Discussion paper DP10685 What Do Stock Markets Tell Us About Exchange Rates? Lucio Sarno Richard Payne Giorgio Valente Gino Cenedese 5 Jul 2015 Financial Economics International Macroeconomics and Finance F31 G15
Discussion paper DP6638 Exchange Rates and Fundamentals: Footloose or Evolving Relationship? Lucio Sarno Giorgio Valente 11 Jan 2008 International Macroeconomics F31 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 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 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
Discussion paper DP4114 Monetary Policy Rules, Asset Prices and Exchange Rates Jagjit S Chadha Lucio Sarno Giorgio Valente 23 Nov 2003 International Macroeconomics E40 E44 E52 E58
Discussion paper DP3983 Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes Lucio Sarno Giorgio Valente Mark E Wohar 23 Jul 2003 International Macroeconomics F31
Discussion paper DP3281 The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond Mark Taylor Richard Clarida Lucio Sarno Giorgio Valente 20 Mar 2002 International Macroeconomics F31