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
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
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
Discussion paper DP13709 Risky Bank Guarantees Taneli Mäkinen Lucio Sarno Gabriele Zinna 1 May 2019 Financial Economics International Macroeconomics and Finance G23
Discussion paper DP12510 When is foreign exchange intervention effective? Evidence from 33 countries Lucio Sarno Marcel Fratzscher Lukas Menkhoff Tobias Stöhr 14 Dec 2017 International Macroeconomics and Finance F31 F33 E58
Discussion paper DP11324 Currency Value Lucio Sarno Lukas Menkhoff Maik Schmeling Andreas Schrimpf 11 Jun 2016 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 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 DP9549 Volatility Risk Premia and Exchange Rate Predictability Lucio Sarno Pasquale Della Corte 7 Jul 2013 Financial Economics International Macroeconomics F31 F37 G12 G13