LUCIO SARNO

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Sur la base des exigences liées au financement

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Mark P TaylorDean and Donald Danforth Jr Distinguished Professor of Finance, WashU Olin Business SchoolAdresse e-mail validée de wustl.edu
Giorgio ValenteHong Kong Monetary AuthorityAdresse e-mail validée de hkma.gov.hk
Lukas MenkhoffDIW Berlin and Humboldt-Universität zu BerlinAdresse e-mail validée de diw.de
Pasquale Della CorteAssociate Professor of Finance, Imperial College LondonAdresse e-mail validée de imperial.ac.uk
Maik SchmelingGoethe University FrankfurtAdresse e-mail validée de finance.uni-frankfurt.de
Andreas SchrimpfBank for International SettlementsAdresse e-mail validée de bis.org
Ilias TsiakasUniversity of GuelphAdresse e-mail validée de uoguelph.ca
Dagfinn RimeBI Norwegian Business School, Department of Financial EconomicsAdresse e-mail validée de bi.no
Daniel L. ThorntonD.L. Thornton Economics LLCAdresse e-mail validée de dlthornton.com
Marcel FratzscherProfessor of Macroeconomics, Humboldt-University Berlin and DIW BerlinAdresse e-mail validée de diw.de
richard claridaProfessor of economics , Columbia university Adresse e-mail validée de columbia.edu
Steven J. RiddioughAssociate Professor of Finance, University of TorontoAdresse e-mail validée de rotman.utoronto.ca
Farooq AkramNorges BankAdresse e-mail validée de norges-bank.no
Ashoka ModyPrinceton UniversityAdresse e-mail validée de princeton.edu
Elvira SojliAssociate Professor, UNSW Business SchoolAdresse e-mail validée de unsw.edu.au
Christian WagnerProfessor of Finance, WU Vienna University of Economics and BusinessAdresse e-mail validée de wu.ac.at
Gino CenedeseFulcrum Asset ManagementAdresse e-mail validée de fulcrumasset.com
Jagjit S ChadhaDirector, National Institute of Economic and Social ResearchAdresse e-mail validée de kent.ac.uk
Luciana JuvenalInstitute for Capacity Development, IMFAdresse e-mail validée de imf.org
Paul SchneiderProfessor of Quantitative Methods, University of LuganoAdresse e-mail validée de usi.ch

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LUCIO SARNO

Cambridge Judge Business School, University of Cambridge

Adresse e-mail validée de jbs.cam.ac.uk - Page d'accueil

International Finance Empirical Asset Pricing


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Nonlinear mean‐reversion in real exchange rates: toward a solution to the purchasing power parity puzzles MP Taylor, DA Peel, L Sarno International economic review 42 (4), 1015-1042, 2001	1259	2001
The economics of exchange rates L Sarno, MP Taylor Cambridge university press, 2003	1209	2003
The behavior of real exchange rates during the post-Bretton Woods period MP Taylor, L Sarno Journal of international Economics 46 (2), 281-312, 1998	1091	1998
Official intervention in the foreign exchange market: is it effective and, if so, how does it work? L Sarno, MP Taylor journal of Economic Literature 39 (3), 839-868, 2001	1087	2001
Carry trades and global foreign exchange volatility L Menkhoff, L Sarno, M Schmeling, A Schrimpf The Journal of Finance 67 (2), 681-718, 2012	937	2012
Purchasing power parity and the real exchange rate L Sarno, MP Taylor IMF staff papers 49 (1), 65-105, 2002	753	2002
Currency momentum strategies L Menkhoff, L Sarno, M Schmeling, A Schrimpf Journal of Financial Economics 106 (3), 660-684, 2012	588	2012
Capital flows to developing countries: long-and short-term determinants MP Taylor, L Sarno The World Bank Economic Review 11 (3), 451-470, 1997	498	1997
How the subprime crisis went global: Evidence from bank credit default swap spreads B Eichengreen, A Mody, M Nedeljkovic, L Sarno Journal of International Money and Finance 31 (5), 1299-1318, 2012	443	2012
Arbitrage in the foreign exchange market: Turning on the microscope QF Akram, D Rime, L Sarno Journal of International Economics 76 (2), 237-253, 2008	439	2008
Towards a solution to the puzzles in exchange rate economics: Where do we stand? L Sarno Canadian Journal of Economics/Revue canadienne d'économique 38 (3), 673-708, 2005	390	2005
The out-of-sample success of term structure models as exchange rate predictors: a step beyond RH Clarida, L Sarno, MP Taylor, G Valente Journal of International Economics 60 (1), 61-83, 2003	362	2003
Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation L Sarno, MP Taylor Journal of Development Economics 59 (2), 337-364, 1999	357	1999
Exchange rate forecasting, order flow and macroeconomic information D Rime, L Sarno, E Sojli Journal of International Economics 80 (1), 72-88, 2010	337	2010
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study L Sarno, MP Taylor, I Chowdhury Journal of International Money and Finance 23 (1), 1-25, 2004	294	2004
An economic evaluation of empirical exchange rate models P Della Corte, L Sarno, I Tsiakas The review of financial studies 22 (9), 3491-3530, 2009	276	2009
Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests L Sarno, MP Taylora Journal of International Money and finance 18 (4), 637-657, 1999	250	1999
How well do monetary fundamentals forecast exchange rates? CJ Neely, L Sarno Federal Reserve Bank of St. Louis Working Paper Series, 2002	220	2002
Real exchange rates under the recent float: unequivocal evidence of mean reversion L Sarno, MP Taylor Economics Letters 60 (2), 131-137, 1998	219	1998
Nonlinearity in deviations from uncovered interest parity: an explanation of the forward bias puzzle L Sarno, G Valente, H Leon Review of Finance 10 (3), 443-482, 2006	211	2006

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