Lucio Sarno

19 published titles

The dynamic relationship between the federal funds rate and the treasury bill rate : an empirical investigation

1 edition

The economics of exchange rates

1 edition

New developments in exchange rate economics

(Contributor)

1 edition

Monetary fundamentals and exchange rate dynamics under different nominal regimes

1 edition

Monetary policy rules, asset prices and exchange rates

(Contributor)

1 edition

Federal funds rate prediction

1 edition

An economic evaluation of empirical exchange rate models

(Contributor)

1 edition

Exchange rates and fundamentals : footloose or evolving relationship?

1 edition

Arbitrage in the foreign exchange market

(Contributor)

1 edition

Exchange rate forecasting, order flow and macroeconomic information

(Contributor)

1 edition

Asset prices, exchange rates and the current account

(Contributor)

1 edition

Spot and forward volatility in foreign exchange

(Contributor)

1 edition

The predictive information content of external imbalances for exchange rate returns : how much is it worth?

(Contributor)

1 edition

Properties of foreign exchange risk premiums

1 edition

Handbook of exchange rates

(Contributor)

1 edition

The scapegoat theory of exchange rates : the first tests

(Contributor)

1 edition

Which fundamentals drive exchange rates? : a cross-sectional perspective

1 edition

Volatility risk premia and exchange rate predictability

(Contributor)

1 edition

Developments in macro-finance yield curve modelling

(Contributor)

1 edition