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Gino Cenedese
Gino Cenedese
Fulcrum Asset Management
Adresse e-mail validée de fulcrumasset.com - Page d'accueil
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What do stock markets tell us about exchange rates?
G Cenedese, R Payne, L Sarno, G Valente
Review of Finance 20 (3), 1045-1080, 2016
1042016
Foreign exchange risk and the predictability of carry trade returns
G Cenedese, L Sarno, I Tsiakas
Journal of Banking & Finance 42, 302-313, 2014
882014
Currency mispricing and dealer balance sheets
G Cenedese, P Della Corte, T Wang
The Journal of Finance 76 (6), 2763-2803, 2021
642021
What Moves International Stock and Bond Markets?
G Cenedese, E Mallucci
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2605410, 2015
372015
OTC premia
G Cenedese, A Ranaldo, M Vasios
Journal of Financial Economics 136 (1), 86-105, 2020
292020
Currency fair value models
G Cenedese, T Stolper
Handbook of exchange rates, 313-342, 2012
152012
Safe haven currencies: A portfolio perspective
G Cenedese
Available at SSRN 2606662, 2015
92015
Unconventional monetary policy and the portfolio choice of international mutual funds
G Cenedese, I Elard
Journal of International Money and Finance 115, 102357, 2021
72021
Limits to Arbitrage in the Foreign Exchange Market: Evidence from FX Trade Repository Data
G Cenedese, P Della Corte, T Wang
Unpublished working paper, 2016
62016
Average variance, average correlation and currency returns
G Cenedese, L Sarno, I Tsiakas
Working Paper, Cass Business School, 2012
52012
Essays in international finance
G Cenedese
University of Warwick, 2011
32011
Staff Working Paper No. 779 Currency mispricing and dealer balance sheets
G Cenedese, P Della Corte, T Wang
2019
Staff Working Paper No. 751 OTC premia
G Cenedese, A Ranaldo, M Vasios
2018
The Fulcrum Expected Returns Model: A Primer
J Antolın-Dıaz, G Cenedese
2018
What Do Stock Markets Tell Us About Exchange Rates?
L Sarno, R Payne, G Valente, G Cenedese
2015
DP10685 What Do Stock Markets Tell Us About Exchange Rates?
G Cenedese, R Payne, L Sarno, G Valente
2015
Stock markets, wisdom of crowds, and corporate strategy
C Krohn, J Frankel, G Cenedese, R Payne, L Sarno, G Valente
Global Challenge Initiatives
G Cenedese, E Luxton
Staff Working Paper No. 537: What do stock markets tell us about exchange rates?-Gino Cenedese, Richard Payne, Lucio Sarno and Giorgio Valente
G Cenedese
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