Lucio Sarno

Discussion Papers

DP4380 23 May 2004 Asset Prices and International Spillovers: An Empirical Investigation
Author(s): Lucio Sarno, Giorgio Valente
DP4365 23 April 2004 Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability
Author(s): Abhay Abhyankar, Lucio Sarno, Giorgio Valente
DP4114 23 November 2003 Monetary Policy Rules, Asset Prices and Exchange Rates
Author(s): Jagjit S Chadha, Lucio Sarno, Giorgio Valente
DP3983 23 July 2003 Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes
Author(s): Lucio Sarno, Giorgio Valente, Mark E Wohar
DP3377 20 May 2002 Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study
Author(s): Mark Taylor, Lucio Sarno, Ibrahim Chowdhury