lucio-sarno documents

Adjustment costs and nonlinear dynamics in the demand for money: Italy, 1861–1991
Documents Adjustment costs and nonlinear dynamics in the demand for money: Italy, 1861–1991
The cost of carry model and regime shifts in stock index futures markets: An empirical investigation
Documents The cost of carry model and regime shifts in stock index futures markets: An empirical investigation
Comparing the accuracy of density forecasts from competing models
Documents Comparing the accuracy of density forecasts from competing models
Financial Crises, Contagion, and the Lender of Last Resort; A Reader
Documents Financial Crises, Contagion, and the Lender of Last Resort; A Reader
The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?
Documents The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?
EXCHANGE RATES AND FUNDAMENTALS: FOOTLOOSE OR EVOLVING RELATIONSHIP?
Documents EXCHANGE RATES AND FUNDAMENTALS: FOOTLOOSE OR EVOLVING RELATIONSHIP?
Properties of foreign exchange risk premiums
Documents Properties of foreign exchange risk premiums
Stochastic growth: Empirical evidence from the G7 Countries
Documents Stochastic growth: Empirical evidence from the G7 Countries
Real interest rates, liquidity constraints and financial deregulation: Private consumption behavior in the U.K
Documents Real interest rates, liquidity constraints and financial deregulation: Private consumption behavior in the U.K
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
Documents Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
Viewpoint: Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?
Documents Viewpoint: Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?