What is he best known for?
The fields of study he is best known for:
- Statistics
- Finance
- Macroeconomics
Lucio Sarno focuses on Exchange rate, Monetary economics, Econometrics, Macroeconomics and Purchasing power parity.
Lucio Sarno interconnects Value and Random walk in the investigation of issues within Exchange rate.
He has included themes like Carry and International finance in his Monetary economics study.
His Econometrics study combines topics from a wide range of disciplines, such as Float, Financial economics, Sample and Liberian dollar.
He works mostly in the field of Macroeconomics, limiting it down to topics relating to Equity and, in certain cases, Hot money, Capital account, Capital flows and Rate of return, as a part of the same area of interest.
Lucio Sarno combines subjects such as Monte Carlo method and Mean reversion with his study of Purchasing power parity.
His most cited work include:
- The Economics of Exchange Rates (1179 citations)
- Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (908 citations)
- The behavior of real exchange rates during the post-Bretton Woods period (696 citations)
What are the main themes of his work throughout his whole career to date?
His primary areas of study are Econometrics, Exchange rate, Monetary economics, Currency and Financial economics.
His study in the field of Volatility also crosses realms of Empirical evidence.
His work on Purchasing power parity and Relative purchasing power parity as part of general Exchange rate research is frequently linked to Context, bridging the gap between disciplines.
His work in Monetary economics addresses subjects such as Credit risk, which are connected to disciplines such as Asset return.
His studies examine the connections between Currency and genetics, as well as such issues in Transaction cost, with regards to Technical analysis, Momentum, Limits to arbitrage and Carry.
His Financial economics research is multidisciplinary, incorporating perspectives in Law of one price and Stylized fact.
He most often published in these fields:
- Econometrics (60.49%)
- Exchange rate (55.86%)
- Monetary economics (61.11%)
What were the highlights of his more recent work (between 2013-2021)?
- Monetary economics (61.11%)
- Currency (40.12%)
- Foreign exchange risk (23.15%)
In recent papers he was focusing on the following fields of study:
His main research concerns Monetary economics, Currency, Foreign exchange risk, Exchange rate and Risk premium.
His study in Monetary economics is interdisciplinary in nature, drawing from both Volatility, Financial economics, Volatility risk and Credit risk.
His Currency research is multidisciplinary, incorporating elements of Syndicated loan, Exchange rate volatility, Basis point and Perfect competition.
His Foreign exchange risk research incorporates elements of Investment strategy, Capital asset pricing model, Econometrics and Predictability.
Lucio Sarno studies Unobservable, a branch of Econometrics.
His Exchange rate study integrates concerns from other disciplines, such as Financial market and Excess return.
Between 2013 and 2021, his most popular works were:
- Volatility risk premia and exchange rate predictability (68 citations)
- Volatility risk premia and exchange rate predictability (68 citations)
- The scapegoat theory of exchange rates: the first tests (65 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Finance
- Inflation
Lucio Sarno spends much of his time researching Monetary economics, Exchange rate, Currency, Econometrics and Volatility.
His work carried out in the field of Monetary economics brings together such families of science as Bond, Asset and Volatility risk.
His Exchange rate study which covers Excess return that intersects with Equity.
In his research, Sample, Inflation, Contrast, Yield curve and Investment decisions is intimately related to Risk premium, which falls under the overarching field of Currency.
The study incorporates disciplines such as Foreign exchange and Survey data collection in addition to Econometrics.
In the field of Volatility, his study on Volatility risk premium overlaps with subjects such as Predictive power.
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