Concepedia
Statistics
Publications
18
Citations
1.3K
H-Index
15
Active since
2008
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.
Top concepts
BusinessFinanceEconomicsGlobal FinanceAsset PricingFinancial EconomicsExchange RateVolatility ModelingEconomic AnalysisCurrency Volatility
Publications per year
2008–2023
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
Currency Risk, International Economics, Balance Of Payment +22
Volatility risk premia and exchange rate predictability
Pasquale Della Corte, Tarun Ramadorai, Lucio Sarno · Journal of Financial Economics · 2016 · 192 citations
Economics, Volatility Modeling, Financial Economics +5
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
Exchange Rate, Economic Value, Monetary Policy +16
Spot and forward volatility in foreign exchange
Pasquale Della Corte, Lucio Sarno, Ilias Tsiakas · Journal of Financial Economics · 2011 · 81 citations
Forward Volatility, International Finance, Trade +6
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