| 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 | 287 | 2009 |
| Volatility risk premia and exchange rate predictability P Della Corte, T Ramadorai, L Sarno Journal of Financial Economics 120 (1), 21-40, 2016 | 209 | 2016 |
| Currency premia and global imbalances PD Corte, SJ Riddiough, L Sarno The Review of Financial Studies 29 (8), 2161-2193, 2016 | 191 | 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 | 136 | 2008 |
| Exchange rates and sovereign risk P Della Corte, L Sarno, M Schmeling, C Wagner Management Science 68 (8), 5591-5617, 2022 | 112* | 2022 |
| Spot and forward volatility in foreign exchange P Della Corte, L Sarno, I Tsiakas Journal of Financial Economics 100 (3), 496-513, 2011 | 101 | 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 | 87 | 2012 |
| Currency mispricing and dealer balance sheets G Cenedese, P Della Corte, T Wang Journal of Finance, forthcoming, 2020 | 79 | 2020 |
| Statistical and economic methods for evaluating exchange rate predictability P Della Corte, I Tsiakas Handbook of exchange rates, 221-263, 2012 | 61 | 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 | 56 | 2010 |
| Volatility and correlation timing in active currency management P Della Corte, L Sarno, I Tsiakas Handbook of exchange rates, 421-447, 2012 | 31* | 2012 |
| Macro uncertainty and currency premia P Della Corte, A Krecetovs Available at SSRN 2924766, 2019 | 29 | 2019 |
| The cross-section of currency volatility premia P Della Corte, R Kozhan, A Neuberger Journal of Financial Economics, forthcoming., 2019 | 26 | 2019 |
| A credit-based theory of the currency risk premium P Della Corte, A Jeanneret, E Patelli Available at SSRN 3413785, 2021 | 10 | 2021 |
| Best short P Della Corte, R Kosowski, N Rapanos CEPR Discussion Paper No. DP16319, 2021 | 7 | 2021 |
| Short-selling bans in Europe: Evidence from the COVID-19 pandemic P Della Corte, R Kosowski, N Rapanos | 6* | 2020 |
| US Political cycles and international stock returns P Della Corte, H Fu ASSA 2021 Submission, 2020 | 3 | 2020 |
| Market closure and short-term reversal P Della Corte, R Kosowski, T Wang Asian Finance Association (AsianFA) 2016 Conference, 2015 | 3 | 2015 |
| Currency Order Flow and Real-Time Macroeconomic Information P DELLA CORTE, D RIME, L SARNO, I TSIAKAS Working Paper, 2012 | 3 | 2012 |
| Current Account Uncertainty and Currency Premia P Della Corte, A Krecetovs | 2 | 2022 |
LUCIO SARNOCambridge Judge Business School, University of CambridgeVerified email at jbs.cam.ac.uk
