Access Statistics for Lucio Sarno

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cross-Country Financial Accelerator: Evidence from North America and Europe 2 7 16 126 6 18 54 328
A Cross-Country Financial Accelorator: Evidence from North America and Europe 1 3 5 5 3 12 23 23
An Economic Evaluation of Empirical Exchange Rate Models 13 29 103 235 20 51 166 366
Arbitrage in the Foreign Exchange Market: Turning on the Microscope 1 4 50 73 5 18 123 166
Arbitrage in the Foreign Exchange Market: Turning on the Microscope 6 15 34 209 16 42 133 666
Arbitrage in the foreign exchange market: Turning on the microscope 5 14 67 339 28 84 260 1,007
Assessing the benefits of international portfolio diversification in bonds and stocks 4 11 69 119 21 55 270 425
Asset Prices and International Spillovers: An Empirical Investigation 0 0 4 48 1 1 7 156
Asset prices, exchange rates and the current account 3 14 78 165 8 27 154 351
Asset prices, exchange rates and the current account 6 9 40 65 7 15 72 86
Carry Trades and Global FX Volatility 22 52 105 105 48 105 218 218
Caution and Activism? Monetary Policy Strategies in an Open Economy 0 1 2 2 1 2 10 10
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 2 55 1 5 13 174
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 1 50 0 0 9 121
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 1 7 43 1 3 17 76
Comparing the Accuracy of Density Forecasts from Competing Models 0 0 0 0 4 12 26 261
Does the law of one price hold in international financial markets? Evidence from tick data 1 9 42 42 6 23 68 68
Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts 2 5 10 10 6 11 22 22
European Capital Flows and Regional Risk 0 0 0 0 0 2 11 319
Exchange Rate Forecasting, Order Flow and Macroeconomic Information 6 17 68 68 20 54 124 124
Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability 2 5 26 198 8 14 48 422
Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability 1 5 9 9 1 6 15 15
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 4 14 40 64 5 19 85 133
Exchange rate forecasting, order flow and macroeconomic information 3 6 31 187 8 14 72 365
Federal Funds Rate Prediction 0 1 4 4 2 5 15 15
Federal Funds Rate Prediction 1 3 24 178 8 29 158 1,668
Federal Funds Rate Prediction 0 3 26 456 2 25 307 6,142
Federal funds rate prediction 2 4 13 289 4 18 91 1,348
Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation 0 0 0 0 4 8 36 486
How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads 20 52 293 293 41 108 373 373
How well do monetary fundamentals forecast exchange rates? 1 5 30 733 5 12 88 2,157
Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers 0 4 9 9 2 12 25 25
Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers 0 5 18 344 2 10 41 428
Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes 0 0 0 1 0 8 28 301
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 3 12 164 1 10 34 411
Monetary Policy Rules, Asset Prices and Exchange Rates 2 3 10 211 2 4 27 482
Monetary Policy Rules, Asset Prices and Exchange Rates 18 33 114 709 33 71 267 1,534
Monetary policy and learning in an open economy 0 0 3 13 0 0 6 55
Monetary policy and learning in an open economy 0 0 9 125 0 2 23 308
New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market 1 6 19 143 1 10 41 278
Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study 0 3 18 216 2 7 38 579
Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 1 2 6 121 3 5 15 328
Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 0 2 19 156 3 9 42 507
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation 0 0 4 70 1 2 13 276
Nonlinear Exchange Rate Models: A Selective Overview 1 4 26 284 2 6 40 359
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles 8 15 83 648 15 35 150 1,228
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 1 10 40 171 5 18 62 316
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 2 13 104 5 12 43 249
Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work? 3 16 46 643 11 33 101 1,343
Purchasing Power Parity and the Real Exchange Rate 9 30 143 772 37 107 465 2,083
Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion 0 0 0 0 0 1 13 694
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK 0 0 0 0 4 9 42 495
Saving-Investment Correlations: Transitory versus Permanent 0 0 0 0 4 4 15 401
The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period 3 10 50 287 11 26 112 894
The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation 13 30 70 297 43 123 462 1,674
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 1 6 6 1 2 15 15
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 1 12 94 2 7 31 219
The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value 2 7 16 54 10 23 61 181
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 3 6 17 270 8 17 49 647
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 4 6 23 451 8 18 67 996
The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence 0 1 20 167 2 5 26 467
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 3 3 0 2 12 12
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 1 7 180 4 12 43 353
The Term Structure Of Euromarket Interest Rates: Some New Evidence 0 0 2 162 1 1 7 224
The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation 2 6 34 424 8 20 180 1,678
The efficient market hypothesis and identification in structural VARs 1 1 16 235 3 3 44 790
The empirical failure of the expectations hypothesis of the term structure of bond yields 7 11 47 277 8 15 65 532
