, Marcel (2)

Dumitrescu, Ariadna (2)

Theissen, Erik (2)

Söderlind, Paul (2)

Patel, Vinay (2)

Pelizzon, Loriana (2)

Hjalmarsson, Erik (2)

Lajaunie, Quentin (2)

Heath, Davidson (2)

Adrian, Tobias (2)

Wong, Wing-Keung (2)

Lopez-Lira, Alejandro (2)

Bjønnes, Geir (2)

PASCUAL, ROBERTO (2)

Roy, Saurabh (2)

Rakowski, David (2)

Gorbenko, Arseny (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 (173)

Taylor, Mark (156)

Chang, Tsangyao (118)

Menkhoff, Lukas (114)

Claessens, Stijn (100)

Kose, Ayhan (100)

Czudaj, Robert (88)

MacDonald, Ronald (67)

Sakemoto, Ryuta (58)

Peel, David (58)

Reitz, Stefan (57)

Cites to:

Taylor, Mark (145)

Rogoff, Kenneth (123)

Obstfeld, Maurice (99)

Campbell, John (74)

Bekaert, Geert (67)

Engel, Charles (65)

Clarida, Richard (60)

West, Kenneth (53)

Verdelhan, Adrien (48)

Hodrick, Robert (47)

Shiller, Robert (46)

Main data

Where Lucio Sarno has published?

Journals with more than one article published# docs
Journal of International Money and Finance7
Journal of Financial Economics7
Journal of Banking & Finance6
Journal of International Economics5
The Review of Financial Studies5
Journal of Futures Markets4
Review3
Journal of Money, Credit and Banking3
International Journal of Finance & Economics3
Journal of Finance3
Economics Letters3
Journal of Macroeconomics2
Review of World Economics (Weltwirtschaftliches Archiv)2
Review of Finance2
Journal of Money, Credit and Banking2
Applied Financial Economics2
Journal of Empirical Finance2
IMF Staff Papers2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers40
Working Papers / Federal Reserve Bank of St. Louis8
Working Paper series / Rimini Centre for Economic Analysis4
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research3
Working Paper Series / European Central Bank3
MPRA Paper / University Library of Munich, Germany3
NBER Working Papers / National Bureau of Economic Research, Inc3
IMF Working Papers / International Monetary Fund2
BIS Working Papers / Bank for International Settlements2
Post-Print / HAL2

Recent works citing Lucio Sarno (2025 and 2024)

YearTitle of citing document
2025The Decline of Too Big to Fail. (2025). Duffie, Darrell ; Zhu, Yichao ; Berndt, Antje. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:3:p:945-74.

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2024Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2024The Local to Unity Dynamic Tobit Model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2024What events matter for exchange rate volatility ?. (2024). FREITAS LOPES, HEDIBERT ; Ferreira Batista Martins, Igor. In: Papers. RePEc:arx:papers:2411.16244.

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2025Can optimal diversification beat the naive 1/N strategy in a highly correlated market? Empirical evidence from cryptocurrencies. (2025). Chen, Heming. In: Papers. RePEc:arx:papers:2501.12841.

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2024Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588.

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2024Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206.

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2024Does Portfolio Momentum Beat Analyst Advice?. (2024). Batten, Jonathan A ; Lee, Jae Yong ; Ham, Hyuna ; Ryu, Doojin. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:2:p:338-364.

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2024International financial integration and financial depth: New evidence from an asymmetry analysis. (2024). Hayes, Linda A ; Niroomand, Farhang ; Hajilee, Massomeh. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:729-745.

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2024Exchange 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.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2024Currency Management by International Fixed‐Income Mutual Funds. (2024). Sialm, Clemens ; Zhu, Qifei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4037-4081.

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2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

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2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

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2024Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels. (2024). Caporale, Guglielmo Maria ; Menla-Ali, Faek. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11337.

