search query: @author Sarno, L. / total: 5
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1.
Spot and forward volatility in foreign exchange
Journal of Financial Economics
2011 : JUN, VOL. 100:3 p. 496-513
 2011 Della Corte, P.
Sarno, L.
Tsiakas, I.
2.
Exchange rates and fundamentals: Footloose or evolving relationship?
Journal of the European Economic Association
2009 : JUN, VOL. 7:4, p. 786-830
 2009 Sarno, L.
Valente, G.
3.
Nonlinearity in deviations from uncovered interest parity: An explanation of the forward bias puzzle
Review of finance
2006 : VOL. 10:3, p. 443-482
 2006 Sarno, L.
Valente, G.
Leon, H.
4.
Time-varying volatility in the foreign exchange market: New evidence on its persistence and on currency spillovers
Journal of Business Finance and Accounting
2004 : JUN/JUL, VOL. 31:5-6, p. 759-793
 2004 Chowdhury, I.
Sarno, L.
5.
The dynamic relationship between the federal funds rate and the treasury bill rate: an empirical investigation
Journal of Banking and Finance
2003 : JUN, VOL. 27:6, p. 1079-1110
 2003 Sarno, L.
Thornton, D. L.
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