Discussion paper DP8503 Properties of Foreign Exchange Risk Premiums Lucio Sarno Paul Schneider Christian Wagner 1 Aug 2011 Financial Economics International Macroeconomics E43 F31 G10
Discussion paper DP5527 Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle Lucio Sarno Giorgio Valente Hyginus Leon 22 Mar 2006 Financial Economics International Macroeconomics F31