Lucio Sarno - Central Bank Research Hub

Papers by year: All | 2015 | 2014 | 2013 | 2012 | 2011 | 2008 | 2007 | 2006

Title Other author(s)

What do stock markets tell us about exchange rates?

Bank of England Working papers [View] (Paper: swp537, 24.07.2015)

JEL: F31, G15

The scapegoat theory of the exchange rates: the first tests

Bank of Italy Working Papers [View] (Paper: 991, 19.11.2014)

JEL: F34, G12, G15

Information Flows in Dark Markets: Dissecting Customer Currency Trades

Bank for International Settlements Working papers [View] (Paper: 405, 22.07.2013)

The scapegoat theory of exchange rates: the first tests,

European Central Bank Working papers [View] (Paper: 1418, 01.02.2012)

Currency Momentum Strategies

Bank for International Settlements Working papers [View] (Paper: 366, 13.12.2011)

The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?

Bank of France Working Papers [View] (Paper: Nr 313, 03.05.2011)

Does the law of one price hold in international financial markets? Evidence from tick data

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2008/19, 04.11.2008)

Asset Prices, Exchange Rates and the Current Account

St Louis Fed Working Papers [View] (Paper: 2008-031, 26.08.2008)

JEL: C30, F32, F40

Assessing the benefits of international portfolio diversification in bonds and stocks.

European Central Bank Working papers [View] (Paper: 0883, 01.04.2008)

Exchange rate forecasting, order flow and macroeconomic information

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2007/02, 23.04.2007)

The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value

St Louis Fed Working Papers [View] (Paper: 2006-061, 04.12.2006)

JEL: E43, G10

Papers by year: All | 2015 | 2014 | 2013 | 2012 | 2011 | 2008 | 2007 | 2006