Pasquale Della Corte
Pasquale Della Corte
Associate Professor of Finance, Imperial College London
Verified email at imperial.ac.uk - Homepage
Title
Cited by
Cited by
Year
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
2372009
Volatility risk premia and exchange rate predictability
P Della Corte, T Ramadorai, L Sarno
Journal of Financial Economics 120 (1), 21-40, 2016
1492016
Currency premia and global imbalances
PD Corte, SJ Riddiough, L Sarno
The Review of Financial Studies 29 (8), 2161-2193, 2016
1382016
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
1202008
Spot and forward volatility in foreign exchange
P Della Corte, L Sarno, I Tsiakas
Journal of Financial Economics 100 (3), 496-513, 2011
862011
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
752012
Exchange rates and sovereign risk
P Della Corte, L Sarno, M Schmeling, C Wagner
Available at SSRN 2354935, 2018
512018
Statistical and economic methods for evaluating exchange rate predictability
P Della Corte, I Tsiakas
Handbook of exchange rates, 221-263, 2012
472012
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
422010
Currency mispricing and dealer balance sheets
G Cenedese, P Della Corte, T Wang
Journal of Finance, forthcoming, 2020
322020
Macro uncertainty and currency premia
P Della Corte, A Krecetovs
Available at SSRN 2924766, 2019
222019
Sovereign Risk and Currently Returns
P Della Corte, L Sarno, M Schmeling, C Wagner
212013
Volatility and correlation timing in active currency management
P Della Corte, L Sarno, I Tsiakas
Wiley, 2012
162012
The cross-section of currency volatility premia
P Della Corte, R Kozhan, A Neuberger
Journal of Financial Economics, forthcoming., 2019
102019
A century of equity premium predictability and the consumption-wealth ratio: An international perspectives
PD Corte, L Sarno, G Valente
Journal of Empirical Finance 17 (3), 313-331, 2010
62010
Correlation timing in asset allocation with bayesian learning
P Della Corte, L Sarno, I Tsiakas
Technical report, Warwick Business School, 2010
62010
Exchange rates and sovereign risk
PD Corte, L Sarno, M Schmeling, C Wagner
Unpublished Paper,[ Retrieved from], 2015
52015
Correlation Timing in Asset Allocation: Evidence from the Foreign Exchange Market
PD Della Corte, L Sarno, I Tsiakas
Working Paper, 2009
52009
Amyloid precursor protein neurotrophic properties as a target to cure Alzheimer’s disease
A Delacourte
European Neurological Disease, 29-30, 2006
32006
Currency Order Flow and Real-Time Macroeconomic Information
P DELLA CORTE, D RIME, L SARNO, I TSIAKAS
Working Paper, 2012
22012
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Articles 1–20