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