Lucio Sarno
Personal Details
First Name: | Lucio |
Middle Name: | |
Last Name: | Sarno |
Suffix: | |
RePEc Short-ID: | psa95 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/luciosarno | |
Professor Lucio Sarno, Cambridge Judge Business School, University of Cambridge, Trumpington Street, Cambridge CB2 1AG, United Kingdom | |
Terminal Degree: | 1997 Management School; University of Liverpool (from RePEc Genealogy) |
Affiliation
(1%) Centre for Economic Policy Research (CEPR)
London, United Kingdomhttp://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)
(99%) Judge Business School
University of Cambridge
Cambridge, United Kingdomhttp://www.jbs.cam.ac.uk/
RePEc:edi:jicamuk (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024.
"Nonstandard errors,"
LSE Research Online Documents on Economics
123002, London School of Economics and Political Science, LSE Library.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Federico C. Nucera & Lucio Sarno & Gabriele Zinna, 2023.
"Currency risk premiums redux?,"
Temi di discussione (Economic working papers)
1415, Bank of Italy, Economic Research and International Relations Area.
- Federico Nucera & Lucio Sarno & Gabriele Zinna, 2024. "Currency Risk Premiums Redux," The Review of Financial Studies, Society for Financial Studies, vol. 37(2), pages 356-408.
- Nucera, Federico & Sarno, Lucio & Zinna, Gabriele, 2023. "Currency Risk Premia Redux," CEPR Discussion Papers 18012, C.E.P.R. Discussion Papers.
- Manthos Delis & Panagiotis N. Politsidis & Lucio Sarno, 2022.
"The cost of foreign-currency lending,"
Post-Print
hal-03534083, HAL.
- Delis, Manthos D. & Politsidis, Panagiotis N. & Sarno, Lucio, 2022. "The cost of foreign-currency lending," Journal of Banking & Finance, Elsevier, vol. 136(C).
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2022.
"Foreign exchange intervention: A new database,"
CEPR Discussion Papers
17558, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2023. "Foreign Exchange Intervention: A New Database," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 852-884, December.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2020. "Foreign Exchange Intervention: A New Database," Discussion Papers of DIW Berlin 1915, DIW Berlin, German Institute for Economic Research.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2020. "Foreign exchange intervention: A new database," Kiel Working Papers 2171, Kiel Institute for the World Economy (IfW Kiel).
- Sarno, Lucio & Della Corte, Pasquale & Schmeling, Maik & Wagner, Christian, 2021.
"Exchange Rates and Sovereign Risk,"
CEPR Discussion Papers
16058, C.E.P.R. Discussion Papers.
- Pasquale Della Corte & Lucio Sarno & Maik Schmeling & Christian Wagner, 2022. "Exchange Rates and Sovereign Risk," Management Science, INFORMS, vol. 68(8), pages 5591-5617, August.
- Sarno, Lucio & Cespa, Giovanni & Gargano, Antonio & Riddiough, Steven, 2021.
"Foreign Exchange Volume,"
CEPR Discussion Papers
16128, C.E.P.R. Discussion Papers.
- Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022. "Foreign Exchange Volume," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2386-2427.
- Sarno, Lucio & Colacito, Ric & Riddiough, Steven, 2019.
"Business Cycles and Currency Returns,"
CEPR Discussion Papers
14015, C.E.P.R. Discussion Papers.
- Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020. "Business cycles and currency returns," Journal of Financial Economics, Elsevier, vol. 137(3), pages 659-678.
- Riccardo Colacito & Steven J. Riddiough & Lucio Sarno, 2019. "Business Cycles and Currency Returns," NBER Working Papers 26299, National Bureau of Economic Research, Inc.
- Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019.
"Risky bank guarantees,"
Temi di discussione (Economic working papers)
1232, Bank of Italy, Economic Research and International Relations Area.
- Mäkinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2020. "Risky bank guarantees," Journal of Financial Economics, Elsevier, vol. 136(2), pages 490-522.
- Sarno, Lucio & Mäkinen, Taneli & Zinna, Gabriele, 2019. "Risky Bank Guarantees," CEPR Discussion Papers 13709, C.E.P.R. Discussion Papers.
- Delis, Manthos & Politsidis, Panagiotis & Sarno, Lucio, 2018. "Foreign currency lending," MPRA Paper 88197, University Library of Munich, Germany.
- Sarno, Lucio & Fratzscher, Marcel & Gloede, Oliver & Menkhoff, Lukas & Stöhr, Tobias, 2017.
"When is foreign exchange intervention effective? Evidence from 33 countries,"
CEPR Discussion Papers
12510, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Oliver Gloede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2019. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 132-156, January.
- Fratzscher, Marcel & Gloede, Oliver & Menkhoff, Lukas & Sarno, Lucio & Stöhr, Tobias, 2019. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 0(1), pages 132-156.
- Marcel Fratzscher & Oliver Goede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2015. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," Discussion Papers of DIW Berlin 1518, DIW Berlin, German Institute for Economic Research.
- Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016.
"Currency Value,"
CEPR Discussion Papers
11324, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017. "Currency Value," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 416-441.
- Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio, 2015.
"What do stock markets tell us about exchange rates?,"
Bank of England working papers
537, Bank of England.
- Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2016. "What Do Stock Markets Tell Us about Exchange Rates?," Review of Finance, European Finance Association, vol. 20(3), pages 1045-1080.
- Sarno, Lucio & Payne, Richard & Valente, Giorgio & Cenedese, Gino, 2015. "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers 10685, C.E.P.R. Discussion Papers.
- Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015.
"Currency Premia and Global Imbalances,"
2015 Meeting Papers
1215, Society for Economic Dynamics.
- Pasquale Della Corte & Steven J. Riddiough & Lucio Sarno, 2016. "Currency Premia and Global Imbalances," The Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2161-2193.
- Lucio Sarno & Ilias Tsiakas & Barbara Ulloa, 2015.
"What Drives International Portfolio Flows?,"
Working Paper series
15-16, Rimini Centre for Economic Analysis.
- Sarno, Lucio & Tsiakas, Ilias & Ulloa, Barbara, 2016. "What drives international portfolio flows?," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 53-72.
