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Pasquale Della Corte
Pasquale Della Corte
Associate Professor of Finance, Imperial College London
Verified email at imperial.ac.uk - Homepage
Title
Cited by
Cited by
Year
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
3062009
Volatility risk premia and exchange rate predictability
P Della Corte, T Ramadorai, L Sarno
Journal of Financial Economics 120 (1), 21-40, 2016
2302016
Currency premia and global imbalances
PD Corte, SJ Riddiough, L Sarno
The Review of Financial Studies 29 (8), 2161-2193, 2016
2162016
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
1412008
Exchange rates and sovereign risk
P Della Corte, L Sarno, M Schmeling, C Wagner
Management Science 68 (8), 5591-5617, 2022
135*2022
Currency mispricing and dealer balance sheets
G Cenedese, P Della Corte, T Wang
Journal of Finance, forthcoming, 2020
1102020
Spot and forward volatility in foreign exchange
P Della Corte, L Sarno, I Tsiakas
Journal of Financial Economics 100 (3), 496-513, 2011
1042011
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
912012
Statistical and economic methods for evaluating exchange rate predictability
P Della Corte, I Tsiakas
Handbook of exchange rates, 221-263, 2012
662012
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
612010
Volatility and correlation timing in active currency management
P Della Corte, L Sarno, I Tsiakas
Handbook of exchange rates, 421-447, 2012
36*2012
Macro uncertainty and currency premia
P Della Corte, A Krecetovs
SSRN, 2019
312019
The cross-section of currency volatility premia
P Della Corte, R Kozhan, A Neuberger
Journal of Financial Economics, forthcoming., 2019
302019
A credit-based theory of the currency risk premium
P Della Corte, A Jeanneret, EDS Patelli
Journal of Financial Economics 149 (3), 473-496, 2023
142023
Short-selling bans in europe: Evidence from the covid-19 pandemic
P Della Corte, R Kosowski, N Rapanos
8*2020
Best short
P Della Corte, R Kosowski, N Rapanos
CEPR Discussion Paper No. DP16319, 2021
72021
Market closure and short-term reversal
PD Corte, R Kosowski, T Wang
Asian Finance Association (AsianFA) 2016 conference, 2016
62016
Current account uncertainty and currency premia
P Della Corte, A Krecetovs
Management Science, 2023
42023
US Political cycles and international stock returns
P Della Corte, H Fu
ASSA 2021 Submission, 2020
42020
Overnight-Intraday Reversal Everywhere
R Kosowski, C Liu, Y Liu, T Wang
Asian Finance Association (AsianFA) 2016 Conference, 2023
32023
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