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 DP8747 Currency Momentum Strategies Lukas Menkhoff Lucio Sarno Andreas Schrimpf Maik Schmeling 1 Jan 2012 Financial Economics International Macroeconomics F31 G12 G15
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
VoxEU Column The risk in carry trades Andreas Schrimpf Lucio Sarno Maik Schmeling Lukas Menkhoff 23 Mar 2011 Exchange Rates International Finance
Discussion paper DP8291 Carry Trades and Global Foreign Exchange Volatility Lukas Menkhoff Lucio Sarno Andreas Schrimpf Maik Schmeling 14 Mar 2011 Financial Economics International Macroeconomics F31 G12 G15
VoxEU Column Carry on speculating on the volatility of foreign exchange Lucio Sarno Ilias Tsiakas Pasquale Della Corte 26 Jan 2011 Frontiers of economic research International Finance
Discussion paper DP8045 The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? Lucio Sarno Pasquale Della Corte Giulia Sestieri 23 Oct 2010 International Macroeconomics F31 F37 G15
Discussion paper DP7893 Spot and Forward Volatility in Foreign Exchange Lucio Sarno Pasquale Della Corte Ilias Tsiakas 1 Jun 2010 Financial Economics F31 F37 G10 G11
Discussion paper DP7614 Asset Prices, Exchange Rates and the Current Account Lucio Sarno Marcel Fratzscher Luciana Juvenal 20 Dec 2009 International Macroeconomics F31 F32 F40 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
VoxEU Column Arbitrage in the foreign exchange market: Turning on the microscope Dagfinn Rime Lucio Sarno Farooq Akram 25 Oct 2008 International Finance
Discussion paper DP6878 Arbitrage in the Foreign Exchange Market: Turning on the Microscope Lucio Sarno Dagfinn Rime Farooq Akram 20 Jun 2008 Financial Economics International Macroeconomics F31 F41 G14 G15