Lucio Sarno

发表的论文11 篇，按出版时间

1. 1
   Skewness Risk Premia and the Cross Section of Currency ReturnsJournal of Financial and Quantitative Analysis20250
2. 2
   The trade imbalance network and currency returnsJournal of Financial Economics20253
3. 3
   Currency Risk Premiums ReduxReview of Financial Studies202348
4. 4
   Exchange Rates and Sovereign RiskManagement Science2021108
5. 5
   Foreign Exchange VolumeReview of Financial Studies202170
6. 6
   Business cycles and currency returnsJournal of Financial Economics2020100
7. 7
   Risky bank guaranteesJournal of Financial Economics201944
8. 8
   Currency ValueReview of Financial Studies2016149
9. 9
   Currency Premia and Global ImbalancesReview of Financial Studies2016208
10. 10
    Information Flows in Foreign Exchange Markets: Dissecting Customer Currency TradesJournal of Finance2016124