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Economics and Finance
UK
2024

D-Index & Metrics

Economics and Finance

D-Index
69
Citations
21015
World Ranking
487
National Ranking
55

Lucio Sarno publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Lucio Sarno sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 193 publications — 59th percentile

59% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Lucio Sarno D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Lucio Sarno sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 69 D-Index — 88th percentile

88% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Research.com Recognitions

  • 2024 - Research.com Economics and Finance in United Kingdom Leader Award

Overview

Lucio Sarno is affiliated with the University of Cambridge in the United Kingdom. Their research spans multiple topics within economics, econometrics, and finance, with a particular focus on finance.

The main fields of study for Sarno include:

  • Economics, Econometrics and Finance

Subfields of Sarno's work cover:

  • Finance
  • General Economics, Econometrics and Finance
  • Economics and Econometrics
  • Accounting
  • Management Science and Operations Research

The topics frequently addressed in their research are:

  • Monetary Policy and Economic Impact
  • Global Financial Crisis and Policies
  • Market Dynamics and Volatility
  • Financial Markets and Investment Strategies
  • Financial Risk and Volatility Modeling
  • Stochastic processes and financial applications
  • Credit Risk and Financial Regulations

Lucio Sarno has published extensively in various academic venues. The most frequent publication platforms include:

  • SSRN Electronic Journal
  • Journal of Financial Economics
  • Review of Financial Studies
  • IMF Economic Review
  • Journal of Economic Dynamics and Control

Recent papers authored or co-authored by Sarno include:

  • Business cycles and currency returns, 2020, Journal of Financial Economics
  • Currency Risk Premiums Redux, 2023, Review of Financial Studies
  • Foreign Exchange Intervention: A New Database, 2022, IMF Economic Review
  • Factor Models with Downside Risk, 2021, SSRN Electronic Journal
  • Foreign Exchange Intervention: A New Database, 2020, SSRN Electronic Journal

Their collaboration network includes several frequent co-authors, with whom Sarno has published multiple times. These collaborators are:

  • Gabriele Zinna
  • Junye Li
  • Maik Schmeling
  • Federico Nucera
  • Marcel Fratzscher

Best Publications

  • The Economics of Exchange Rates

    Lucio Sarno;Mark P. Taylor;Jeffery A. Frankel

  • Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles

    Mark P. Taylor;David A. Peel;Lucio Sarno

  • Carry Trades and Global Foreign Exchange Volatility

    Lukas Menkhoff;Lucio Sarno;Maik Schmeling;Andreas Schrimpf

  • The behavior of real exchange rates during the post-Bretton Woods period

    Mark P. Taylor;Mark P. Taylor;Lucio Sarno

  • Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?

    Lucio Sarno;Mark P. Taylor

  • Purchasing Power Parity and the Real Exchange Rate

    Lucio Sarno;Mark Taylor

  • Currency Momentum Strategies

    Lukas Menkhoff;Lucio Sarno;Lucio Sarno;Lucio Sarno;Maik Schmeling;Andreas Schrimpf

  • How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads

    Barry Eichengreen;Ashoka Mody;Milan Nedeljkovic;Lucio Sarno

  • Capital Flows to Developing Countries: Long- and Short-Term Determinants

    Mark P. Taylor;Lucio Sarno

  • Arbitrage in the foreign exchange market: Turning on the microscope

    Q. Farooq Akram;Dagfinn Rime;Lucio Sarno

  • The out-of-sample success of term structure models as exchange rate predictors: a step beyond

    Richard H. Clarida;Richard H. Clarida;Lucio Sarno;Lucio Sarno;Mark P. Taylor;Mark P. Taylor;Giorgio Valente

  • An Economic Evaluation of Empirical Exchange Rate Models

    Pasquale Della Corte;Lucio Sarno;Ilias Tsiakas

  • Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?

    Lucio Sarno

  • Exchange rate forecasting, order flow and macroeconomic information

    Dagfinn Rime;Dagfinn Rime;Lucio Sarno;Lucio Sarno;Elvira Sojli

  • Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation

    Lucio Sarno;Mark P. Taylor;Mark P. Taylor

  • Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study

    Lucio Sarno;Lucio Sarno;Mark P. Taylor;Mark P. Taylor;Ibrahim Chowdhury

  • Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests

    Lucio Sarno;Mark P Taylora

  • Volatility risk premia and exchange rate predictability

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

  • Real exchange rates under the recent float: unequivocal evidence of mean reversion

    Lucio Sarno;Mark P Taylor;Mark P Taylor

  • The scapegoat theory of exchange rates: the first tests

    Marcel Fratzscher;Marcel Fratzscher;Dagfinn Rime;Lucio Sarno;Lucio Sarno;Gabriele Zinna

  • An Economic Evaluation of Empirical Exchange Rate Models: Robust Evidence of Predictability and Volatility Timing

    Pasquale Della Corte;Lucio Sarno;Ilias Tsiakas

Frequent Co-Authors

Mark P. Taylor
Mark P. Taylor Washington University in St. Louis
Marcel Fratzscher
Marcel Fratzscher German Institute for Economic Research
Daniel L. Thornton
Daniel L. Thornton Federal Reserve Bank of St. Louis
Lukas Menkhoff
Lukas Menkhoff German Institute for Economic Research
Mark Patrick Taylor
Mark Patrick Taylor Macquarie University
Richard H. Clarida
Richard H. Clarida Columbia University
Ashoka Mody
Ashoka Mody Princeton University
Barry Eichengreen
Barry Eichengreen University of California, Berkeley
Tarun Ramadorai
Tarun Ramadorai Imperial College London
David Peel
David Peel Lancaster University

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