VoxEU Column Can we predict exchange rates? Economic evidence against the random walk model Lucio Sarno Ilias Tsiakas Pasquale Della Corte 18 Jan 2008 Exchange Rates
Discussion paper DP6638 Exchange Rates and Fundamentals: Footloose or Evolving Relationship? Lucio Sarno Giorgio Valente 11 Jan 2008 International Macroeconomics F31 G10
Discussion paper DP6598 An Economic Evaluation of Empirical Exchange Rate Models Lucio Sarno Pasquale Della Corte Ilias Tsiakas 23 Dec 2007 Financial Economics International Macroeconomics F31 F37 G11
Discussion paper DP6445 The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value Lucio Sarno Daniel L Thornton Pasquale Della Corte 23 Sep 2007 Financial Economics International Macroeconomics E43 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
Discussion paper DP5259 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields Lucio Sarno Daniel L Thornton Giorgio Valente 23 Sep 2005 Financial Economics International Macroeconomics E43 G10
Discussion paper DP5037 A Cross-Country Financial Accelerator: Evidence from North America and Europe Mark Taylor Lucio Sarno Ashoka Mody 23 May 2005 International Macroeconomics E32 E51 F36
Discussion paper DP4835 The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates Mark Taylor Richard Clarida Lucio Sarno Giorgio Valente 23 Jan 2005 International Macroeconomics E43 E47
Discussion paper DP4766 Caution or Activism? Monetary Policy Strategies in an Open Economy Lucio Sarno Martin Ellison Jouko Vilmunen 23 Nov 2004 International Macroeconomics E52 E58 F41
Discussion paper DP4587 Federal Funds Rate Prediction Lucio Sarno Daniel L Thornton Giorgio Valente 23 Sep 2004 International Macroeconomics E43
Discussion paper DP4380 Asset Prices and International Spillovers: An Empirical Investigation Lucio Sarno Giorgio Valente 23 May 2004 Financial Economics International Macroeconomics F31 G10 G13
Discussion paper DP4365 Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability Abhay Abhyankar Lucio Sarno Giorgio Valente 23 Apr 2004 International Macroeconomics F31