IMF Publications by Author
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Sarno, Lucio:
2006
Title: Nonlinearity in Deviations From Uncovered Interest Parity : An Explanation of the Forward Bias Puzzle
Series: Working Paper No. 06/136
Date: May 1, 2006
Subject: Exchange rates Foreign exchange Interest rates Nonlinearity
2003
Title: Nonlinear Exchange Rate Models : A Selective Overview
Series: Working Paper No. 03/111
Date: May 1, 2003
Subject: Forecasting Foreign exchange Nonlinearity Purchasing power parity