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2024Mean Reversion of the German City System After the WWII Bombing of Cities: What Is the Mean?. (2024). Kohl, Tristan ; Garretsen, Harry ; Brakman, Steven ; Nguyen, Duc A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11423.

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2025Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606.

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2024UIP Deviations: Insights from Event Studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1007.

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2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

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2024Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169.

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2025The responsiveness of the income balance to the exchange rate. (2025). Hassan, Ramin ; Behar, Alberto. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00231.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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2024An Econometric Analysis of Inflation, Exchange Rate, and Interest Rate on Stock Market Performance in South Africa. (2024). Maponya, Lethabo ; Kanayo, Ogujiuba ; Donald, Semosa ; Trecy, Maake. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-39.

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2024Analysis of the Effect of Renewable Energy Consumption and Industrial Production on CO2 Emissions in Turkic Republics by Panel Data Analysis Method. (2024). Turalina, Svetlana ; Yessenbekova, Sapargul ; Nurgabylov, Murat ; Myrzabekkyzy, Kundyz ; Baytaeva, Gulnara ; Yesbolova, Ainur Yergazievna ; Abdulova, Tolkyn. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-52.

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2024The Effect of Energy Production and Foreign Trade on the Economic Growth of Turkic Republics: A Study Using Panel Data Analysis Method. (2024). Sultanova, Zamzagul ; Abdibekov, Saken Ualikhanovich ; Myrzabekkyzy, Kundyz ; Tastanbekova, Karlygash ; Mustafayeva, Bagila ; Ibyzhanova, Aizhan ; Aliyeva, Zhanna T. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-13.

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2024Relationship between Oil Price, Inflation, and Economic Growth in BRICS Countries: Panel Cointegration Analysis. (2024). Imanbayev, Aliy ; Jaxybekova, Galiya ; Baisholanova, Karlygash ; Ramashova, Aissulu Nurmambekovna ; Aidarova, Aina B ; Kenzhebekova, Indira ; Kelesbayev, Dinmukhamed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-3.

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2024Relationship between Oil Exports, Renewable Energy Consumption, Agriculture Industry, and Economic Growth in Selected OPEC Countries: A Panel ARDL Analysis. (2024). Mustafayeva, Bagila ; Tastanbekova, Karlygash ; Utemissova, Guliya ; Yessentayeva, Aizhan A ; Mukhamediyeva, Gulzada ; Aidarova, Aina B ; Myrzabekkyzy, Kundyz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-33.

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2024Bonds, 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.

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2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

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2024What explains foreign portfolio investment inflows to BRICS countries?. (2024). Dua, Pami ; Kumar, Virender. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:32-46.

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2024Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Seo, Myung Hwan ; Koo, Bonsoo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828.

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2024Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591.

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2024Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform. (2024). Saiki, Yoshitaka ; Muto, Makoto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001165.

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2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

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2024Are FX communications effective? Evidence from emerging markets. (2024). Sanchez-Jabba, Andres ; Parra-Polanía, Julián ; Sarmiento, Miguel ; Parra-Polania, Julian. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961.

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2024Macroeconomic news, senior officials speeches, and emerging currency markets: An intraday analysis of price jump reaction. (2024). ben Omrane, Walid ; Ayadi, Mohamed A ; Das, Deepan Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000426.

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2024Expectations, sentiments and capital flows to emerging market economies. (2024). Boonman, Tjeerd ; Beckmann, Joscha ; Schreiber, Sven. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000670.

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2024Factor momentum in the Chinese stock market. (2024). Ma, Tian ; Jiang, Fuwei ; Liao, Cunfei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Political 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.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). ZHANG, QISI ; Frömmel, Michael ; Frommel, Michael ; Baidoo, Edwin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917.

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2024Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

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2024Options 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.

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2024The price discovery in the renminbi/USD market: Two spot, two swap, and three forward FX rates. (2024). Kitamura, Yoshihiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002941.

