Lucio Sarno

Economics and Econometrics · 2000–2019

A researcher in the Science corpus: 27 papers; trusts 143 researchers and is trusted by 39 researchers here, as inferred from the citation graph.

Subfields

Whom Lucio Sarno trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Halbert White
  2. Mark P. Taylor
  3. Ken West
  4. Richard K. Lyons
  5. Ravi Bansal
  6. Lars Peter Hansen
  7. M. Pesaran
  8. Hanno Lustig
  9. Philip R. Lane
  10. Jeremy Berkowitz

Who trusts Lucio Sarno overall

  1. Mark P. Taylor
  2. Lukas Menkhoff
  3. Pasquale Della Corte
  4. Philippe Bacchetta
  5. Giorgio Valente
  6. Marcel Fratzscher
  7. Davide Furceri
  8. A. Verdelhan
  9. Benjamin Born
  10. James R. Lothian

Papers from Lucio Sarno's perspective

Ordered by how strongly the researchers Lucio Sarno trusts endorse each paper. Same corpus, a different order for every researcher.

  1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  2. Term premia and interest rate forecasts in affine models
  3. Specification Analysis of Affine Term Structure Models
  4. Asymptotic Inference about Predictive Ability
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Generalized autoregressive conditional heteroskedasticity
  7. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  8. A Reality Check for Data Snooping
  9. Consumption, aggregate wealth and expected stock returns
  10. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Their papers