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Sarno, Lucio


 SSRN Author Rank: 1,345 by Downloads
 Professor of Finance
 

City University London - Sir John Cass Business School


 106 Bunhill Row
 London, EC1Y 8TZ
 United Kingdom
 email address
 Fellow
 

Centre for Economic Policy Research (CEPR)


 77 Bastwick Street
 London, EC1V 3PZ
 United Kingdom

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. Sarno, Lucio's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
13,161
Total
Citations
644
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Schmeling, Maik
City University London - Sir John Cass Business School
Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
Posted:
21 Apr 11
Last Revised:
14 May 14
2,412
(2,553)
16

2.   Incl. Electronic Paper
Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Schmeling, Maik
City University London - Sir John Cass Business School
Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
Posted:
14 Feb 09
Last Revised:
28 Mar 11
2,070
(3,313)
35

3.   Incl. Electronic Paper
Eichengreen, Barry
University of California, Berkeley - Department of Economics
Mody, Ashoka
International Monetary Fund (IMF) - Research Department
Nedeljkovic, Milan
University of Warwick - Department of Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
20 Apr 09
Last Revised:
01 Dec 11
1,013
(11,065)
27

4.   Incl. Electronic Paper
Della Corte, Pasquale
Imperial College London
Ramadorai, Tarun
University of Oxford - Said Business School
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
16 Mar 13
Last Revised:
29 Jul 14
829
(15,035)
 

5.   Incl. Electronic Paper
Akram, Qaisar Farooq
Norges Bank
Rime, Dagfinn
BI Norwegian Business School
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
06 Mar 06
Last Revised:
04 May 10
730
(18,107)
33

6.   Incl. Electronic Paper
Sarno, Lucio
City University London - Sir John Cass Business School
Schneider, Paul
University of Lugano - Institute of Finance
Wagner, Christian
Copenhagen Business School
Posted:
24 Aug 09
Last Revised:
12 Aug 11
604
(23,684)
7

7.  
Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Schmeling, Maik
City University London - Sir John Cass Business School
Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
Posted:
22 Jun 13
Last Revised:
20 Sep 13
519
(29,161)
1

8.   Incl. Electronic Paper
Sarno, Lucio
City University London - Sir John Cass Business School
Schmeling, Maik
City University London - Sir John Cass Business School
Posted:
19 May 11
Last Revised:
17 May 13
514
(29,554)
 

9.   Incl. Electronic Paper
Della Corte, Pasquale
Imperial College London
Riddiough, Steven J.
University of Warwick - Warwick Business School
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
20 Jun 13
Last Revised:
20 Jan 14
430
(37,246)
 

10.  
De Santis, Roberto A.
European Central Bank (ECB) - Directorate General Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
01 Apr 08
336
(50,219)
 

11.  
Cenedese, Gino
Bank of England
Sarno, Lucio
City University London - Sir John Cass Business School
Tsiakas, Ilias
University of Guelph
Posted:
03 May 12
Last Revised:
05 Feb 14
319
(53,467)
 

12.  
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Sarno, Lucio
City University London - Sir John Cass Business School
Leon, Hyginus
International Monetary Fund (IMF)
Posted:
26 Feb 05
310
(55,314)
7

13.  
Della Corte, Pasquale
Imperial College London
Sarno, Lucio
City University London - Sir John Cass Business School
Schmeling, Maik
City University London - Sir John Cass Business School
Wagner, Christian
Copenhagen Business School
Posted:
15 Nov 13
Last Revised:
17 Jul 14
300
(57,684)
 

14.  
Sarno, Lucio
City University London - Sir John Cass Business School
Schneider, Paul
University of Lugano - Institute of Finance
Wagner, Christian
Copenhagen Business School
Posted:
15 Feb 12
Last Revised:
22 Jan 14
255
(68,744)
1

15.   Incl. Electronic Paper
Fratzscher, Marcel
DIW Berlin
Sarno, Lucio
City University London - Sir John Cass Business School
Juvenal, Luciana
University of Warwick - Department of Economics
Posted:
10 Aug 07
Last Revised:
11 Jan 10
219
(80,774)
21

16.  
Sarno, Lucio
City University London - Sir John Cass Business School
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Leon, Hyginus
International Monetary Fund (IMF)
Posted:
06 May 04
204
(86,803)
 

17.   Incl. Electronic Paper
Della Corte, Pasquale
Imperial College London
Sarno, Lucio
City University London - Sir John Cass Business School
Thornton, Daniel L.
Federal Reserve Bank of St. Louis - Research Division
Posted:
06 Dec 06
Last Revised:
30 May 08
199
(88,966)
 

