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 | 104 | 2016 |
Foreign exchange risk and the predictability of carry trade returns G Cenedese, L Sarno, I Tsiakas Journal of Banking & Finance 42, 302-313, 2014 | 88 | 2014 |
Currency mispricing and dealer balance sheets G Cenedese, P Della Corte, T Wang The Journal of Finance 76 (6), 2763-2803, 2021 | 64 | 2021 |
What Moves International Stock and Bond Markets? G Cenedese, E Mallucci http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2605410, 2015 | 37 | 2015 |
OTC premia G Cenedese, A Ranaldo, M Vasios Journal of Financial Economics 136 (1), 86-105, 2020 | 29 | 2020 |
Currency fair value models G Cenedese, T Stolper Handbook of exchange rates, 313-342, 2012 | 15 | 2012 |
Safe haven currencies: A portfolio perspective G Cenedese Available at SSRN 2606662, 2015 | 9 | 2015 |
Unconventional monetary policy and the portfolio choice of international mutual funds G Cenedese, I Elard Journal of International Money and Finance 115, 102357, 2021 | 7 | 2021 |
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to Arbitrage in the Foreign Exchange Market: Evidence from FX Trade Repository Data G Cenedese, P Della Corte, T Wang Unpublished working paper, 2016 | 6 | 2016 |
Average variance, average correlation and currency returns G Cenedese, L Sarno, I Tsiakas Working Paper, Cass Business School, 2012 | 5 | 2012 |
Essays in international finance G Cenedese University of Warwick, 2011 | 3 | 2011 |
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 | | |