- Gino Cenedese & Lucio Sarno & Ilias Tsiakas, 2014.
"Foreign Exchange Risk and the Predictability of Carry Trade Returns,"
Working Paper series
02_14, Rimini Centre for Economic Analysis.
- Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias, 2014. "Foreign exchange risk and the predictability of carry trade returns," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 302-313.
- Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014.
"The scapegoat theory of exchange rates: the first tests,"
Temi di discussione (Economic working papers)
991, Bank of Italy, Economic Research and International Relations Area.
- Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
- Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013. "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin 1290, DIW Berlin, German Institute for Economic Research.
- Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
- Sarno, Lucio & Della Corte, Pasquale, 2013.
"Volatility Risk Premia and Exchange Rate Predictability,"
CEPR Discussion Papers
9549, C.E.P.R. Discussion Papers.
- Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016. "Volatility risk premia and exchange rate predictability," Journal of Financial Economics, Elsevier, vol. 120(1), pages 21-40.
- Lukas Mankhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2013.
"Information flows in foreign exchange markets: dissecting customer currency trades,"
BIS Working Papers
405, Bank for International Settlements.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2016. "Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades," Journal of Finance, American Finance Association, vol. 71(2), pages 601-634, April.
- Sarno, Lucio & Schmeling, Maik, 2013.
"Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective,"
CEPR Discussion Papers
9472, C.E.P.R. Discussion Papers.
- Lucio Sarno & Maik Schmeling, 2014. "Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 267-292, March.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011.
"Properties of Foreign Exchange Risk Premiums,"
CEPR Discussion Papers
8503, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
- Lucio Sarno & Paul Schneider & Christian Wagner, 2012. "Properties of Foreign Exchange Risk Premiums," Working Paper series 10_12, Rimini Centre for Economic Analysis.
- Della Corte, P. & Sarno, L. & Sestieri, G., 2011.
"The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?,"
Working papers
313, Banque de France.
- Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 100-115, February.
- Sarno, Lucio & Della Corte, Pasquale & Sestieri, Giulia, 2010. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers 8045, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011.
"Currency Momentum Strategies,"
BIS Working Papers
366, Bank for International Settlements.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012. "Currency momentum strategies," Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
- Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2012. "Currency Momentum Strategies," CEPR Discussion Papers 8747, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Currency Momentum Strategies," Working Paper series 09_12, Rimini Centre for Economic Analysis.
- Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2011.
"Carry Trades and Global Foreign Exchange Volatility,"
CEPR Discussion Papers
8291, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Carry Trades and Global Foreign Exchange Volatility," Journal of Finance, American Finance Association, vol. 67(2), pages 681-718, April.
- Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010.
"Spot and Forward Volatility in Foreign Exchange,"
CEPR Discussion Papers
7893, C.E.P.R. Discussion Papers.
- Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
- Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009.
"How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads,"
NBER Working Papers
14904, National Bureau of Economic Research, Inc.
- Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012. "How the Subprime Crisis went global: Evidence from bank credit default swap spreads," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
- Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2012. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," Working papers 21, National Bank of Serbia.
- Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009.
"Asset Prices, Exchange Rates and the Current Account,"
CEPR Discussion Papers
7614, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2007. "Asset prices, exchange rates and the current account," Working Paper Series 790, European Central Bank.
- Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2009. "Carry Trades and Global FX Volatility," MPRA Paper 14728, University Library of Munich, Germany.
- De Santis, Roberto A. & Sarno, Lucio, 2008. "Assessing the benefits of international portfolio diversification in bonds and stocks," Working Paper Series 883, European Central Bank.
- Sarno, Lucio & Valente, Giorgio, 2008.
"Exchange Rates and Fundamentals: Footloose or Evolving Relationship?,"
CEPR Discussion Papers
6638, C.E.P.R. Discussion Papers.
- Lucio Sarno & Giorgio Valente, 2009. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, June.
- Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008.
"Does the law of one price hold in international financial markets? Evidence from tick data,"
Working Paper
2008/19, Norges Bank.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009. "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1741-1754, October.
- Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2007.
"An Economic Evaluation of Empirical Exchange Rate Models,"
CEPR Discussion Papers
6598, C.E.P.R. Discussion Papers.
- Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009. "An Economic Evaluation of Empirical Exchange Rate Models," The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3491-3530, September.
- Sarno, Lucio & Thornton, Daniel L & Della Corte, Pasquale, 2007.
"The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value,"
CEPR Discussion Papers
6445, C.E.P.R. Discussion Papers.
- Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
- Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
- Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007.
"Exchange rate forecasting, order flow and macroeconomic information,"
Working Paper
2007/02, Norges Bank.
- Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
- Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Valente, Giorgio & Leon, Hyginus, 2006.
"Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle,"
CEPR Discussion Papers
5527, C.E.P.R. Discussion Papers.
- Lucio Sarno & Giorgio Valente & Hyginus Leon, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," Review of Finance, European Finance Association, vol. 10(3), pages 443-482, September.
- Giorgio Valente & Mr. Gene L. Leon & Lucio Sarno, 2006. "Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," IMF Working Papers 2006/136, International Monetary Fund.
- Kleopatra Nikolaou & Lucio Sarno, 2005.
"New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market,"
Money Macro and Finance (MMF) Research Group Conference 2005
77, Money Macro and Finance Research Group.
- Kleopatra Nikolaou & Lucio Sarno, 2006. "New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(7), pages 627-656, July.
- Taylor, Mark & Sarno, Lucio & Mody, Ashoka, 2005.
"A Cross-Country Financial Accelerator: Evidence from North America and Europe,"
CEPR Discussion Papers
5037, C.E.P.R. Discussion Papers.
- Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007. "A cross-country financial accelerator: Evidence from North America and Europe," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 149-165, February.
- Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005.
"Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003,"
Working Paper
2005/2, Norges Bank.
- Q.Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2006. "Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 333-377, Emerald Group Publishing Limited.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005.
"The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields,"
CEPR Discussion Papers
5259, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
- Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2005.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates,"
CEPR Discussion Papers
4835, C.E.P.R. Discussion Papers.
- Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
- Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005.
"Arbitrage in the foreign exchange market: Turning on the microscope,"
Working Paper
2005/12, Norges Bank.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December.
