The Library
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Number of items: 10.
Chinese University of Hong Kong (CUHK)
Sarno, Lucio and Valente, Giorgio (2008) Exchange rates and fundamentals: footloose or evolving relationship? Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.663).
Economic and Social Research Council (Great Britain) (ESRC)
Sarno, Lucio and Valente, Giorgio (2008) Exchange rates and fundamentals: footloose or evolving relationship? Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.663).
Ellison, Martin, Sarno, Lucio and Vilmunen, Jouko (2007) Caution or activism? Monetary policy strategies in an open economy. Macroeconomic Dynamics, Vol.11 (No.4). pp. 519-541. doi:10.1017/S136510050706021X ISSN 1365-1005.
Clarida, Richard H., Sarno, Lucio, Taylor, Mark P. and Valente, Giorgio (2006) The role of asymmetries and regime shifts in the term structure of interest rates. The Journal of Business, Vol.79 (No.3). pp. 1193-1224. doi:10.1086/500674 ISSN 0021-9398.
Sarno, Lucio (2005) Towards a solution to the puzzles in exchange rate economics: where do we stand? Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.05-).
Abhyankar, Abhay, Sarno, Lucio and Valente, Giorgio (2004) Exchange rates and fundamentals: evidence on the economic value of predictability. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Sarno, Lucio and Valente, Giorgio (2003) Modeling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).
Institute for Quantitative Investment and Research (Great Britain) (INQUIRE)
Akram, Qaisar Farooq, Rime, Dagfinn and Sarno, Lucio (2008) Arbitrage in the foreign exchange market: turning on the microscope. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.687).
Leverhulme Trust (LT)
Taylor, Mark P., Peel, D. and Sarno, Lucio (2001) Nonlinear mean-reversion in real exchange rates: towards a solution to the purchasing power parity puzzles. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.265).
Rotary Foundation (RF)
Sarno, Lucio and Taylor, Mark P. (1999) The persistence of capital inflows and the behaviour of stock prices in East Asia emerging markets: some empirical evidence. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.215).
This list was generated on Wed Apr 24 15:10:26 2024 BST.