Concepedia

Pasquale Della Corte

PD

18

Publications

1.3K

Citations

15

H-Index

2008

Active since

Affiliations

Centre for Economic Policy Research(Current)

City, University of London

Imperial College London

University of Warwick

Cambridge School

Pasquale Della Corte is an author at Centre for Economic Policy Research specializing in business, economics, and finance.

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Publications per year

2008–2023

18

Publications

18

An Economic Evaluation of Empirical Exchange Rate Models

Pasquale Della Corte, Lucio Sarno, Ilias Tsiakas · Review of Financial Studies · 2008 · 279 citations

Currency Premia and Global Imbalances

Pasquale Della Corte, Steven Riddiough, Lucio Sarno · Review of Financial Studies · 2016 · 211 citations

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Volatility risk premia and exchange rate predictability

Pasquale Della Corte, Tarun Ramadorai, Lucio Sarno · Journal of Financial Economics · 2016 · 192 citations

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The predictive information content of external imbalances for exchange rate returns: How much is it worth?

Pasquale Della Corte, Lucio Sarno, Giulia Sestieri · City Research Online (City University London) · 2012 · 98 citations

, , +16

Spot and forward volatility in foreign exchange

Pasquale Della Corte, Lucio Sarno, Ilias Tsiakas · Journal of Financial Economics · 2011 · 81 citations

, , +6

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