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Della Corte, Pasquale's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
545 |
Total
Citations
2 |
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1.
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Della Corte, Pasquale
Imperial College London Ramadorai, Tarun
University of Oxford - Said Business School Sarno, Lucio
City University London - Sir John Cass Business School
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198
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exchange rate predictability, currencies, volatility risk premium, variance risk premium, limits to arbitrage
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2.
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The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value
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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
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Posted:
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06 Dec 06
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Last Revised:
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30 May 08
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196
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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
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3
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economic value, expectation hypothesis, term structure of interest rates, vector autoregression
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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
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193
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Expectation Hypothesis, Term Structure of Interest Rates, Vector Autoregression, Economic Value
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The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much is it Worth?
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Della Corte, Pasquale
Imperial College London Sarno, Lucio
City University London - Sir John Cass Business School Sestieri, Giulia
Banque de France
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Posted:
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07 Oct 10
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Last Revised:
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14 Jan 11
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144
(102,483)
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Della Corte, Pasquale
Imperial College London Sarno, Lucio
City University London - Sir John Cass Business School Sestieri, Giulia
Banque de France
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37
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foreign exchange, predictability, global imbalances, fundamentals
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Della Corte, Pasquale
Imperial College London Sarno, Lucio
City University London - Sir John Cass Business School Sestieri, Giulia
affiliation not provided to SSRN
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4
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foreign exchange, fundamentals, global imbalances, predictability
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Della Corte, Pasquale
Imperial College London Sarno, Lucio
City University London - Sir John Cass Business School Sestieri, Giulia
Banque de France
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07 Oct 10
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Last Revised:
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11 Oct 10
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103
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foreign exchange, predictability, global imbalances, fundamentals
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4.
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An Economic Evaluation of Empirical Exchange Rate Models
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Della Corte, Pasquale
Imperial College London Sarno, Lucio
City University London - Sir John Cass Business School Tsiakas, Ilias
University of Guelph
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Posted:
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06 Jun 08
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Last Revised:
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29 Jul 10
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4
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1
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Della Corte, Pasquale
Imperial College London Sarno, Lucio
City University London - Sir John Cass Business School Tsiakas, Ilias
University of Guelph
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0
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F31, F37, G11
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Della Corte, Pasquale
Imperial College London Sarno, Lucio
City University London - Sir John Cass Business School Tsiakas, Ilias
University of Guelph
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4
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1
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Bayesian MCMC Estimation, Bayesian Model Averaging, Economic Value, Exchange Rates, Forward Premium, Monetary Fundamentals, Volatility
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5.
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Spot and Forward Volatility in Foreign Exchange
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Della Corte, Pasquale
Imperial College London Sarno, Lucio
City University London - Sir John Cass Business School Tsiakas, Ilias
University of Guelph
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Posted:
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16 Feb 09
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Last Revised:
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02 May 12
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2
(339,013)
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1
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Della Corte, Pasquale
Imperial College London Sarno, Lucio
City University London - Sir John Cass Business School Tsiakas, Ilias
University of Guelph
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2
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1
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Foreign Exchange, Forward Volatility Agreement, Implied Volatility, Unbiasedness, Volatility Speculation
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Della Corte, Pasquale
Imperial College London Sarno, Lucio
City University London - Sir John Cass Business School Tsiakas, Ilias
University of Guelph
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16 Feb 09
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Last Revised:
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02 May 12
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0
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Implied Volatility, Foreign Exchange, Forward Volatility Agreement, Unbiasedness, Volatility Speculation
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6.
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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
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1
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Carry Trade, Currency Risk Premium, Global Imbalances.
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