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Results: 2
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
Authors:
Sarno, Lucio Valente, Giorgio
Citation:
Sarno, Lucio et Valente, Giorgio, Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers, Journal of applied econometrics , 20(3), 2005, pp. 345-376
Nonlinear exchange rate models: a selective overview
Authors:
Sarno, Lucio
Citation:
Lucio Sarno, Nonlinear exchange rate models: a selective overview, Rivista di politica economica, 93(7/8), 2003, pp. 3-46
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