- Sarno, Lucio & Rime, Dagfinn & Akram, Farooq, 2008. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers 6878, C.E.P.R. Discussion Papers.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series 42, Institute for Financial Research.
- Sarno, Lucio & Valente, Giorgio, 2004. "Asset Prices and International Spillovers: An Empirical Investigation," CEPR Discussion Papers 4380, C.E.P.R. Discussion Papers.
- Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004.
"Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability,"
CEPR Discussion Papers
4365, C.E.P.R. Discussion Papers.
- Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2005. "Exchange rates and fundamentals: evidence on the economic value of predictability," Journal of International Economics, Elsevier, vol. 66(2), pages 325-348, July.
- Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2004.
"Monetary policy and learning in an open economy,"
Bank of Finland Research Discussion Papers
3/2004, Bank of Finland.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2004. "Monetary policy and learning in an open economy," Macroeconomics 0404022, University Library of Munich, Germany.
- Sarno, Lucio & Ellison, Martin & Vilmunen, Jouko, 2004.
"Caution or Activism? Monetary Policy Strategies in an Open Economy,"
CEPR Discussion Papers
4766, C.E.P.R. Discussion Papers.
- Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2007. "Caution Or Activism? Monetary Policy Strategies In An Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 11(4), pages 519-541, September.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2006. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Computing in Economics and Finance 2006 214, Society for Computational Economics.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2007. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Money Macro and Finance (MMF) Research Group Conference 2006 18, Money Macro and Finance Research Group.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2004.
"Federal Funds Rate Prediction,"
CEPR Discussion Papers
4587, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-471, June.
- Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003. "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003 183, Royal Economic Society.
- Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004. "Federal funds rate prediction," Working Papers 2002-005, Federal Reserve Bank of St. Louis.
- Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2004.
"Monetary policy and learning in an open economy,"
Bank of Finland Research Discussion Papers
3/2004, Bank of Finland.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2004. "Monetary policy and learning in an open economy," Macroeconomics 0404022, University Library of Munich, Germany.
- Giorgio Valente & Richard Clarida & Mark Taylor & Lucio Sarno, 2004. "The Term Structure Of Euromarket Interest Rates: Some New Evidence," Royal Economic Society Annual Conference 2004 19, Royal Economic Society.
- Chadha, Jagjit S & Sarno, Lucio & Valente, Giorgio, 2003.
"Monetary Policy Rules, Asset Prices and Exchange Rates,"
CEPR Discussion Papers
4114, C.E.P.R. Discussion Papers.
- Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices, and Exchange Rates," IMF Staff Papers, Palgrave Macmillan, vol. 51(3), pages 529-552, November.
- Lucio Sarno, 2003.
"Nonlinear Exchange Rate Models: A Selective Overview,"
IMF Working Papers
2003/111, International Monetary Fund.
- Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," Rivista di Politica Economica, SIPI Spa, vol. 93(4), pages 3-46, July-Augu.
- Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes,"
CEPR Discussion Papers
3983, C.E.P.R. Discussion Papers.
- Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
- Sarno, Lucio & Wohar, Mark, 2003. "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003 310, Society for Computational Economics.
- Lucio Sarno & Daniel L. Thornton, 2003.
"The efficient market hypothesis and identification in structural VARs,"
Working Papers
2003-032, Federal Reserve Bank of St. Louis.
- Lucio Sarno & Daniel L. Thornton, 2004. "The efficient market hypothesis and identification in structural VARs," Review, Federal Reserve Bank of St. Louis, vol. 86(Jan), pages 49-60.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2002.
"The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond,"
CEPR Discussion Papers
3281, C.E.P.R. Discussion Papers.
- Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003. "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
- Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc.
- Lucio Sarno & Daniel L. Thornton & Yi Wen, 2002.
"What's unique about the federal funds rate? evidence from a spectral perspective,"
Working Papers
2002-029, Federal Reserve Bank of St. Louis.
- Lucio Sarno & Daniel L. Thornton & Yi Wen, 2007. "What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 293-319, April.
- Taylor, Mark & Sarno, Lucio & Chowdhury, Ibrahim, 2002.
"Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study,"
CEPR Discussion Papers
3377, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004. "Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 1-25, February.
- Sarno, Lucio & Thornton, Daniel L, 2002.
"The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation,"
CEPR Discussion Papers
3225, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Thornton, Daniel L., 2003. "The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1079-1110, June.
- Lucio Sarno & Daniel L. Thornton, 2002. "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers 2000-032, Federal Reserve Bank of St. Louis.
- Taylor, Mark & Peel, David & Sarno, Lucio, 2002.
"Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997,"
CEPR Discussion Papers
3249, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Taylor, Mark P & Peel, David A, 2003. "Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 787-799, October.
- Sarno, Lucio & Valente, Giorgio, 2002.
"Comparing the Accuracy of Density Forecasts from Competing Models,"
Computing in Economics and Finance 2002
223, Society for Computational Economics.
- Giorgio Valente & Lucio Sarno, 2004. "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
- Sarno, Lucio & Giorgio Valente, 2002.
"Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers,"
Royal Economic Society Annual Conference 2002
160, Royal Economic Society.
- Giorgio Valente & Lucio Sarno, 2005. "Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376.
- Lucio Sarno & Giorgio Valente, 2005. "Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376, March.
- Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates?,"
Working Papers
2002-007, Federal Reserve Bank of St. Louis.
- Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
- Taylor, Mark & Sarno, Lucio, 2001.
"Purchasing Power Parity and the Real Exchange Rate,"
CEPR Discussion Papers
2913, C.E.P.R. Discussion Papers.
- Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
- Taylor, Mark & Sarno, Lucio, 2001.
"Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?,"
CEPR Discussion Papers
2690, C.E.P.R. Discussion Papers.
- Mark P. Taylor & Lucio Sarno, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?," Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
- Taylor, Mark & Peel, David & Sarno, Lucio, 2001.
"Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles,"
CEPR Discussion Papers
2658, C.E.P.R. Discussion Papers.
- Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-1042, November.
- Sarno, Lucio, 2000.
"Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation,"
CEPR Discussion Papers
2537, C.E.P.R. Discussion Papers.
