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 | 237 | 2009 |
Volatility risk premia and exchange rate predictability P Della Corte, T Ramadorai, L Sarno Journal of Financial Economics 120 (1), 21-40, 2016 | 149 | 2016 |
Currency premia and global imbalances PD Corte, SJ Riddiough, L Sarno The Review of Financial Studies 29 (8), 2161-2193, 2016 | 138 | 2016 |
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 | 120 | 2008 |
Spot and forward volatility in foreign exchange P Della Corte, L Sarno, I Tsiakas Journal of Financial Economics 100 (3), 496-513, 2011 | 86 | 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 | 75 | 2012 |
Exchange rates and sovereign risk P Della Corte, L Sarno, M Schmeling, C Wagner Available at SSRN 2354935, 2018 | 51 | 2018 |
Statistical and economic methods for evaluating exchange rate predictability P Della Corte, I Tsiakas Handbook of exchange rates, 221-263, 2012 | 47 | 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 | 42 | 2010 |
Currency mispricing and dealer balance sheets G Cenedese, P Della Corte, T Wang Journal of Finance, forthcoming, 2020 | 32 | 2020 |
Macro uncertainty and currency premia P Della Corte, A Krecetovs Available at SSRN 2924766, 2019 | 22 | 2019 |
Sovereign Risk and Currently Returns P Della Corte, L Sarno, M Schmeling, C Wagner | 21 | 2013 |
Volatility and correlation timing in active currency management P Della Corte, L Sarno, I Tsiakas Wiley, 2012 | 16 | 2012 |
The cross-section of currency volatility premia P Della Corte, R Kozhan, A Neuberger Journal of Financial Economics, forthcoming., 2019 | 10 | 2019 |
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 | 6 | 2010 |
Correlation timing in asset allocation with bayesian learning P Della Corte, L Sarno, I Tsiakas Technical report, Warwick Business School, 2010 | 6 | 2010 |
Exchange rates and sovereign risk PD Corte, L Sarno, M Schmeling, C Wagner Unpublished Paper,[ Retrieved from], 2015 | 5 | 2015 |
Correlation Timing in Asset Allocation: Evidence from the Foreign Exchange Market PD Della Corte, L Sarno, I Tsiakas Working Paper, 2009 | 5 | 2009 |
Amyloid precursor protein neurotrophic properties as a target to cure Alzheimer’s disease A Delacourte European Neurological Disease, 29-30, 2006 | 3 | 2006 |
Currency Order Flow and Real-Time Macroeconomic Information P DELLA CORTE, D RIME, L SARNO, I TSIAKAS Working Paper, 2012 | 2 | 2012 |