Sign in
Author
|
Conference
|
Journal
|
Organization
|
Year
|
DOI
Look for results that meet for the following criteria:
since
equal to
before
between
and
Search in all fields of study
Limit my searches in the following fields of study
Agriculture Science
Arts & Humanities
Biology
Chemistry
Computer Science
Economics & Business
Engineering
Environmental Sciences
Geosciences
Material Science
Mathematics
Medicine
Physics
Social Science
Multidisciplinary
Co-authors
(97)
Mark P. Taylor
27
Giorgio Valente
21
Daniel L. Thornton
14
Giorgio Valente
12
Mark Patrick Taylor
9
Journals
(39)
J FUTURES MARKETS
5
J INT ECON
5
J BANK FINAN
4
J INT MONEY FINAN
4
ECON LETT
3
Keywords
(300)
Embed
Subscribe
Academic
Authors
Lucio Sarno
Lucio Sarno,City University London,Financial Economics,Mathematical & Quantitative Methods,International Economics
Edit
Lucio Sarno
City University London
Publications:
155
|
Citations:
3047
Fields:
Financial Economics
,
Mathematical & Quantitative Methods
,
International Economics
View FAQ about top research areas and Fields of study
Collaborated with
97 co-authors
from 1997 to 2012
|
Cited by
2351 authors
Cumulative
Annual
Sort by:
Publications
(155)
BibTeX
|
RIS
|
RefWorks
Download
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
Pasquale Della Corte
,
Lucio Sarno
,
Giulia Sestieri
Journal:
Review of Economics and Statistics - REV ECON STATIST
, vol. 94, no. 1, pp. 100-115, 2012
Currency Momentum Strategies
Lukas Menkhoff
,
Lucio Sarno
,
Maik Schmeling
,
Andreas Schrimpf
Published in 2012.
Carry Trades and Global Foreign Exchange Volatility
LUKAS MENKHOFF
,
LUCIO SARNO
,
MAIK SCHMELING
,
ANDREAS SCHRIMPF
Published in 2012.
Global liquidity risk in the foreign exchange market
Chiara Banti
,
Kate Phylaktis
,
Lucio Sarno
Published in 2012.
The Scapegoat Theory of Exchange Rates: The First Tests
Marcel Fratzscher
,
Lucio Sarno
,
Gabriele Zinna
Published in 2012.
Sort by:
Citations
(3047 times by 2111 publications)
Does purchasing power parity hold sometimes? Regime switching in real exchange rates
Hwa-Taek Lee
,
Gawon Yoon
Journal:
Applied Economics - APPL ECON
, vol. 45, no. 16, pp. 2279-2294, 2013
A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’
D. Ventosa-Santaulària
,
M. Gómez-Zaldívar
Journal:
Applied Economics Letters - APPL ECON LETTERS
, vol. 20, no. 2, pp. 111-113, 2013
International capital crunches: the time-varying role of informational asymmetries
Ashoka Mody
,
Mark P. Taylor
Journal:
Applied Economics - APPL ECON
, vol. 45, no. 20, pp. 2961-2973, 2013
Revisiting purchasing power parity for East Asian countries: sequential panel selection method
Dongxiang Zhang
,
Tsangyao Chang
,
Chia-Hao Lee
,
Ken Hung
Journal:
Applied Economics Letters - APPL ECON LETTERS
, vol. 20, no. 1, pp. 62-66, 2013
A note on the yen/dollar rate without foreign exchange intervention
Takeshi Hoshikawa
,
Keiko Yamaguchi
Journal:
Applied Economics Letters - APPL ECON LETTERS
, vol. 20, no. 3, pp. 238-243, 2013
Comments