| An economic evaluation of empirical exchange rate models P Della Corte, L Sarno, I Tsiakas The review of financial studies 22 (9), 3491-3530, 2009 | 321 | 2009 |
| Currency premia and global imbalances PD Corte, SJ Riddiough, L Sarno The Review of Financial Studies 29 (8), 2161-2193, 2016 | 254 | 2016 |
| Volatility risk premia and exchange rate predictability P Della Corte, T Ramadorai, L Sarno Journal of Financial Economics 120 (1), 21-40, 2016 | 246 | 2016 |
| Exchange rates and sovereign risk P Della Corte, L Sarno, M Schmeling, C Wagner Management Science 68 (8), 5591-5617, 2022 | 169* | 2022 |
| The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value P Della Corte, L Sarno, DL Thornton Journal of Financial Economics 89 (1), 158-174, 2008 | 146 | 2008 |
| Currency mispricing and dealer balance sheets G Cenedese, P Della Corte, T Wang Journal of Finance, forthcoming, 2020 | 133 | 2020 |
| Spot and forward volatility in foreign exchange P Della Corte, L Sarno, I Tsiakas Journal of Financial Economics 100 (3), 496-513, 2011 | 109 | 2011 |
| The predictive information content of external imbalances for exchange rate returns: How much is it worth? P Della Corte, L Sarno, G Sestieri Review of Economics and Statistics 94 (1), 100-115, 2012 | 97 | 2012 |
| Statistical and economic methods for evaluating exchange rate predictability P Della Corte, I Tsiakas Handbook of exchange rates, 221-263, 2012 | 69 | 2012 |
| A century of equity premium predictability and the consumption–wealth ratio: An international perspective P Della Corte, L Sarno, G Valente Journal of Empirical Finance 17 (3), 313-331, 2010 | 62 | 2010 |
| Volatility and correlation timing in active currency management P Della Corte, L Sarno, I Tsiakas Handbook of exchange rates, 421-447, 2012 | 37* | 2012 |
| The cross-section of currency volatility premia P Della Corte, R Kozhan, A Neuberger Journal of Financial Economics, forthcoming., 2019 | 34 | 2019 |
| Macro uncertainty and currency premia P Della Corte, A Krecetovs SSRN, 2019 | 31 | 2019 |
| A credit-based theory of the currency risk premium P Della Corte, A Jeanneret, EDS Patelli Journal of Financial Economics 149 (3), 473-496, 2023 | 24 | 2023 |
| The double-edged sword of the 2020 European short-selling bans P Della Corte, R Kosowski, D Papadimitriou, N Rapanos Available at SSRN 3692789, 2021 | 11* | 2021 |
| Best short P Della Corte, R Kosowski, N Rapanos Centre for Economic Policy Research, 2021 | 8 | 2021 |
| Market closure and short-term reversal PD Corte, R Kosowski, T Wang Asian Finance Association (AsianFA) 2016 conference, 2016 | 6 | 2016 |
| Current Account Uncertainty and Currency Premia P Della Corte, A Krecetovs Management Science 70 (9), 5795-5815, 2024 | 4 | 2024 |
| FX option volume R Czech, P Della Corte, S Huang, T Wang Bank of England, 2022 | 4 | 2022 |
| US Political cycles and international stock returns P Della Corte, H Fu ASSA 2021 Submission, 2020 | 4 | 2020 |
LUCIO SARNOCambridge Judge Business School, University of CambridgeEmail yang diverifikasi di jbs.cam.ac.uk
Ilias TsiakasUniversity of GuelphEmail yang diverifikasi di uoguelph.ca
Tarun RamadoraiProfessor of Financial Economics, Imperial College LondonEmail yang diverifikasi di imperial.ac.uk
Daniel L. ThorntonD.L. Thornton Economics LLCEmail yang diverifikasi di dlthornton.com
Maik SchmelingGoethe University FrankfurtEmail yang diverifikasi di finance.uni-frankfurt.de
Christian WagnerProfessor of Finance, WU Vienna University of Economics and BusinessEmail yang diverifikasi di wu.ac.at
Gino CenedeseFulcrum Asset ManagementEmail yang diverifikasi di fulcrumasset.comSteven J. RiddioughAssociate Professor of Finance, University of TorontoEmail yang diverifikasi di rotman.utoronto.ca
Roman KozhanProfessor of Finance, University of WarwickEmail yang diverifikasi di wbs.ac.uk
Giulia SestieriBanque de FranceEmail yang diverifikasi di banque-france.fr