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2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024Exchange rate stability and expectation management under heterogeneous expectations. (2024). Li, Xiaoping ; Shi, Wenming ; Wang, Nan ; Duan, Jihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003855.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024The macro driving factors of co-movement of RMB with other currencies in FX markets. (2024). Dai, Yixin ; Teng, Fengfan ; Zhou, Jindie ; Xu, Xiangyun ; Yu, Cong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005131.

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2024Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046.

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2024Spillover effects of monetary policy and information shocks. (2024). Suardi, Sandy ; Khrashchevskyi, Ian ; Xu, Caihong ; Hou, Ai Jun. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001016.

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2024Currency portfolios and global foreign exchange ambiguity. (2024). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005646.

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2024Stabilizing the financial markets through communication and informed trading. (2024). Wang, Gaowang ; Huang, Shaoan ; Guo, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000156.

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2024The effectiveness of FX interventions: A meta-analysis. (2024). Villamizar-Villegas, mauricio ; Rodríguez-Novoa, Daniela ; Menkhoff, Lukas ; Arango-Lozano, Lucia ; Rodriguez-Novoa, Daniela. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920300930.

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2024Stabilizing 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.

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2024UIP deviations: Insights from event studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000011.

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2024Green bond issuance and credit risk: International evidence. (2024). Shen, Long ; Ballester, Laura ; Gonzalez-Urteaga, Ana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000799.

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2024International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805.

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2024Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705.

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2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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2024GMM weighting matrices in cross-sectional asset pricing tests. (2024). Laurinaityte, Nora ; Thimme, Julian ; Meinerding, Christoph ; Schlag, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

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2024Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

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2024Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090.

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2024Chinese monetary policy spillovers on its international portfolio investment flows. (2024). Liu, Zixi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002085.

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2024RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Ding, Wenjie ; Qiao, Tongshuai ; Han, Liyan ; Li, Donghui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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2024The out-of-sample performance of carry trades. (2024). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

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2024Blowing against the Wind? a narrative approach to central Bank foreign exchange intervention. (2024). Naef, Alain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001165.

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2024Do FX interventions lead to higher FX debt? Evidence from firm-level data. (2024). Mano, Rui ; Kim, Minsuk ; Mrkaic, Mico. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001475.

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2024Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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2024Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Conlon, Thomas ; cotter, john. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685.

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2024Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257.

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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

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2024Mechanisms of overpricing: An investigation on momentum crashes. (2024). Huang, Alex. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:118-142.

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2024The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Xiao, Yaqing ; Wang, Xinjie ; Xu, Weike ; Zhang, Jinfan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

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2024Globalisation and governance: Thresholds for the impacts of the main determinants of capital inflows?. (2024). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:168-176.

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2024Time-variant safe haven currencies. (2024). Percy, Jay ; Nakata, Hayato ; Sato, Ayano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:316-328.

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2024Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

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2024Predicting consumption-wealth ratio changes and stock market returns. (2024). Wang, Jingya ; Taylor, Alex P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002678.

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2025Interconnectedness and return spillover among APEC currency exchange rates: A time-frequency analysis. (2025). Pandey, Dharen ; Kakran, Shubham ; Bajaj, Parminder Kaur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003659.

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2024Technological transformation in HRM through knowledge and training: Innovative business decision making. (2024). Gavrila, Sorin Gavrila ; del Val, Maria Teresa ; Gomez, Jose Andres ; de Lucas, Antonio. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008533.

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2024Assessing the nexus between currency exchange rate returns, currency risk hedging and international investments: Intelligent network-based analysis. (2024). Pan, Yanchun ; Saleh, Mamdouh Abdulaziz ; Yao, Hongxing ; Naveed, Hafiz Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003007.

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2024Sequential learning and economic benefits from dynamic term structure models. (2024). Dubiel-Teleszynski, Tomasz ; Karouzakis, Nikolaos ; Kalogeropoulos, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123659.

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2024Co-variance in Action: Analyzing the Impact of EUR/USD Exchange Rate Changes on Polish Zloty (PLN) Valuation (2019–2022) as a Predictive Tool in Forex Markets. (2024). Klepacki, Jaroslaw. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:2:p:952-966.

