Pasquale Della Corte

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4860-9512

Publications

• Current Account Uncertainty and Currency Premia — Management Science 2024
• A credit-based theory of the currency risk premium — Journal of Financial Economics 2023
• Exchange Rates and Sovereign Risk — Management Science 2022
• The cross-section of currency volatility premia — Journal of Financial Economics 2021
• Currency Mispricing and Dealer Balance Sheets — The Journal of Finance 2021
• Currency Premia and Global Imbalances — The Review of Financial Studies 2016
• Volatility risk premia and exchange rate predictability — Journal of Financial Economics 2016
• Spot and forward volatility in foreign exchange — