Discussion paper DP9549 Volatility Risk Premia and Exchange Rate Predictability Lucio Sarno Pasquale Della Corte 7 Jul 2013 Financial Economics International Macroeconomics F31 F37 G12 G13
Discussion paper DP8812 The Scapegoat Theory of Exchange Rates: The First Tests Lucio Sarno Marcel Fratzscher Gabriele Zinna 1 Feb 2012 International Macroeconomics F31 G10
Discussion paper DP7225 Exchange Rate Forecasting, Order Flow and Macroeconomic Information Lucio Sarno Dagfinn Rime Elvira Sojli 15 Mar 2009 Financial Economics International Macroeconomics F31 F41 G10
Discussion paper DP6553 Optimal Informed Trading in the Foreign Exchange Market Paolo Vitale 2 Nov 2007 International Macroeconomics D82 G14 G15
Discussion paper DP5861 Persistence, Performance and Prices in Foreign Exchange Markets Tarun Ramadorai 1 Oct 2006 Financial Economics G10 G15
Discussion paper DP5604 Marketwide Private Information in Stocks: Forecasting Currency Returns Rui Albuquerque Luis Marques Eva de Francisco 29 Mar 2006 Financial Economics F31 G11 G14
Discussion paper DP5468 A Market Microstructure Analysis of Foreign Exchange Intervention Paolo Vitale 20 Jan 2006 Financial Economics International Macroeconomics D82 G14 G15
Discussion paper DP4530 A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination Paolo Vitale 23 Aug 2004 International Macroeconomics D82 G14 G15
Discussion paper DP4586 An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates Paolo Vitale Francis Breedon 23 Aug 2004 International Macroeconomics D82 G14 G15
Discussion paper DP4285 Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms Frank de Jong Barbara Rindi Yiu Chung Cheung 23 Mar 2004 Financial Economics C32 F31