Discussion paper DP16319 Best Short Pasquale Della Corte Robert Kosowski Nikolaos Rapanos 2 Jul 2021 Financial Economics G14 G15 G23
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 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 DP15569 Currency Mispricing and Dealer Balance Sheets Gino Cenedese Pasquale Della Corte Tianyu Wang 17 Dec 2020 Financial Economics International Macroeconomics and Finance F31 G12 G15
VoxEU Column Quantifying the impact of leverage ratio regulation on the dollar basis Pasquale Della Corte Tianyu Wang Gino Cenedese 19 Jun 2019 Exchange Rates Financial Regulation and Banking
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 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
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