18.   Incl. Electronic Paper
Sarno, Lucio
City University London - Sir John Cass Business School
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Leon, Hyginus
International Monetary Fund (IMF)
Posted:
15 Jun 06
Last Revised:
17 Jul 06
181
(97,342)
24

19.   Incl. Electronic Paper
Fratzscher, Marcel
DIW Berlin
Sarno, Lucio
City University London - Sir John Cass Business School
Zinna, Gabriele
Bank of Italy
Posted:
15 Jan 12
Last Revised:
07 May 14
168
(104,284)
2

20.  
Nonlinear Exchange Rate Models: A Selective Overview | Show Abstract | Download |
IMF Working Paper No. 03/111
Working Paper Series
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
29 Jan 06
165
(106,020)
3

21.   Incl. Electronic Paper
Della Corte, Pasquale
Imperial College London
Sarno, Lucio
City University London - Sir John Cass Business School
Sestieri, Giulia
Banque de France
Posted:
07 Oct 10
Last Revised:
14 Jan 11
156
(111,534)
 

22.   Incl. Electronic Paper
Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Schmeling, Maik
City University London - Sir John Cass Business School
Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
Posted:
20 May 12
Last Revised:
10 May 14
124
(135,109)
1

23.  
Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Schmeling, Maik
City University London - Sir John Cass Business School
Schrimpf, Andreas
Bank for International Settlements (BIS) - Monetary and Economic Department
Posted:
06 Sep 14
104
(155,069)
 

24.   Incl. Electronic Paper
Clarida, Richard
Columbia University - Graduate School of Arts and Sciences - Department of Eco
Sarno, Lucio
City University London - Sir John Cass Business School
Taylor, Mark P.
University of Warwick - Department of Economics
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
17 Nov 01
Last Revised:
24 Oct 10
103
(155,069)
58

25.  
Timing Exchange Rates Using Order Flow: The Case of the Loonie | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming
Working Paper Series
King, Michael R.
University of Western Ontario - Richard Ivey School of Business
Sarno, Lucio
City University London - Sir John Cass Business School
Sojli, Elvira
RSM Erasmus University
Posted:
10 Mar 10
101
(157,182)
3

26.  
Banti, Chiara
University of Essex
Phylaktis, Kate
Cass Business School, City University,London
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
04 Nov 11
92
(167,488)
4

27.  
Cenedese, Gino
Bank of England
Payne, Richard
City University London - Sir John Cass Business School
Sarno, Lucio
City University London - Sir John Cass Business School
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
19 Jul 14
82
(180,090)
 

28.  
Monetary Policy and Learning in an Open Economy | Show Abstract | Download |
Bank of Finland Discussion Paper No. 3/2004
Working Paper Series
Ellison, Martin
University of Oxford
Sarno, Lucio
City University London - Sir John Cass Business School
Vilmunen, Jouko
Bank of Finland, Research Unit
Posted:
19 Feb 04
80
(182,883)
1

29.  
Purchasing Power Parity and the Real Exchange Rate | Show Abstract | Download |
CEPR Discussion Paper No. 2913
Working Paper Series
Taylor, Mark P.
University of Warwick - Department of Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
22 Aug 01
80
(182,883)
47

30.  
Taylor, Mark P.
University of Warwick - Department of Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
28 Feb 01
55
(223,940)
123

31.  
Clarida, Richard
Columbia University - Graduate School of Arts and Sciences - Department of Eco
Sarno, Lucio
City University London - Sir John Cass Business School
Taylor, Mark P.
University of Warwick - Department of Economics
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
26 Apr 05
42
(251,739)
19

32.  
Sarno, Lucio
City University London - Sir John Cass Business School
Thornton, Daniel L.
Federal Reserve Bank of St. Louis - Research Division
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
02 Nov 05
29
(286,876)
19

33.   Incl. Electronic Paper
Chadha, Jagjit S.
University of Saint Andrews - School of Management
Sarno, Lucio
City University London - Sir John Cass Business School
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
06 Jan 04
Last Revised:
29 Jul 05
27
(293,712)
13

34.  
Sarno, Lucio
City University London - Sir John Cass Business School
Taylor, Mark P.
University of Warwick - Department of Economics
Chowdhury, Ibrahim
University of Oxford
Posted:
21 Jun 02
27
(293,712)
18

