Discussion paper DP16319 Best Short Pasquale Della Corte Robert Kosowski Nikolaos Rapanos 2 Jul 2021 Financial Economics G14 G15 G23
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
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
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 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 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