Discussion paper DP18592 Risks and Risk Premia in the US Treasury Market Junye Li Lucio Sarno Gabriele Zinna 9 Nov 2023 International Macroeconomics and Finance Asset Pricing C58 E43 G12
Discussion paper DP18012 Currency Risk Premia Redux Federico Nucera Lucio Sarno Gabriele Zinna 21 Mar 2023 International Macroeconomics and Finance Asset Pricing F31 G12 G15
VoxEU Column Identifying foreign exchange interventions via news reports: New data Maik Schmeling Lucio Sarno Tobias Heidland Lukas Menkhoff Marcel Fratzscher 19 Oct 2022 Exchange Rates Monetary Policy
Discussion paper DP17558 Foreign exchange intervention: A new database Marcel Fratzscher Tobias Heidland Lukas Menkhoff Lucio Sarno Maik Schmeling 3 Oct 2022 International Macroeconomics and Finance
VoxEU Column Learning from volume: Asymmetric information in the foreign exchange market Lucio Sarno Antonio Gargano Steven Riddiough Giovanni Cespa 17 Jun 2021 Financial Markets Exchange Rates
VoxEU Column Default expectations and currency movements Christian Wagner Lucio Sarno Maik Schmeling Pasquale Della Corte 17 May 2021 Financial Markets Exchange Rates
Discussion paper DP16128 Foreign Exchange Volume Giovanni Cespa Antonio Gargano Steven Riddiough Lucio Sarno 8 May 2021 Financial Economics International Macroeconomics and Finance G12 G14 G15 F31
Discussion paper DP16058 Exchange Rates and Sovereign Risk Pasquale Della Corte Lucio Sarno Maik Schmeling Christian Wagner 20 Apr 2021 Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP14015 Business Cycles and Currency Returns Lucio Sarno Ric Colacito Steven Riddiough 20 Sep 2019 Financial Economics International Macroeconomics and Finance F31 G12 G15
VoxEU Column The two sides of government guarantees for banks Lucio Sarno Gabriele Zinna Taneli Mäkinen 11 Sep 2019 Financial Regulation and Banking
Discussion paper DP13709 Risky Bank Guarantees Taneli Mäkinen Lucio Sarno Gabriele Zinna 1 May 2019 Financial Economics International Macroeconomics and Finance G23