Menkhoff, Lukas and Sarno, Lucio and Schmeling, Maik and Schrimpf, Andreas (2009): Carry Trades and Global FX Volatility.
Sarno, Lucio (2010): Properties of Foreign Exchange Risk Premiums.
Delis, Manthos and Politsidis, Panagiotis and Sarno, Lucio (2018): Foreign currency lending.
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