Pasquale Della Corte
Personal Details
First Name: | Pasquale |
Middle Name: | |
Last Name: | Della Corte |
Suffix: | |
RePEc Short-ID: | pde393 |
[This author has chosen not to make the email address public] | |
http://www.warwick.ac.uk/staff/Pasquale.DellaCorte | |
Finance Group, Warwick Business School, University of Warwick, CV4 7AL Coventry, United Kingdom, | |
+44 (0)24 765 23849 | |
Terminal Degree: | 2007 Warwick Business School; University of Warwick (from RePEc Genealogy) |
Affiliation
Finance Group
Warwick Business School
University of Warwick
Coventry, United Kingdomhttp://www.wbs.ac.uk/faculty/subjects/fin.cfm
RePEc:edi:afwbsuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- 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.
- 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.
- 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.
- 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.
Articles
- 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.
- 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.
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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-CBA: Central Banking (1) 2008-01-05
- NEP-ECM: Econometrics (1) 2008-01-05
- NEP-FMK: Financial Markets (1) 2007-01-02
- NEP-IFN: International Finance (1) 2008-01-05
- NEP-MAC: Macroeconomics (1) 2007-09-30
- NEP-MON: Monetary Economics (1) 2007-01-02
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