- Lucio Sarno, 2001. "Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation," Economica, London School of Economics and Political Science, vol. 68(271), pages 401-426, August.
- Sarno, Lucio & Taylor, Mark P, 1999. "The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence," CEPR Discussion Papers 2150, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Taylor, Mark P, 1997.
"The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period,"
CEPR Discussion Papers
1730, C.E.P.R. Discussion Papers.
- Taylor, Mark P. & Sarno, Lucio, 1998. "The behavior of real exchange rates during the post-Bretton Woods period," Journal of International Economics, Elsevier, vol. 46(2), pages 281-312, December.
repec:grz:wpsses:2021-08 is not listed on IDEAS - Lucio Sarno & Mark P. Taylor, "undated".
"Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion,"
Economics and Finance Discussion Papers
97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
- Sarno, Lucio & Taylor, Mark P., 1998. "Real exchange rates under the recent float: unequivocal evidence of mean reversion," Economics Letters, Elsevier, vol. 60(2), pages 131-137, August.
- Tamim Bayoumi & Lucio Sarno & Mark P.Taylor, "undated".
"European Capital Flows and Regional Risk,"
Economics and Finance Discussion Papers
97-13, Economics and Finance Section, School of Social Sciences, Brunel University.
- Tamim Bayoumi & Lucio Sarno & Mark P. Taylor, 1999. "European Capital Flows and Regional Risk," Manchester School, University of Manchester, vol. 67(1), pages 21-38, January.
- Lucio Sarno & Mark P. Taylor, "undated".
"Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation,"
Economics and Finance Discussion Papers
97-07, Economics and Finance Section, School of Social Sciences, Brunel University.
repec:cpr:ceprdp:11129 is not listed on IDEAS - Lucio Sarno & Mark P. Taylor, "undated".
"Saving-Investment Correlations: Transitory versus Permanent,"
Economics and Finance Discussion Papers
97-06, Economics and Finance Section, School of Social Sciences, Brunel University.
- Sarno, Lucio & Taylor, Mark P, 1998. "Savings-Investment Correlations: Transitory versus Permanent," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(0), pages 17-38, Supplemen.
- Lucio Sarno & Mark P. Taylor, "undated".
"Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK,"
Economics and Finance Discussion Papers
97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
- Sarno, Lucio & Taylor, Mark P., 1998. "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 221-242, April.
Articles
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024.
"Nonstandard Errors,"
Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Li, Junye & Sarno, Lucio & Zinna, Gabriele, 2024. "Risks and risk premia in the US Treasury market," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Federico Nucera & Lucio Sarno & Gabriele Zinna, 2024.
"Currency Risk Premiums Redux,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(2), pages 356-408.
- Federico C. Nucera & Lucio Sarno & Gabriele Zinna, 2023. "Currency risk premiums redux?," Temi di discussione (Economic working papers) 1415, Bank of Italy, Economic Research and International Relations Area.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2023.
"Foreign Exchange Intervention: A New Database,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 852-884, December.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2020. "Foreign Exchange Intervention: A New Database," Discussion Papers of DIW Berlin 1915, DIW Berlin, German Institute for Economic Research.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2022. "Foreign exchange intervention: A new database," CEPR Discussion Papers 17558, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2020. "Foreign exchange intervention: A new database," Kiel Working Papers 2171, Kiel Institute for the World Economy (IfW Kiel).
- Pasquale Della Corte & Lucio Sarno & Maik Schmeling & Christian Wagner, 2022.
"Exchange Rates and Sovereign Risk,"
Management Science, INFORMS, vol. 68(8), pages 5591-5617, August.
- Sarno, Lucio & Della Corte, Pasquale & Schmeling, Maik & Wagner, Christian, 2021. "Exchange Rates and Sovereign Risk," CEPR Discussion Papers 16058, C.E.P.R. Discussion Papers.
- Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022.
"Foreign Exchange Volume,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2386-2427.
- Sarno, Lucio & Cespa, Giovanni & Gargano, Antonio & Riddiough, Steven, 2021. "Foreign Exchange Volume," CEPR Discussion Papers 16128, C.E.P.R. Discussion Papers.
- Delis, Manthos D. & Politsidis, Panagiotis N. & Sarno, Lucio, 2022.
"The cost of foreign-currency lending,"
Journal of Banking & Finance, Elsevier, vol. 136(C).
- Manthos Delis & Panagiotis N. Politsidis & Lucio Sarno, 2022. "The cost of foreign-currency lending," Post-Print hal-03534083, HAL.
- Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020.
"Business cycles and currency returns,"
Journal of Financial Economics, Elsevier, vol. 137(3), pages 659-678.
- Sarno, Lucio & Colacito, Ric & Riddiough, Steven, 2019. "Business Cycles and Currency Returns," CEPR Discussion Papers 14015, C.E.P.R. Discussion Papers.
- Riccardo Colacito & Steven J. Riddiough & Lucio Sarno, 2019. "Business Cycles and Currency Returns," NBER Working Papers 26299, National Bureau of Economic Research, Inc.
- Mäkinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2020.
"Risky bank guarantees,"
Journal of Financial Economics, Elsevier, vol. 136(2), pages 490-522.
- Sarno, Lucio & Mäkinen, Taneli & Zinna, Gabriele, 2019. "Risky Bank Guarantees," CEPR Discussion Papers 13709, C.E.P.R. Discussion Papers.
- Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019. "Risky bank guarantees," Temi di discussione (Economic working papers) 1232, Bank of Italy, Economic Research and International Relations Area.
- Marcel Fratzscher & Oliver Gloede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2019.
"When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 132-156, January.
- Fratzscher, Marcel & Gloede, Oliver & Menkhoff, Lukas & Sarno, Lucio & Stöhr, Tobias, 2019. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 0(1), pages 132-156.
- Marcel Fratzscher & Oliver Goede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2015. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," Discussion Papers of DIW Berlin 1518, DIW Berlin, German Institute for Economic Research.
- Sarno, Lucio & Fratzscher, Marcel & Gloede, Oliver & Menkhoff, Lukas & Stöhr, Tobias, 2017. "When is foreign exchange intervention effective? Evidence from 33 countries," CEPR Discussion Papers 12510, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017.
"Currency Value,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 416-441.
- Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016. "Currency Value," CEPR Discussion Papers 11324, C.E.P.R. Discussion Papers.
- Blake, David & Sarno, Lucio & Zinna, Gabriele, 2017. "The market for lemmings: The herding behavior of pension funds," Journal of Financial Markets, Elsevier, vol. 36(C), pages 17-39.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016. "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 247-267.
- Pasquale Della Corte & Steven J. Riddiough & Lucio Sarno, 2016.
"Currency Premia and Global Imbalances,"
The Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2161-2193.
- Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015. "Currency Premia and Global Imbalances," 2015 Meeting Papers 1215, Society for Economic Dynamics.
- Sarno, Lucio & Tsiakas, Ilias & Ulloa, Barbara, 2016.
"What drives international portfolio flows?,"
Journal of International Money and Finance, Elsevier, vol. 60(C), pages 53-72.
- Lucio Sarno & Ilias Tsiakas & Barbara Ulloa, 2015. "What Drives International Portfolio Flows?," Working Paper series 15-16, Rimini Centre for Economic Analysis.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2016.
"Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades,"
Journal of Finance, American Finance Association, vol. 71(2), pages 601-634, April.
- Lukas Mankhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2013. "Information flows in foreign exchange markets: dissecting customer currency trades," BIS Working Papers 405, Bank for International Settlements.
- Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2016.
"What Do Stock Markets Tell Us about Exchange Rates?,"
Review of Finance, European Finance Association, vol. 20(3), pages 1045-1080.
- Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio, 2015. "What do stock markets tell us about exchange rates?," Bank of England working papers 537, Bank of England.
- Sarno, Lucio & Payne, Richard & Valente, Giorgio & Cenedese, Gino, 2015. "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers 10685, C.E.P.R. Discussion Papers.
- Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016.
"Volatility risk premia and exchange rate predictability,"
Journal of Financial Economics, Elsevier, vol. 120(1), pages 21-40.
- Sarno, Lucio & Della Corte, Pasquale, 2013. "Volatility Risk Premia and Exchange Rate Predictability," CEPR Discussion Papers 9549, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015.
"The scapegoat theory of exchange rates: the first tests,"
Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
- Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013. "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin 1290, DIW Berlin, German Institute for Economic Research.
- Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
- Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
- Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias, 2014.
"Foreign exchange risk and the predictability of carry trade returns,"
Journal of Banking & Finance, Elsevier, vol. 42(C), pages 302-313.
- Gino Cenedese & Lucio Sarno & Ilias Tsiakas, 2014. "Foreign Exchange Risk and the Predictability of Carry Trade Returns," Working Paper series 02_14, Rimini Centre for Economic Analysis.
- Lucio Sarno & Maik Schmeling, 2014.
"Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 267-292, March.
- Sarno, Lucio & Schmeling, Maik, 2013. "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective," CEPR Discussion Papers 9472, C.E.P.R. Discussion Papers.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012.
"Currency momentum strategies,"
Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
- Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2012. "Currency Momentum Strategies," CEPR Discussion Papers 8747, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011. "Currency Momentum Strategies," BIS Working Papers 366, Bank for International Settlements.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Currency Momentum Strategies," Working Paper series 09_12, Rimini Centre for Economic Analysis.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012.
"Properties of foreign exchange risk premiums,"
Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
- Lucio Sarno & Paul Schneider & Christian Wagner, 2012. "Properties of Foreign Exchange Risk Premiums," Working Paper series 10_12, Rimini Centre for Economic Analysis.
- Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012. "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 267-291.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012.
"Carry Trades and Global Foreign Exchange Volatility,"
Journal of Finance, American Finance Association, vol. 67(2), pages 681-718, April.
- Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2011. "Carry Trades and Global Foreign Exchange Volatility," CEPR Discussion Papers 8291, C.E.P.R. Discussion Papers.
- Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012.
"How the Subprime Crisis went global: Evidence from bank credit default swap spreads,"
Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
- Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," NBER Working Papers 14904, National Bureau of Economic Research, Inc.
- Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2012. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," Working papers 21, National Bank of Serbia.
- Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012.
"The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?,"
The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 100-115, February.
- Sarno, Lucio & Della Corte, Pasquale & Sestieri, Giulia, 2010. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers 8045, C.E.P.R. Discussion Papers.
- Della Corte, P. & Sarno, L. & Sestieri, G., 2011. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," Working papers 313, Banque de France.
- Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011.
"Spot and forward volatility in foreign exchange,"
Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
- Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
- Della Corte, Pasquale & Sarno, Lucio & Valente, Giorgio, 2010. "A century of equity premium predictability and the consumption-wealth ratio: An international perspective," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 313-331, June.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010.
"Asset prices, exchange rates and the current account,"
European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2007. "Asset prices, exchange rates and the current account," Working Paper Series 790, European Central Bank.
- Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009. "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers 7614, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.
- King, Michael & Sarno, Lucio & Sojli, Elvira, 2010. "Timing exchange rates using order flow: The case of the Loonie," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2917-2928, December.
- Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010.
"Exchange rate forecasting, order flow and macroeconomic information,"
Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
- Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
- Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
- Lucio Sarno & Giorgio Valente, 2009.
"Exchange Rates and Fundamentals: Footloose or Evolving Relationship?,"
Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, June.
- Sarno, Lucio & Valente, Giorgio, 2008. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers 6638, C.E.P.R. Discussion Papers.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009.
"Does the law of one price hold in international financial markets? Evidence from tick data,"
Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1741-1754, October.
- Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008. "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper 2008/19, Norges Bank.
- Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009.
"An Economic Evaluation of Empirical Exchange Rate Models,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3491-3530, September.
- Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2007. "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers 6598, C.E.P.R. Discussion Papers.
- Lucio Sarno & Elvira Sojli, 2009.
"The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 437-442, March.
- Lucio Sarno & Elvira Sojli, 2009. "The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 437-442, March.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008.
"Arbitrage in the foreign exchange market: Turning on the microscope,"
Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December.
- Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
- Sarno, Lucio & Rime, Dagfinn & Akram, Farooq, 2008. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers 6878, C.E.P.R. Discussion Papers.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series 42, Institute for Financial Research.
- Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008.
