Lucio Sarno - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2008 | 2007 | 2006 | 2004

	Title	Other author(s)
Full text	The scapegoat theory of exchange rates: the first tests, European Central Bank Working papers [View] (Paper: 1418, 01.02.2012)	Marcel Fratzscher Gabriele Zinna
Abstract Full text	Currency Momentum Strategies Bank for International Settlements Working papers [View] (Paper: 366, 13.12.2011)	Lukas Menkhoff Maik Schmeling Andreas Schrimpf
Abstract Full text	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)	Pasquale Della Corte Giulia Sestieri
Abstract	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)	Q. Farooq Akram Dagfinn Rime
Abstract Full text	Asset Prices, Exchange Rates and the Current Account St Louis Fed Working Papers [View] (Paper: 2008-031, 26.08.2008) JEL: C30, F32, F40	Luciana Juvenal Marcel Fratzscher
Full text	Assessing the benefits of international portfolio diversification in bonds and stocks. European Central Bank Working papers [View] (Paper: 0883, 01.04.2008)	Roberto A. De Santis
Abstract	Exchange rate forecasting, order flow and macroeconomic information Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2007/02, 23.04.2007)	Dagfinn Rime Elvira Sojli
Full text	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	Daniel L. Thornton Pasquale Della Corte
Abstract Full text	Monetary policy and learning in an open economy Bank of Finland Discussion Papers [View] (Paper: 2004/03, 01.02.2004) JEL: D81, D83, E52, E58, F41	Martin Ellison Jouko Vilmunen

Papers by year: All | 2012 | 2011 | 2008 | 2007 | 2006 | 2004