Pasquale Della Corte - Publications, H-index & Citations

Pasquale Della Corte

Imperial College London

16H指数

44论文数

1.4K被引数

收录论文 9

发表时间

A credit-based theory of the currency risk premium

JOURNAL OF FINANCIAL ECONOMICS

IF12

2023-09-01

OAAI

Della Corte, Pasquale; Jeanneret, Alexandre; Patelli, Ella D. S.

Currency Mispricing and Dealer Balance Sheets

JOURNAL OF FINANCE

IF9.5

2021-10-04

OAAI

Cenedese, Gino; Della Corte, Pasquale; Wang, Tianyu

The cross-section of currency volatility premia

JOURNAL OF FINANCIAL ECONOMICS

IF12

2021-03-01

OAAI

Della Corte, Pasquale; Kozhan, Roman; Neuberger, Anthony

Currency Premia and Global Imbalances

REVIEW OF FINANCIAL STUDIES

IF5.4

2016-06-07

OAAI

Della Corte, Pasquale; Riddiough, Steven J.; Sarno, Lucio

Volatility risk premia and exchange rate predictability

JOURNAL OF FINANCIAL ECONOMICS

IF12

2016-04-01

107

OAAI

Della Corte, Pasquale; Ramadorai, Tarun; Sarno, Lucio

THE PREDICTIVE INFORMATION CONTENT OF EXTERNAL IMBALANCES FOR EXCHANGE RATE RETURNS: HOW MUCH IS IT WORTH?

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2012-02-01

OAAI

Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia

Spot and forward volatility in foreign exchange

JOURNAL OF FINANCIAL ECONOMICS

IF12

2011-06-01

OAAI

Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias

The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value

JOURNAL OF FINANCIAL ECONOMICS

IF12

2008-07-01

OAAI

Della Corte, Pasquale; Sarno, Lucio; Thornton, Daniel L.

An Economic Evaluation of Empirical Exchange Rate Models

REVIEW OF FINANCIAL STUDIES

IF5.4

2008-06-13

137

OAAI

Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias

研究方向