L Sarno

This author does not work for the BIS.

5 items

February 2017	Currency value by Andreas Schrimpf, L Menkhoff, L Sarno and M Schmeling in Review of Financial Studies
March 2016	Information flows in foreign exchange markets: dissecting customer currency trades by Andreas Schrimpf, L Menkhoff, L Sarno and M Schmeling in Journal of Finance
2016	What drives international portfolio flows? by Barbara Ulloa, I Tsiakas and L Sarno in Journal of International Money and Finance
2012	Carry trades and global foreign exchange volatility by Andreas Schrimpf, L Menkhoff, L Sarno and M Schmeling in Journal of Finance
2012	Currency momentum strategies by Andreas Schrimpf, L Menkhoff, L Sarno and M Schmeling in Journal of Financial Economics