Pasquale Della Corte

Latest Institution: Imperial College Business School

All Institutions: Imperial College Business School; University of Warwick; Imperial College London; Warwick Business School


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

An Economic Evaluation of Empirical Exchange Rate Models

Year: 2007
Journal: Review of Financial Studies
Authors: Pasquale Della Corte; Lucio Sarno; Ilias Tsiakas

The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value

Year: 2007
Journal: Journal of Financial Economics
Authors: Pasquale Della Corte; Lucio Sarno; Daniel L. Thornton

The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much is it Worth?

Year: 2010
Journal: Review of Economics and Statistics
Authors: Pasquale Della Corte; Lucio Sarno; Giulia Sestieri

Spot and Forward Volatility in Foreign Exchange

Year: 2010
Journal: Journal of Financial Economics
Authors: Pasquale Della Corte; Lucio Sarno; Ilias Tsiakas

Volatility Risk Premia and Exchange Rate Predictability

Year: 2013
Journal: No Journal Matched
Authors: Pasquale Della Corte; Tarun Ramadorai; Lucio Sarno

Currency Premia and Global Imbalances

Year: 2016
Journal: Review of Financial Studies
Authors: Pasquale Della Corte; Steven J. Riddiough; Lucio Sarno

Currency Mispricing and Dealer Balance Sheets

Year: 2020
Journal: Journal of Finance
Authors: Gino Cenedese; Pasquale Della Corte; Tianyu Wang

Best Short

Year: 2021
Journal: No Journal Matched
Authors: Pasquale Della Corte; Robert Kosowski; Nikolaos P. Rapanos

Exchange Rates and Sovereign Risk

Year: 2021
Journal: Management Science
Authors: Pasquale Della Corte; Lucio Sarno; Maik Schmeling; Christian Wagner


Author Disambiguation

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