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Sarno, L., Schneider, P. and Wagner, C. (2016). The Economic Value of Predicting Bond Risk Premia. Journal of Empirical Finance, 37, pp. 247-267. doi: 10.1016/j.jempfin.2016.02.001
Sarno, L., Schneider, P. and Wagner, C. (2012). Properties of foreign exchange risk premiums. Journal of Financial Economics, 105(2), pp. 279-310. doi: 10.1016/j.jfineco.2012.01.005
Schmeling, M. and Wagner, C. (2015). Does Central Bank Tone Move Asset Prices?. SSRN.
Della Corte, P., Sarno, L., Schmeling, M. and Wagner, C. (2013). Exchange Rates and Sovereign Risk. SSRN.