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2024Real Exchange Rates and the Global Financial Cycle. (2024). Zlate, Andrei ; Davis, Jonathan. In: Working Papers. RePEc:fip:feddwp:99214.

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2024Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options. (2024). Tsuruta, Masaru. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:85-:d:1341039.

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2024Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity. (2024). Jo, Gab-Je. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:117-:d:1355973.

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2024South African Real Estate Investment Trusts Prefer Tuesdays. (2024). Ajayi, Oluwaseun Damilola ; Gavu, Emmanuel Kofi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:214-:d:1398215.

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2024A Commentary on US Sovereign Debt Persistence and Nonlinear Fiscal Adjustment. (2024). Andric, Vladimir ; Djukic, Mihajlo ; Bodroza, Dusko. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3250-:d:1500675.

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2024Is Foreign Exchange Intervention through derivative instruments effective? An analysis of the Peruvian case. (2024). Salcedo, Flavio Abanto. In: IHEID Working Papers. RePEc:gii:giihei:heidwp17-2024.

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

Lucio Sarno has edited the books:

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2019When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article128
2017When is foreign exchange intervention effective? Evidence from 33 countries.(2017) In: CEPR Discussion Papers.
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2015When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries.(2015) In: Discussion Papers of DIW Berlin.
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2019When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries.(2019) In: EconStor Open Access Articles and Book Chapters.
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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]		article642
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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2019Risky bank guarantees In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper8
2019Risky Bank Guarantees.(2019) In: CEPR Discussion Papers.
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2020Risky bank guarantees.(2020) In: Journal of Financial Economics.
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2023Currency risk premiums redux? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper2
2024Currency Risk Premiums Redux.(2024) In: The Review of Financial Studies.
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2014The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper74
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.
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2012The scapegoat theory of exchange rates: the first tests.(2012) In: Working Paper Series.
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2015The scapegoat theory of exchange rates: the first tests.(2015) In: Journal of Monetary Economics.
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2011The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? In: Working papers.
[Full Text][Citation analysis]		paper63
2010The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?.(2010) In: CEPR Discussion Papers.
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2012The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?.(2012) In: The Review of Economics and Statistics.
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2011Currency Momentum Strategies In: BIS Working Papers.
[Full Text][Citation analysis]		paper222
2012Currency Momentum Strategies.(2012) In: CEPR Discussion Papers.
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2012Currency momentum strategies.(2012) In: Journal of Financial Economics.
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2012Currency Momentum Strategies.(2012) In: Working Paper series.
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2013Information flows in foreign exchange markets: dissecting customer currency trades In: BIS Working Papers.
[Full Text][Citation analysis]		paper70
2016Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades.(2016) In: Journal of Finance.
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2001Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation In: Economica.
[Full Text][Citation analysis]		article4
2000Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation.(2000) In: CEPR Discussion Papers.
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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]		article6
2012Carry Trades and Global Foreign Exchange Volatility In: Journal of Finance.
[Full Text][Citation analysis]		article408
2011Carry Trades and Global Foreign Exchange Volatility.(2011) In: CEPR Discussion Papers.
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2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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2024Nonstandard Errors.(2024) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2021Non-Standard Errors.(2021) In: Working Papers.
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1998Savings-Investment Correlations: Transitory versus Permanent. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article27
1999European Capital Flows and Regional Risk In: Manchester School.
[Full Text][Citation analysis]		article9
2002Short‐ 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]		article8
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.
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1997Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article1
2005Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 In: Working Paper.
[Full Text][Citation analysis]		paper2
2006Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003.(2006) In: Contributions to Economic Analysis.
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2005Arbitrage in the foreign exchange market: Turning on the microscope In: Working Paper.
[Full Text][Citation analysis]		paper212
2008Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2008) In: CEPR Discussion Papers.
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2008Arbitrage in the foreign exchange market: Turning on the microscope.(2008) In: Journal of International Economics.
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2006Arbitrage in the Foreign Exchange Market: Turning on the Microscope.(2006) In: SIFR Research Report Series.
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2007Exchange rate forecasting, order flow and macroeconomic information In: Working Paper.
[Full Text][Citation analysis]		paper148
