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Colacito, R., Riddiough, S. J. and Sarno, L. ORCID: 0000-0003-1279-9748 (2020).
Business Cycles and Currency Returns.
Journal of Financial Economics, 137(3),
pp. 659-678.
doi: 10.1016/j.jfineco.2020.04.005
Della Corte, P., Riddiough, S. J. and Sarno, L. (2016). Currency Premia and Global Imbalances. Review of Financial Studies, 29(8), pp. 2161-2193. doi: 10.1093/rfs/hhw038