Items where Author is "Cenedese, G."
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Cenedese, G., Payne, R., Sarno, L. & Valente, G. (2016). What Do Stock Markets Tell Us about Exchange Rates?. Review of Finance, 20(3), pp. 1045-1080. doi: 10.1093/rof/rfv032
Cenedese, G., Sarno, L. & Tsiakas, I. (2014). Foreign exchange risk and the predictability of carry trade returns. Journal of Banking & Finance, 42(1), pp. 302-313. doi: 10.1016/j.jbankfin.2014.01.040