Lucio Sarno - Concepedia

Author

Lucio Sarno

Centre for Economic Policy Research ORCID

Also Known As

Dagfinn Rime, Gabriele Zinna, L SARNO, L. Sarno, LUCIO SARNO, Lucio Sarno, Lucio Sarno, SARNO, LUCIO, Sarno, L, Sarno, L.

263

Publications

15.1K

Citations

H-Index

Concepts

All Affiliations

Centre for Economic Policy Research University of Warwick University of Cambridge Cambridge School City, University of London

About

Lucio Sarno is an author at Centre for Economic Policy Research specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	48	87	10.4K
2	Management	10	10	892
3	Engineering	4	4	162
4	Accounting	3	3	365
5	Education	1	1	11

Lucio Sarno

121

Publications

12.6K

Citations

H-Index

Page 1

	Year	Citations
Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles Mark P. Taylor, David Peel, Lucio Sarno International Economic Review Low PowerCurrency MovementsEconomicsFinancial EconomicsInternational Finance	2001	1K
The behavior of real exchange rates during the post-Bretton Woods period Mark P. Taylor, Lucio Sarno Journal of International Economics EconomicsInternational FinanceMacroeconomicsTradeExchange Rate Movement	1998	832
Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? Lucio Sarno, Mark P. Taylor Journal of Economic Literature Global MarketsEconomicsMonetary PolicyPublic PolicyInternational Finance	2001	811
Currency momentum strategies Lukas Menkhoff, Lucio Sarno, Maik Schmeling, Journal of Financial Economics Currency MovementsEconomicsInternational FinanceBusinessForeign Exchange Market	2012	518
Arbitrage in the foreign exchange market: Turning on the microscope Q. Farooq Akram, Dagfinn Rime, Lucio Sarno Journal of International Economics Global MarketsEconomicsInternational FinanceForeign Exchange OptionTrade	2008	365
Purchasing Power Parity and the Real Exchange Rate Lucio Sarno, Mark P. Taylor Warwick Research Archive Portal (University of Warwick)	2001	354
Purchasing Power Parity and the Real Exchange Rate Lucio Sarno, Mark P. Taylor IMF Staff Papers EconomicsMacroeconomicsReal Exchange RateExchange Rate MovementBusiness	2002	330
Capital Flows to Developing Countries: Long- and Short-Term Determinants Mark P. Taylor, Lucio Sarno The World Bank Economic Review	1997	330
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? Lucio Sarno Canadian Journal of Economics/Revue canadienne d économique Exchange Rate RegimesEconomicsExchange Rate EconomicsInternational FinanceInterest Rate Differentials	2005	289
Carry Trades and Global Foreign Exchange Volatility Lukas Menkhoff, Lucio Sarno, Maik Schmeling, The Journal of Finance Currency RiskEmpirical FinanceVolatility ModelingTradeCarry Trades	2012	287

Page 1