2009Exchange Rate Forecasting, Order Flow and Macroeconomic Information.(2009) In: CEPR Discussion Papers.
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2010Exchange rate forecasting, order flow and macroeconomic information.(2010) In: Journal of International Economics.
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2008Does the law of one price hold in international financial markets? Evidence from tick data In: Working Paper.
[Full Text][Citation analysis]		paper33
2009Does the law of one price hold in international financial markets? Evidence from tick data.(2009) In: Journal of Banking & Finance.
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2015What do stock markets tell us about exchange rates? In: Bank of England working papers.
[Full Text][Citation analysis]		paper54
2015What Do Stock Markets Tell Us About Exchange Rates?.(2015) In: CEPR Discussion Papers.
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2016What Do Stock Markets Tell Us about Exchange Rates?.(2016) In: Review of Finance.
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2004Monetary policy and learning in an open economy In: Research Discussion Papers.
[Full Text][Citation analysis]		paper15
2001Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article39
2005Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article159
2005Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?.(2005) In: Canadian Journal of Economics/Revue canadienne d'économique.
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This paper has nother version. Agregated cites: 159		article
2016Currency Premia and Global Imbalances In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper84
2016Currency Value In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2017Currency Value.(2017) In: The Review of Financial Studies.
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2019Business Cycles and Currency Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
2020Business cycles and currency returns.(2020) In: Journal of Financial Economics.
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2019Business Cycles and Currency Returns.(2019) In: NBER Working Papers.
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1997The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper461
1998The behavior of real exchange rates during the post-Bretton Woods period.(1998) In: Journal of International Economics.
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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]		paper7
2001Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper758
2001Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles..(2001) In: International Economic Review.
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2001Purchasing Power Parity and the Real Exchange Rate In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper295
2002Purchasing Power Parity and the Real Exchange Rate.(2002) In: IMF Staff Papers.
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2002The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper89
2003The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation.(2003) In: Journal of Banking & Finance.
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2002The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation.(2002) In: Working Papers.
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2002Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2003 Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997..(2003) In: Journal of Money, Credit and Banking.
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2002The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper179
2003The out-of-sample success of term structure models as exchange rate predictors: a step beyond.(2003) In: Journal of International Economics.
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2001The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond.(2001) In: NBER Working Papers.
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2002Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study In: CEPR Discussion Papers.
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2004Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study.(2004) In: Journal of International Money and Finance.
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2003Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes In: CEPR Discussion Papers.
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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.
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2003Monetary Policy Rules, Asset Prices and Exchange Rates In: CEPR Discussion Papers.
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2004Monetary Policy Rules, Asset Prices, and Exchange Rates.(2004) In: IMF Staff Papers.
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2004Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability In: CEPR Discussion Papers.
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2005Exchange rates and fundamentals: evidence on the economic value of predictability.(2005) In: Journal of International Economics.
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2004Asset Prices and International Spillovers: An Empirical Investigation In: CEPR Discussion Papers.
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2004Federal Funds Rate Prediction In: CEPR Discussion Papers.
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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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2005Federal Funds Rate Prediction..(2005) In: Journal of Money, Credit and Banking.
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2004Caution or Activism? Monetary Policy Strategies in an Open Economy In: CEPR Discussion Papers.
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2007CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY.(2007) In: Macroeconomic Dynamics.
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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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2005The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates In: CEPR Discussion Papers.
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2006The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates.(2006) In: The Journal of Business.
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2005A Cross-Country Financial Accelerator: Evidence from North America and Europe In: CEPR Discussion Papers.
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2007A cross-country financial accelerator: Evidence from North America and Europe.(2007) In: Journal of International Money and Finance.
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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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