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Mark P TaylorDonald Danforth Jr Distinguished Professor of Finance, WashU Olin Business School在 wustl.edu 的电子邮件经过验证
Giorgio ValenteHong Kong Monetary Authority在 hkma.gov.hk 的电子邮件经过验证
Lukas MenkhoffDIW Berlin, Humboldt-Universität zu Berlin and IfW Kiel在 diw.de 的电子邮件经过验证
Pasquale Della CorteProfessor of Finance, Imperial College London在 imperial.ac.uk 的电子邮件经过验证
Andreas SchrimpfBank for International Settlements在 bis.org 的电子邮件经过验证
Maik SchmelingGoethe University Frankfurt在 finance.uni-frankfurt.de 的电子邮件经过验证
Ilias TsiakasUniversity of Guelph在 uoguelph.ca 的电子邮件经过验证
Marcel FratzscherProfessor of Macroeconomics, Humboldt-University Berlin and DIW Berlin在 diw.de 的电子邮件经过验证
Daniel L. ThorntonD.L. Thornton Economics LLC在 dlthornton.com 的电子邮件经过验证
Dagfinn RimeBI Norwegian Business School, Department of Financial Economics在 bi.no 的电子邮件经过验证
Steven J. RiddioughAssociate Professor of Finance, University of Toronto在 rotman.utoronto.ca 的电子邮件经过验证
richard claridaProfessor of economics , Columbia university 在 columbia.edu 的电子邮件经过验证
Christian WagnerProfessor of Finance, WU Vienna University of Economics and Business在 wu.ac.at 的电子邮件经过验证
Gino CenedeseFulcrum Asset Management在 fulcrumasset.com 的电子邮件经过验证
Farooq AkramNorges Bank在 norges-bank.no 的电子邮件经过验证
Ashoka ModyPrinceton University在 princeton.edu 的电子邮件经过验证
Jagjit S ChadhaDirector, National Institute of Economic and Social Research在 niesr.ac.uk 的电子邮件经过验证
Luciana JuvenalInstitute for Capacity Development, IMF在 imf.org 的电子邮件经过验证
Paul SchneiderProfessor of Quantitative Methods, University of Lugano在 usi.ch 的电子邮件经过验证
Tarun RamadoraiProfessor of Financial Economics, Imperial College London在 imperial.ac.uk 的电子邮件经过验证

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Cambridge Judge Business School, University of Cambridge

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International Finance Empirical Asset Pricing


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Nonlinear mean‐reversion in real exchange rates: toward a solution to the purchasing power parity puzzles MP Taylor, DA Peel, L Sarno International economic review 42 (4), 1015-1042, 2001	1319	2001
The economics of exchange rates L Sarno, MP Taylor Cambridge university press, 2003	1295	2003
The behavior of real exchange rates during the post-Bretton Woods period MP Taylor, L Sarno Journal of international Economics 46 (2), 281-312, 1998	1178	1998
Official intervention in the foreign exchange market: is it effective and, if so, how does it work? L Sarno, MP Taylor Journal of Economic Literature 39 (3), 839-868, 2001	1164	2001
Carry trades and global foreign exchange volatility L Menkhoff, L Sarno, M Schmeling, A Schrimpf The Journal of Finance 67 (2), 681-718, 2012	1103	2012
Purchasing power parity and the real exchange rate L Sarno, MP Taylor IMF staff papers 49 (1), 65-105, 2002	835	2002
Currency momentum strategies L Menkhoff, L Sarno, M Schmeling, A Schrimpf Journal of Financial Economics 106 (3), 660-684, 2012	704	2012
Capital flows to developing countries: long-and short-term determinants MP Taylor, L Sarno The World Bank Economic Review 11 (3), 451-470, 1997	526	1997
Arbitrage in the foreign exchange market: Turning on the microscope QF Akram, D Rime, L Sarno Journal of International Economics 76 (2), 237-253, 2008	496	2008
How the subprime crisis went global: Evidence from bank credit default swap spreads B Eichengreen, A Mody, M Nedeljkovic, L Sarno Journal of International Money and Finance 31 (5), 1299-1318, 2012	478	2012
Towards a solution to the puzzles in exchange rate economics: Where do we stand? L Sarno Canadian Journal of Economics/Revue canadienne d'économique 38 (3), 673-708, 2005	415	2005
The out-of-sample success of term structure models as exchange rate predictors: a step beyond RH Clarida, L Sarno, MP Taylor, G Valente Journal of International Economics 60 (1), 61-83, 2003	392	2003
Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation L Sarno, MP Taylor Journal of Development Economics 59 (2), 337-364, 1999	365	1999
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study L Sarno, MP Taylor, I Chowdhury Journal of International Money and Finance 23 (1), 1-25, 2004	319	2004
An economic evaluation of empirical exchange rate models P Della Corte, L Sarno, I Tsiakas The review of financial studies 22 (9), 3491-3530, 2009	314	2009
Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests L Sarno, MP Taylora Journal of International Money and finance 18 (4), 637-657, 1999	290	1999
Nonlinearity in deviations from uncovered interest parity: an explanation of the forward bias puzzle L Sarno, G Valente, H Leon Review of Finance 10 (3), 443-482, 2006	239	2006
Volatility risk premia and exchange rate predictability P Della Corte, T Ramadorai, L Sarno Journal of Financial Economics 120 (1), 21-40, 2016	237	2016
Real exchange rates under the recent float: unequivocal evidence of mean reversion L Sarno, MP Taylor Economics Letters 60 (2), 131-137, 1998	235	1998
How well do monetary fundamentals forecast exchange rates? CJ Neely, L Sarno Federal Reserve Bank of St. Louis Working Paper Series, 2002	231	2002

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