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Sarno, Lucio


 SSRN Author Rank: 1,412 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
12,206
Total
Citations
633
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:
20 Jan 12
2,243
(2,706)
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
2,001
(3,295)
32

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
996
(10,735)
27

4.   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
723
(17,349)
33

5.   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:
28 Dec 13
683
(18,875)
 

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
590
(23,158)
5

7.   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
490
(29,769)
 

8.  
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
439
(34,360)
1

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
371
(42,381)
 

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
331
(48,534)
 

11.  
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
307
(53,079)
7

12.  
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
296
(55,378)
 

13.  
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
235
(71,329)
1

14.  
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:
21 Feb 14
227
(73,990)
 

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
217
(77,502)
20

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
202
(83,301)
 

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
(84,582)
 

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
180
(93,249)
24

19.  
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
160
(103,854)
3

20.   Incl. Electronic Paper
Della Corte, Pasquale
Imperial College London
Sarno, Lucio
City University London - Sir John Cass Business School
Sestieri, Giulia
affiliation not provided to SSRN
Posted:
07 Oct 10
Last Revised:
14 Jan 11
153
(108,066)
 

21.   Incl. Electronic Paper
Fratzscher, Marcel
DIW Berlin
Sarno, Lucio
City University London - Sir John Cass Business School
Zinna, Gabriele
Bank of England - International Finance Division
Posted:
15 Jan 12
Last Revised:
14 May 13
146
(112,561)
1

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 Apr 14
118
(134,029)
1

23.   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
102
(149,074)
57

24.  
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
96
(155,341)
3

25.  
Banti, Chiara
Cass Business School
Phylaktis, Kate
Cass Business School, City University,London
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
04 Nov 11
80
(174,653)
4

26.  
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
(174,653)
47

27.  
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
79
(176,047)
1

28.  
Taylor, Mark P.
University of Warwick - Department of Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
28 Feb 01
55
(213,893)
123

29.  
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
(240,520)
19

30.  
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
(273,583)
19

31.   Incl. Electronic Paper
Chadha, Jagjit S.
University of Saint Andrews - School of Economics & 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
(280,082)
13

32.  
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
(280,082)
18

33.  
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
(283,575)
2

34.  
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
(283,575)
20

35.  
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
(283,575)
4

36.  
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
(287,046)
3

37.  
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
(287,046)
43

38.  
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
(290,613)
6

39.  
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
(309,785)
2

40.  
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
(313,702)
18

41.  
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
(317,669)
9

42.  
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
(317,669)
 

43.  
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
(321,499)
2

44.  
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 Economics & Management
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
25 Feb 03
14
(329,384)
2

45.  
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
(333,432)
2

46.  
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
(364,087)
24

47.   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
(367,919)
1

48.  
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
(367,919)
19

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:
16 Feb 09
Last Revised:
02 May 12
3
(372,163)
1

50.  
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
 

51.  
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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