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Lucio Sarno:

2006

Title: Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle

Author: Valente, Giorgio ; Leon, L. Gene ; Sarno, Lucio

Series: Working Paper No. 2006/136

Date: May 1, 2006

Subject: Currencies Exchange rates Financial services Foreign exchange Forward exchange rates Interest rate parity Money Spot exchange rates

2003

Title: Nonlinear Exchange Rate Models: A Selective Overview

Author: Sarno, Lucio

Series: Working Paper No. 2003/111

Date: May 1, 2003

Subject: Exchange rate forecasting Exchange rate modelling Exchange rates Foreign exchange Purchasing power parity Real exchange rates