35.  
Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 31, No. 5-6, pp. 759-793, June 2004
Accepted Paper Series
Chowdhury, Ibrahim
University of Oxford
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
12 Jul 04
26
(297,267)
2

36.  
Abhyankar, Abhay
University of Exeter Business School, University of Exeter
Sarno, Lucio
City University London - Sir John Cass Business School
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
26 May 04
26
(297,267)
21

37.  
The Behaviour of the Real Exchange Rate: Evidence from an Alternative Price Index | Show Abstract | Download |
Economic Notes, Vol. 32, pp. 295-333, November 2003
Accepted Paper Series
Chowdhury, Ibrahim
University of Oxford
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
13 Nov 03
26
(297,267)
4

38.  
Mody, Ashoka
International Monetary Fund (IMF) - Research Department
Sarno, Lucio
City University London - Sir John Cass Business School
Taylor, Mark P.
University of Warwick - Department of Economics
Posted:
13 Sep 05
25
(301,002)
3

39.  
Viewpoint: Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand? | Show Abstract | Download |
Canadian Journal of Economics, Vol. 38, No. 3, pp. 673-708, August 2005
Accepted Paper Series
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
07 Aug 05
25
(301,002)
43

40.  
Sarno, Lucio
City University London - Sir John Cass Business School
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Wohar, Mark E.
University of Nebraska at Omaha
Posted:
10 Sep 03
24
(304,787)
6

41.  
Peel, David A.
Lancaster University - Management School
Sarno, Lucio
City University London - Sir John Cass Business School
Taylor, Mark P.
University of Warwick - Department of Economics
Posted:
09 Apr 02
19
(325,198)
2

42.  
Thornton, Daniel L.
Federal Reserve Bank of St. Louis - Research Division
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
14 Mar 02
18
(329,327)
18

43.  
Federal Funds Rate Prediction | Show Abstract | Download |
CEPR Discussion Paper No. 4587
Working Paper Series
Sarno, Lucio
City University London - Sir John Cass Business School
Thornton, Daniel L.
Federal Reserve Bank of St. Louis - Research Division
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
21 Oct 04
17
(333,522)
9

44.  
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
21 May 04
17
(333,522)
 

45.  
Ellison, Martin
University of Oxford
Sarno, Lucio
City University London - Sir John Cass Business School
Vilmunen, Jouko
Bank of Finland, Research Unit
Posted:
15 Feb 05
16
(337,645)
2

46.  
Short- and Long-run Price Level Uncertainty Under Different Monetary Policy Regimes: An International Comparison | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 64, pp. 183-212, 2002
Accepted Paper Series
Chadha, Jagjit S.
University of Saint Andrews - School of Management
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
25 Feb 03
14
(346,151)
2

47.  
What's Unique about the Federal Funds Rate? Evidence from a Spectral Perspective | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 69, No. 2, pp. 293-319, April 2007
Accepted Paper Series
Sarno, Lucio
City University London - Sir John Cass Business School
Thornton, Daniel L.
Federal Reserve Bank of St. Louis - Research Division
Wen, Yi
Federal Reserve Bank of St. Louis - Research Department
Posted:
11 Apr 07
13
(350,441)
2

48.  
Rime, Dagfinn
BI Norwegian Business School
Sarno, Lucio
City University London - Sir John Cass Business School
Sojli, Elvira
RSM Erasmus University
Posted:
07 Apr 09
5
(383,595)
26

49.   Incl. Electronic Paper
Della Corte, Pasquale
Imperial College London
Sarno, Lucio
City University London - Sir John Cass Business School
Tsiakas, Ilias
University of Guelph
Posted:
06 Jun 08
Last Revised:
29 Jul 10
4
(387,829)
1

50.  
Sarno, Lucio
City University London - Sir John Cass Business School
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
05 Jun 08
4
(387,829)
19

51.   Incl. Electronic Paper
Della Corte, Pasquale
Imperial College London
Sarno, Lucio
City University London - Sir John Cass Business School
Tsiakas, Ilias
University of Guelph
Posted:
16 Feb 09
Last Revised:
02 May 12
3
(392,262)
1

52.  
Girardin, Eric
University Aix-Marseille 2 - GREQAM
Sarno, Lucio
City University London - Sir John Cass Business School
Taylor, Mark P.
University of Warwick - Department of Economics
Posted:
11 Sep 00
 

53.  
Stochastic Growth: Empirical Evidence from the G7 Countries | Show Abstract |
Journal of Macroeconomics, Vol. 21, No. 4, Fall 1999
Accepted Paper Series
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
20 Jul 99
 


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