VoxEU Column Foreign exchange interventions: Frequent and effective Tobias Stöhr Lukas Menkhoff Lucio Sarno Marcel Fratzscher 23 Feb 2018 Exchange Rates Financial Markets Macroeconomic policy
Discussion paper DP12510 When is foreign exchange intervention effective? Evidence from 33 countries Lucio Sarno Marcel Fratzscher Lukas Menkhoff Tobias Stöhr 14 Dec 2017 International Macroeconomics and Finance F31 F33 E58
VoxEU Column Currency valuation and risk premia Andreas Schrimpf Lucio Sarno Maik Schmeling Lukas Menkhoff 30 Jun 2016 Exchange Rates Global economy
Discussion paper DP11324 Currency Value Lucio Sarno Lukas Menkhoff Maik Schmeling Andreas Schrimpf 11 Jun 2016 Financial Economics International Macroeconomics and Finance F31 G12 G15
VoxEU Column Global imbalance risk and exchange rates Steven Riddiough Lucio Sarno Pasquale Della Corte 29 Feb 2016 Exchange Rates Financial Markets
Discussion paper DP11129 Currency Premia and Global Imbalances Pasquale Della Corte Steven Riddiough Lucio Sarno 22 Feb 2016 Financial Economics International Macroeconomics and Finance F31 F37 G12 G15
VoxEU Column The relation between stock and currency returns Giorgio Valente Richard Payne Lucio Sarno Gino Cenedese 17 Jul 2015 Exchange Rates Financial Markets
Discussion paper DP10685 What Do Stock Markets Tell Us About Exchange Rates? Lucio Sarno Richard Payne Giorgio Valente Gino Cenedese 5 Jul 2015 Financial Economics International Macroeconomics and Finance F31 G15
VoxEU Column Volatility insurance and exchange rate predictability: The VRP currency strategy Tarun Ramadorai Lucio Sarno Pasquale Della Corte 9 Jan 2014 Exchange Rates
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 DP9472 Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective Lucio Sarno Maik Schmeling 12 May 2013 International Macroeconomics F31 G10
VoxEU Column Limits to currency momentum trading Andreas Schrimpf Lucio Sarno Maik Schmeling Lukas Menkhoff 31 Mar 2012 International Finance International trade