"The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value,"
Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
- Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
- Sarno, Lucio & Thornton, Daniel L & Della Corte, Pasquale, 2007. "The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value," CEPR Discussion Papers 6445, C.E.P.R. Discussion Papers.
- Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2007.
"Caution Or Activism? Monetary Policy Strategies In An Open Economy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(4), pages 519-541, September.
- Sarno, Lucio & Ellison, Martin & Vilmunen, Jouko, 2004. "Caution or Activism? Monetary Policy Strategies in an Open Economy," CEPR Discussion Papers 4766, C.E.P.R. Discussion Papers.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2006. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Computing in Economics and Finance 2006 214, Society for Computational Economics.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2007. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Money Macro and Finance (MMF) Research Group Conference 2006 18, Money Macro and Finance Research Group.
- Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007.
"A cross-country financial accelerator: Evidence from North America and Europe,"
Journal of International Money and Finance, Elsevier, vol. 26(1), pages 149-165, February.
- Taylor, Mark & Sarno, Lucio & Mody, Ashoka, 2005. "A Cross-Country Financial Accelerator: Evidence from North America and Europe," CEPR Discussion Papers 5037, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007.
"The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," CEPR Discussion Papers 5259, C.E.P.R. Discussion Papers.
- Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis.
- Lucio Sarno & Daniel L. Thornton & Yi Wen, 2007.
"What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 293-319, April.
- Lucio Sarno & Daniel L. Thornton & Yi Wen, 2002. "What's unique about the federal funds rate? evidence from a spectral perspective," Working Papers 2002-029, Federal Reserve Bank of St. Louis.
- Kleopatra Nikolaou & Lucio Sarno, 2006.
"New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(7), pages 627-656, July.
- Kleopatra Nikolaou & Lucio Sarno, 2005. "New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market," Money Macro and Finance (MMF) Research Group Conference 2005 77, Money Macro and Finance Research Group.
- Lucio Sarno & Giorgio Valente & Hyginus Leon, 2006.
"Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle,"
Review of Finance, European Finance Association, vol. 10(3), pages 443-482, September.
- Sarno, Lucio & Valente, Giorgio & Leon, Hyginus, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," CEPR Discussion Papers 5527, C.E.P.R. Discussion Papers.
- Giorgio Valente & Mr. Gene L. Leon & Lucio Sarno, 2006. "Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," IMF Working Papers 2006/136, International Monetary Fund.
- Georgios P. Kouretas & Nelson C. Mark & Athanasios P. Papadopoulos & Lucio Sarno, 2006. "Special issue on advances in international money, macro and finance," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 175-175.
- Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates,"
The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2005. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers 4835, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Valente, Giorgio, 2006. "Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3147-3169, November.
- Giorgio Valente & Lucio Sarno, 2005.
"Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376.
- Lucio Sarno & Giorgio Valente, 2005. "Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376, March.
- Sarno, Lucio & Giorgio Valente, 2002. "Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers," Royal Economic Society Annual Conference 2002 160, Royal Economic Society.
- Sarno, Lucio & Valente, Giorgio, 2005. "Empirical exchange rate models and currency risk: some evidence from density forecasts," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 363-385, March.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005.
"Federal Funds Rate Prediction,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-471, June.
- Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003. "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003 183, Royal Economic Society.
- Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004. "Federal funds rate prediction," Working Papers 2002-005, Federal Reserve Bank of St. Louis.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2004. "Federal Funds Rate Prediction," CEPR Discussion Papers 4587, C.E.P.R. Discussion Papers.
- Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2005.
"Exchange rates and fundamentals: evidence on the economic value of predictability,"
Journal of International Economics, Elsevier, vol. 66(2), pages 325-348, July.
- Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004. "Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability," CEPR Discussion Papers 4365, C.E.P.R. Discussion Papers.
- Lucio Sarno, 2005.
"Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?,"
Canadian Journal of Economics, Canadian Economics Association, vol. 38(3), pages 673-708, August.
- Lucio Sarno, 2005. "Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(3), pages 673-708, August.
- Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004.
"Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study,"
Journal of International Money and Finance, Elsevier, vol. 23(1), pages 1-25, February.
- Taylor, Mark & Sarno, Lucio & Chowdhury, Ibrahim, 2002. "Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study," CEPR Discussion Papers 3377, C.E.P.R. Discussion Papers.
- Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes,"
Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
- Sarno, Lucio & Wohar, Mark, 2003. "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003 310, Society for Computational Economics.
- Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," CEPR Discussion Papers 3983, C.E.P.R. Discussion Papers.
- Ibrahim Chowdhury & Lucio Sarno, 2004. "Time‐Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5‐6), pages 759-793, June.
- Giorgio Valente & Lucio Sarno, 2004.
"Comparing the accuracy of density forecasts from competing models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
- Sarno, Lucio & Valente, Giorgio, 2002. "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002 223, Society for Computational Economics.
- Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004.
"Monetary Policy Rules, Asset Prices, and Exchange Rates,"
IMF Staff Papers, Palgrave Macmillan, vol. 51(3), pages 529-552, November.
- Chadha, Jagjit S & Sarno, Lucio & Valente, Giorgio, 2003. "Monetary Policy Rules, Asset Prices and Exchange Rates," CEPR Discussion Papers 4114, C.E.P.R. Discussion Papers.
- Mark P. Taylor & Lucio Sarno, 2004. "International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 15-23.
- Gaia Garino & Lucio Sarno, 2004. "Speculative Bubbles in U.K. House Prices: Some New Evidence," Southern Economic Journal, John Wiley & Sons, vol. 70(4), pages 777-795, April.
- Lucio Sarno & Daniel L. Thornton, 2004.
"The efficient market hypothesis and identification in structural VARs,"
Review, Federal Reserve Bank of St. Louis, vol. 86(Jan), pages 49-60.
- Lucio Sarno & Daniel L. Thornton, 2003. "The efficient market hypothesis and identification in structural VARs," Working Papers 2003-032, Federal Reserve Bank of St. Louis.
- Lucio Sarno, 2003.
"Nonlinear Exchange Rate Models: A Selective Overview,"
Rivista di Politica Economica, SIPI Spa, vol. 93(4), pages 3-46, July-Augu.
- Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," IMF Working Papers 2003/111, International Monetary Fund.
- Sarno, Lucio & Thornton, Daniel L., 2003.
"The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation,"
Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1079-1110, June.
- Lucio Sarno & Daniel L. Thornton, 2002. "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers 2000-032, Federal Reserve Bank of St. Louis.
- Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers.
- Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003.
"The out-of-sample success of term structure models as exchange rate predictors: a step beyond,"
Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2002. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers 3281, C.E.P.R. Discussion Papers.
- Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc.
- Sarno, Lucio & Taylor, Mark P & Peel, David A, 2003.
"Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 787-799, October.
- Taylor, Mark & Peel, David & Sarno, Lucio, 2002. "Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997," CEPR Discussion Papers 3249, C.E.P.R. Discussion Papers.
- Michael Monoyios & Lucio Sarno, 2002. "Mean reversion in stock index futures markets: A nonlinear analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(4), pages 285-314, April.
- Lucio Sarno & Mark P. Taylor, 2002.
"Purchasing Power Parity and the Real Exchange Rate,"
IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
- Taylor, Mark & Sarno, Lucio, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers 2913, C.E.P.R. Discussion Papers.
- Jagjit S. Chadha & Lucio Sarno, 2002. "Short‐ and long‐run price level uncertainty under different monetary policy regimes: an international comparison," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 183-212, July.
- Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates?,"
Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
- Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis.
- Taylor Mark P. & Sarno Lucio, 2001. "Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-26, October.
- Lucio Sarno, 2001. "Toward a new paradigm in open economy modeling: where do we stand?," Review, Federal Reserve Bank of St. Louis, vol. 83(May), pages 21-36.
- Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001.
"Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-1042, November.
- Taylor, Mark & Peel, David & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles," CEPR Discussion Papers 2658, C.E.P.R. Discussion Papers.
- Mark P. Taylor & Lucio Sarno, 2001.
"Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?,"
Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
- Taylor, Mark & Sarno, Lucio, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
- Sarno, Lucio, 2001. "The behavior of US public debt: a nonlinear perspective," Economics Letters, Elsevier, vol. 74(1), pages 119-125, December.
- Lucio Sarno, 2001.
"Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation,"
Economica, London School of Economics and Political Science, vol. 68(271), pages 401-426, August.
- Sarno, Lucio, 2000. "Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation," CEPR Discussion Papers 2537, C.E.P.R. Discussion Papers.
- Eric Girardin & Lucio Sarno & Mark P. Taylor, 2000. "Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis," Empirical Economics, Springer, vol. 25(2), pages 351-368.
- Sarno, Lucio, 2000. "Real exchange rate behavior in the Middle East: a re-examination," Economics Letters, Elsevier, vol. 66(2), pages 127-136, February.
- Lucio Sarno, 2000. "Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997," Applied Economics Letters, Taylor & Francis Journals, vol. 7(5), pages 285-291.
- Lucio Sarno, 2000. "Systematic sampling and real exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 24-57, March.
- Lucio Sarno & Giorgio Valente, 2000. "The cost of carry model and regime shifts in stock index futures markets: An empirical investigation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(7), pages 603-624, August.
- Sarno, Lucio, 1999. "Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(2), pages 155-177, April.
- Éric Girardin & Lucio Sarno & Mark P. Taylor, 1999. "Composantes permanente et transitoire de l'épargne et de l'investissement : une étude empirique des flux internationaux de capitaux au Japon," Économie et Prévision, Programme National Persée, vol. 140(4), pages 117-131.
- Sarno, Lucio & Taylor, Mark P., 1999. "Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation," Journal of Development Economics, Elsevier, vol. 59(2), pages 337-364, August.
- Sarno, Lucio & Taylor, Mark P., 1999. "Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 637-657, August.
- Sarno, Lucio, 1999. "Stochastic growth: Empirical evidence from the G7 countries," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 691-712.
- Tamim Bayoumi & Lucio Sarno & Mark P. Taylor, 1999.
"European Capital Flows and Regional Risk,"
Manchester School, University of Manchester, vol. 67(1), pages 21-38, January.
- Tamim Bayoumi & Lucio Sarno & Mark P.Taylor, "undated". "European Capital Flows and Regional Risk," Economics and Finance Discussion Papers 97-13, Economics and Finance Section, School of Social Sciences, Brunel University.
- Kyriacos Kyriacou & Lucio Sarno, 1999. "The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 19(3), pages 245-270, May.
- Sarno, Lucio & Taylor, Mark P., 1998.
"Real exchange rates under the recent float: unequivocal evidence of mean reversion,"
Economics Letters, Elsevier, vol. 60(2), pages 131-137, August.
- Lucio Sarno & Mark P. Taylor, "undated". "Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion," Economics and Finance Discussion Papers 97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
- Taylor, Mark P. & Sarno, Lucio, 1998.
"The behavior of real exchange rates during the post-Bretton Woods period,"
Journal of International Economics, Elsevier, vol. 46(2), pages 281-312, December.
- Sarno, Lucio & Taylor, Mark P, 1997. "The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period," CEPR Discussion Papers 1730, C.E.P.R. Discussion Papers.
- Lucio Sarno & Mark Taylor, 1998. "Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(1), pages 69-98, March.
- Sarno, Lucio & Taylor, Mark P., 1998.
"Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K,"
Journal of Macroeconomics, Elsevier, vol. 20(2), pages 221-242, April.
- Lucio Sarno & Mark P. Taylor, "undated". "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK," Economics and Finance Discussion Papers 97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
- Sarno, Lucio & Taylor, Mark P, 1998.
"Savings-Investment Correlations: Transitory versus Permanent,"
The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(0), pages 17-38, Supplemen.
- Lucio Sarno & Mark P. Taylor, "undated". "Saving-Investment Correlations: Transitory versus Permanent," Economics and Finance Discussion Papers 97-06, Economics and Finance Section, School of Social Sciences, Brunel University.
- Lucio Sarno, 1997. "Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity," Applied Economics, Taylor & Francis Journals, vol. 29(5), pages 591-605.
- Taylor, Mark P & Sarno, Lucio, 1997. "Capital Flows to Developing Countries: Long- and Short-Term Determinants," The World Bank Economic Review, World Bank, vol. 11(3), pages 451-470, September.
