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

Authors: Sarno, Lucio

Citation: Lucio Sarno, Nonlinear exchange rate models: a selective overview, Rivista di politica economica, 93(7/8), 2003, pp. 3-46