The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value 1 6 42 161 3 11 156 461
Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand? 0 3 8 8 1 7 29 29
What's unique about the federal funds rate? evidence from a spectral perspective 1 2 4 107 1 2 14 500
Total Working Papers 187 519 2,168 12,257 537 1,467 5,972 40,443
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cross-country financial accelerator: Evidence from North America and Europe 4 7 15 49 7 12 37 113
Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991 0 1 3 65 0 1 5 237
An empirical investigation of asset price bubbles in Latin American emerging financial markets 1 5 23 100 5 12 50 283
Arbitrage in the foreign exchange market: Turning on the microscope 4 8 24 24 8 26 71 71
CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY 0 0 4 17 0 2 13 45
Capital Flows to Developing Countries: Long- and Short-Term Determinants 0 0 0 4 10 21 125 1,000
Comparing the accuracy of density forecasts from competing models 0 4 8 72 1 9 19 198
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? 0 3 16 67 1 5 30 122
Empirical exchange rate models and currency risk: some evidence from density forecasts 2 3 6 67 2 3 15 141
Estimating the Mean-Reverting Component in Stock Prices: A Cross-Country Comparison 0 5 18 140 2 11 45 345
European Capital Flows and Regional Risk 0 3 6 68 0 5 18 234
Exchange Rate and Interest Rate Volatility in the European Monetary System: Some Further Results 0 0 1 44 0 0 1 130
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 5 15 15 15 6 24 27 27
Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation 1 1 8 19 2 7 34 65
Exchange rates and fundamentals: evidence on the economic value of predictability 0 0 4 95 1 1 16 190
Federal Funds Rate Prediction 0 0 0 0 1 2 52 632
Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation 1 16 94 228 3 36 246 604
How well do monetary fundamentals forecast exchange rates? 11 30 111 537 29 72 249 1,358
International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum 2 6 33 194 5 12 92 783
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 1 6 36 190 1 16 81 550
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 1 8 17 107 4 16 46 397
Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests 5 13 70 281 8 22 129 566
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation 1 1 2 30 1 1 3 184
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 0 0 0 1 3 4 10 202
Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles 0 0 0 2 6 13 78 271
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study 1 1 15 131 2 3 28 296
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 7 26 84 2 17 62 189
Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? 4 15 74 886 10 27 148 1,984
Policy Convergence, the Exchange Rate Mechanism and the Misalignment of Exchange Rates. Some Tests of Purchasing Power Parity and Generalized Purchasing Power Parity 0 0 2 126 0 0 8 448
Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis 1 2 11 153 2 5 31 698
Real Exchange Rate Behaviour in High Inflation Countries: Empirical Evidence from Turkey, 1980-1997 0 0 7 126 0 0 9 325
Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis 0 4 20 243 0 6 41 607
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K 0 0 8 62 1 2 16 141
Real exchange rate behavior in the Middle East: a re-examination 1 2 6 42 4 7 39 169
Real exchange rates under the recent float: unequivocal evidence of mean reversion 1 3 14 71 1 4 23 182
Savings-Investment Correlations: Transitory versus Permanent 0 0 0 0 1 5 26 317
Short- and Long-Run Price Level Uncertainty under Different Monetary Policy Regimes: An International Comparison 0 0 1 50 0 0 7 209
Special issue on advances in international money, macro and finance 1 2 7 33 2 8 27 93
Speculative Bubbles in U.K. House Prices: Some New Evidence 0 0 0 0 4 9 45 45
Stochastic growth: Empirical evidence from the G7 countries 0 1 1 8 0 1 2 40
Systematic sampling and real exchange rates 0 0 4 16 0 1 12 30
The Behaviour of the Real Exchange Rate: Evidence from an Alternative Price Index 0 0 8 95 0 1 13 335
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 1 2 6 6 1 5 12 12
The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? 3 9 17 17 7 16 29 29
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 1 8 20 63 4 16 47 148
The behavior of US public debt: a nonlinear perspective 2 5 13 42 3 11 27 182
The behavior of real exchange rates during the post-Bretton Woods period 2 8 37 193 4 12 61 365
The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation 3 9 32 165 9 27 152 646
The efficient market hypothesis and identification in structural VARs 0 0 11 151 6 9 52 778
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value 3 9 27 30 4 22 93 103
The out-of-sample success of term structure models as exchange rate predictors: a step beyond 1 3 19 175 2 10 45 445
Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers 0 0 5 13 0 2 13 32
Toward a new paradigm in open economy modeling: where do we stand? 3 7 23 307 3 9 59 672
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? 5 10 85 230 8 23 124 384
What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective 0 2 7 20 0 4 35 105
Total Journal Articles 72 244 1,020 5,954 186 595 2,778 18,757
1 registered items for which data could not be found
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Statistics updated 2009-11-04