E-LIB Suche - Ergebnisse für: Della Corte, Pasquale

1

A credit-based theory of the currency risk premium:

Della Corte, Pasquale ; Jeanneret, Alexandre ; Patelli, Ella D.S.
Journal of Financial Economics. 149 (2023) 3 - p. 473-496 , 2023

Link: https://doi.org/10.1016/..

2

Currency Mispricing and Dealer Balance Sheets:

CENEDESE, GINO ; DELLA CORTE, PASQUALE ; WANG, TIANYU
The Journal of Finance. 76 (2021) 6 - p. 2763-2803 , 2021

Link: https://doi.org/10.1111/..

3

Volatility risk premia and exchange rate predictability:

Della Corte, Pasquale ; Ramadorai, Tarun ; Sarno, Lucio
Journal of Financial Economics. 120 (2016) 1 - p. 21-40 , 2016

Link: https://doi.org/10.1016/..

4

Volatility Risk Premia and Exchange Rate Predictability:

Della Corte, Pasquale ; Ramadorai, Tarun ; Sarno, Lucio
Journal of Financial Economics (JFE), Forthcoming. , 2014

Link: https://ssrn.com/abstrac..

5

Spot and forward volatility in foreign exchange:

Della Corte, Pasquale ; Sarno, Lucio ; Tsiakas, Ilias
Journal of Financial Economics. 100 (2011) 3 - p. 496-513 , 2011

Link: https://doi.org/10.1016/..

6

A century of equity premium predictability and the consumpt..:

Della Corte, Pasquale ; Sarno, Lucio ; Valente, Giorgio
Journal of Empirical Finance. 17 (2010) 3 - p. 313-331 , 2010

Link: https://doi.org/10.1016/..

7

The Predictive Information Content of External Imbalances f..:

Della Corte, Pasquale ; Sarno, Lucio ; Sestieri, Giulia
Review of Economics and Statistics, Forthcoming. , 2010

Link: https://ssrn.com/abstrac..

8

An Economic Evaluation of Empirical Exchange Rate Models:

Della Corte, Pasquale ; Sarno, Lucio ; Tsiakas, Ilias
Review of Financial Studies. 22 (2008) 9 - p. 3491-3530 , 2008

Link: https://doi.org/10.1093/..

9

The cross-section of currency volatility premia:

Corte, Pasquale Della ; Kozhan, Roman ; Neuberger, Anthony
Journal of Financial Economics. 139 (2021) 3 - p. 950-970 , 2021

Link: https://doi.org/10.1016/..

10

Currency Premia and Global Imbalances:

Corte, Pasquale Della ; Riddiough, Steven J. ; Sarno, Lucio
The Review of Financial Studies. 29 (2016) 8 - p. 2161-2193 , 2016

Link: http://www.jstor.org/sta..

11

Currency Premia and Global Imbalances:

Corte, Pasquale Della ; Riddiough, Steven J. ; Sarno, Lucio
Review of Financial Studies. 29 (2016) 8 - p. 2161-2193 , 2016

Link: https://doi.org/10.1093/..

12

THE PREDICTIVE INFORMATION CONTENT OF EXTERNAL IMBALANCES F..:

Corte, Pasquale Della ; Sarno, Lucio ; Sestieri, Giulia
The Review of Economics and Statistics. 94 (2012) 1 - p. 100-115 , 2012

Link: https://www.jstor.org/st..

13

An Economic Evaluation of Empirical Exchange Rate Models:

Corte, Pasquale Della ; Sarno, Lucio ; Tsiakas, Ilias
The Review of Financial Studies. 22 (2009) 9 - p. 3491-3530 , 2009

Link: https://www.jstor.org/st..

14

Exchange Rates and Sovereign Risk:

Della Corte, Pasquale ; Sarno, Lucio ; Schmeling, Maik.
https://research.wu.ac.at/de/publications/493680fe-04bf-4126-b9c2-ea7cfc15c7b3. , 2022

Link: https://research.wu.ac.a..

15

Exchange Rates and Sovereign Risk:

Della Corte, Pasquale ; Sarno, Lucio ; Schmeling, Maik.
https://research.wu.ac.at/de/publications/493680fe-04bf-4126-b9c2-ea7cfc15c7b3. , 2022

Link: https://research.wu.ac.a..