Feedback to SSRN

 
  • Selected
  • Entire List
 

Sarno, Lucio


 SSRN Author Rank: 1,226 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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Sarno, Lucio's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
14,653
Total
Citations
647
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
2,608
(2,422)
17

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
2,178
(3,275)
35

3.   Incl. Electronic Paper
Eichengreen, Barry
University of California, Berkeley - Department of Economics
Nedeljkovic, Milan
University of Warwick - Department of Economics
Mody, Ashoka
International Monetary Fund (IMF) - Research Department
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
20 Apr 09
Last Revised:
01 Dec 11
1,021
(11,817)
28

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
983
(12,563)
 

5.   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:
22 Jun 13
Last Revised:
11 Feb 15
815
(16,714)
 

6.   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
746
(18,924)
33

7.   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
630
(24,066)
7

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
538
(29,993)
 

9.  
Currency Premia and Global Imbalances | Show Abstract | Download This Paper |
Winner of the Kepos Capital Award for the Best Paper on Investments at the 2013 WFA Meeting
Number of Pages in PDF File: 73
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:
23 Dec 14
503
(32,838)
 

10.  
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:
09 Oct 14
462
(36,613)
 

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
351
(51,313)
 

12.  
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
341
(53,102)
 

13.  
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
311
(59,206)
7

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:
23 Dec 14
307
(60,076)
1

15.  
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
Last Revised:
19 Feb 15
262
(71,513)
 

16.   Incl. Electronic Paper
Fratzscher, Marcel
DIW Berlin
Juvenal, Luciana
Federal Reserve Bank of Saint Louis
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
10 Aug 07
Last Revised:
11 Jan 10
221
(85,670)
21

17.   Incl. Electronic Paper
Fratzscher, Marcel
DIW Berlin
Rime, Dagfinn
BI Norwegian Business School
Sarno, Lucio
City University London - Sir John Cass Business School
Zinna, Gabriele
Bank of Italy
Posted:
15 Jan 12
Last Revised:
28 Feb 15
215
(88,066)
2

18.  
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
205
(92,328)
 

19.   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
202
(93,752)
 

20.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Sarno, Lucio
City University London - Sir John Cass Business School
Zinna, Gabriele
Bank of Italy
Posted:
21 Feb 15
183
(102,991)
 

21.   Incl. Electronic Paper
Sarno, Lucio
City University London - Sir John Cass Business School
Leon, Hyginus
International Monetary Fund (IMF)
Valente, Giorgio
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
15 Jun 06
Last Revised:
17 Jul 06
182
(103,531)
24

22.  
Nonlinear Exchange Rate Models: A Selective Overview | Show Abstract | Download This Paper |
IMF Working Paper No. 03/111
Number of Pages in PDF File: 39
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
29 Jan 06
167
(112,090)
3

23.   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
159
(117,079)
 

24.   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
131
(137,939)
2

25.  
Timing Exchange Rates Using Order Flow: The Case of the Loonie | Show Abstract | Download This Paper |
Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 36
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
107
(160,816)
3

26.   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
104
(164,065)
58

27.  
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
95
(174,628)
4

28.  
Monetary Policy and Learning in an Open Economy | Show Abstract | Download This Paper |
Bank of Finland Discussion Paper No. 3/2004
Number of Pages in PDF File: 27
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
(194,682)
1

29.  
Purchasing Power Parity and the Real Exchange Rate | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 2913
Number of Pages in PDF File: 40
Taylor, Mark P.
University of Warwick - Department of Economics
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
22 Aug 01
80
(194,682)
48

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
(238,477)
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
(267,975)
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
(305,595)
19

33.   Incl. Electronic Paper
Chadha, Jagjit S.
University of St. 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
(312,858)
13

34.  
The Behaviour of the Real Exchange Rate: Evidence from an Alternative Price Index | Show Abstract | Add to Cart |
Economic Notes, Vol. 32, pp. 295-333, November 2003
Number of Pages in PDF File: 39
Chowdhury, Ibrahim
University of Oxford
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
13 Nov 03
27
(312,858)
4

35.  
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
(312,858)
18

36.  
Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers | Show Abstract | Add to Cart |
Journal of Business Finance & Accounting, Vol. 31, No. 5-6, pp. 759-793, June 2004
Number of Pages in PDF File: 35
Chowdhury, Ibrahim
University of Oxford
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
12 Jul 04
26
(316,654)
2

37.  
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
(316,654)
21

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
(320,546)
3

39.  
Viewpoint: Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand? | Show Abstract | Add to Cart |
Canadian Journal of Economics, Vol. 38, No. 3, pp. 673-708, August 2005
Number of Pages in PDF File: 36
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
07 Aug 05
25
(320,546)
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
(324,670)
6

41.  
Non-Linear Equilibrium Correction in US Real Money Balances, 1869-1997 | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 3249
Number of Pages in PDF File: 31
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
(346,176)
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
(350,461)
18

43.  
Federal Funds Rate Prediction | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 4587
Number of Pages in PDF File: 35
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
(354,893)
9

44.  
Asset Prices and International Spillovers: An Empirical Investigation | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 4380
Number of Pages in PDF File: 38
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
(354,893)
 

45.  
Caution or Activism? Monetary Policy Strategies in an Open Economy | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 4766
Number of Pages in PDF File: 31
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
(359,122)
2

46.  
Short- and Long-run Price Level Uncertainty Under Different Monetary Policy Regimes: An International Comparison | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 64, pp. 183-212, 2002
Number of Pages in PDF File: 30
Chadha, Jagjit S.
University of St. Andrews - School of Management
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
25 Feb 03
14
(368,230)
2

47.  
What's Unique about the Federal Funds Rate? Evidence from a Spectral Perspective | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 69, No. 2, pp. 293-319, April 2007
Number of Pages in PDF File: 27
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
(372,759)
2

48.  
Exchange Rate Forecasting, Order Flow and Macroeconomic Information | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7225
Number of Pages in PDF File: 51
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
(407,283)
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
(411,587)
1

50.  
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP6638
Number of Pages in PDF File: 43
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
(411,587)
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
(415,964)
1

52.  
Sarno, Lucio
City University London - Sir John Cass Business School
Tsiakas, Ilias
University of Guelph
Ulloa, Barbara
Central Bank of Chile
Posted:
3
 

53.  
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
 

54.  
Stochastic Growth: Empirical Evidence from the G7 Countries | Show Abstract |
Journal of Macroeconomics, Vol. 21, No. 4, Fall 1999
Sarno, Lucio
City University London - Sir John Cass Business School
Posted:
20 Jul 99
 


Records 1 - 54 of 54 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 1.891 seconds