Della Corte, Pasquale, Sarno, Lucio and Sestieri, Giulia. (2012) The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? Review of Economics and Statistics, Vol.94 (No.1). pp. 100-115. ISSN 0034-6535

Della Corte, Pasquale and Tsiakas, Ilias (2012) Statistical and economic methods for evaluating exchange rate predictability. In: James, J. and Sarno, Lucio and Marsh, I.W., (eds.) Handbook of exchange rates. Wiley Handbooks in Financial Engineering and Econometrics (Chapter 8). Wiley-Blackwell Publishing Ltd., pp. 239-283. ISBN 978-0-470-76883-9

Della Corte, Pasquale, Sarno, Lucio and Tsiakas, Ilias. (2011) Spot and forward volatility in foreign exchange. Journal of Financial Economics, Vol.100 (No.3). pp. 496-513. ISSN 0304-405X

Della Corte, Pasquale, Sarno, Lucio and Valente, Giorgio. (2010) A century of equity premium predictability and the consumption-wealth ratio: an international perspective. Journal of Empirical Finance, Vol.17 (No.3). pp. 313-331. ISSN 0927-5398

Della Corte, Pasquale, Sarno, Lucio and Tsiakas, Ilias. (2009) An economic evaluation of empirical exchange rate models. Review of Financial Studies, Vol.22 (No.9). pp. 3491-3530. ISSN 0893-9454

Della Corte, Pasquale, Sarno, Lucio and Thornton, Daniel L. (2008) The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value. In: 62nd European Meeting of the Econometric-Society, Budapest, Hungary, Aug 27-31, 2007. Published in: Journal of Financial Economics, Vol.89 (No.1). pp. 158-174.

Della Corte, Pasquale, Sarno, Lucio and Tsiakas, Ilias (2007) An economic evaluation of empirical exchange rate models. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). (Discussion paper (Centre for Economic Policy Research (Great Britain)).

Della Corte, Pasquale, Sarno, Lucio and Thornton, Daniel L. (2007) The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). (Discussion paper (Centre for Economic Policy Research (Great Britain)).