- Liam A. Gallagher & Lucio Sarno & Mark P. Taylor, 1997.
"Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(5), pages 566-582, November.
RePEc:oup:revfin:v:37:y:2024:i:2:p:356-408. is not listed on IDEAS
RePEc:taf:apfiec:v:7:y:1997:i:3:p:255-263 is not listed on IDEAS
RePEc:taf:apfiec:v:13:y:2003:i:9:p:635-643 is not listed on IDEAS
Chapters
- Q.Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2006.
"Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003,"
Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 333-377,
Emerald Group Publishing Limited.
- Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003," Working Paper 2005/2, Norges Bank.
Books
- Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.), 2014.
"Developments in Macro-Finance Yield Curve Modelling,"
Cambridge Books,
Cambridge University Press, number 9781107044555, October.
- Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.), 2016. "Developments in Macro-Finance Yield Curve Modelling," Cambridge Books, Cambridge University Press, number 9781316623169, October.
- Sarno,Lucio & Taylor,Mark P., 2003.
"The Economics of Exchange Rates,"
Cambridge Books,
Cambridge University Press, number 9780521485845, October.
- Mark P. Taylor, 1995. "The Economics of Exchange Rates," Journal of Economic Literature, American Economic Association, vol. 33(1), pages 13-47, March.
- Lucio Sarno & Mark P. Taylor (ed.), 2002. "New Developments in Exchange Rate Economics," Books, Edward Elgar Publishing, volume 0, number 2115.
More information
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This author is among the top 5% authors according to these criteria:- Average Rank Score
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 69 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-IFN: International Finance (39) 2001-11-21 2003-03-14 2003-03-14 2003-10-05 2004-04-18 2005-02-13 2005-06-14 2005-11-12 2006-03-05 2006-03-25 2006-04-08 2007-05-04 2008-01-05 2008-04-12 2008-06-27 2008-09-05 2009-01-03 2009-03-22 2010-03-28 2011-01-23 2011-03-19 2011-08-09 2012-04-17 2013-09-24 2013-09-28 2014-03-15 2015-04-11 2015-07-11 2015-08-13 2015-11-15 2015-11-21 2016-03-17 2016-07-02 2018-01-22 2018-08-13 2019-10-07 2019-10-14 2020-12-07 2024-03-18. Author is listed
- NEP-MON: Monetary Economics (28) 2001-02-08 2002-07-04 2002-12-09 2003-06-16 2004-02-29 2004-05-02 2004-09-30 2005-02-13 2005-02-13 2005-06-14 2005-06-14 2005-09-29 2006-07-15 2007-01-02 2007-04-09 2009-03-22 2011-08-09 2012-03-28 2012-04-17 2012-04-17 2012-07-08 2013-05-22 2013-09-24 2015-01-19 2015-11-21 2016-07-02 2018-01-22 2020-12-07. Author is listed
- NEP-CBA: Central Banking (24) 2002-07-04 2005-02-13 2005-02-13 2005-06-14 2006-03-25 2006-04-08 2006-07-15 2007-04-09 2007-05-04 2008-01-05 2008-04-12 2008-06-27 2008-09-05 2009-01-03 2009-03-22 2009-04-18 2011-01-23 2011-08-09 2012-03-28 2013-09-24 2015-11-21 2016-03-17 2018-01-22 2020-12-07. Author is listed
- NEP-MAC: Macroeconomics (22) 2001-10-29 2003-03-14 2003-03-17 2003-10-28 2004-01-18 2004-02-29 2005-02-13 2005-02-13 2005-06-14 2005-06-14 2005-06-14 2005-09-29 2006-07-15 2007-04-09 2007-09-30 2009-03-22 2010-03-28 2011-08-09 2015-11-21 2018-01-22 2020-12-07 2020-12-07. Author is listed
- NEP-OPM: Open Economy Macroeconomics (18) 2008-06-27 2008-09-05 2010-03-28 2011-03-19 2011-08-09 2013-05-22 2013-09-24 2015-01-19 2015-04-11 2015-11-15 2015-11-21 2016-03-17 2016-07-02 2018-01-22 2018-08-13 2019-10-07 2019-10-14 2020-12-07. Author is listed
- NEP-FMK: Financial Markets (12) 2002-07-08 2003-03-14 2003-03-14 2005-06-14 2005-06-14 2005-06-14 2005-11-12 2006-03-05 2006-03-25 2006-04-08 2007-01-02 2015-08-13. Author is listed
- NEP-RMG: Risk Management (9) 2002-12-09 2003-03-14 2005-11-12 2006-03-25 2009-04-18 2011-01-23 2019-05-13 2019-11-25 2024-03-18. Author is listed
- NEP-ETS: Econometric Time Series (6) 2002-02-15 2002-07-08 2003-03-14 2003-10-28 2004-04-18 2004-08-09. Author is listed
- NEP-FIN: Finance (6) 2002-07-04 2002-07-08 2003-06-16 2004-08-09 2005-11-12 2006-03-25. Author is listed
- NEP-MST: Market Microstructure (6) 2007-05-04 2008-06-27 2009-01-03 2009-03-22 2011-03-19 2013-09-28. Author is listed
- NEP-BAN: Banking (3) 2009-04-18 2019-05-13 2019-11-25
- NEP-FOR: Forecasting (3) 2007-05-04 2009-03-22 2011-01-23
- NEP-HIS: Business, Economic and Financial History (3) 2005-06-14 2009-04-18 2020-12-07
- NEP-UPT: Utility Models and Prospect Theory (3) 2010-03-28 2011-08-09 2012-04-17
- NEP-BEC: Business Economics (2) 2005-11-12 2008-09-05
- NEP-CFN: Corporate Finance (2) 2005-06-14 2009-01-03
- NEP-ECM: Econometrics (2) 2005-02-13 2008-01-05
- NEP-EEC: European Economics (1) 2005-06-14
- NEP-EXP: Experimental Economics (1) 2021-12-06
- NEP-INT: International Trade (1) 2014-03-15
- NEP-ORE: Operations Research (1) 2019-11-25
- NEP-URE: Urban and Real Estate Economics (1) 2009-04-18
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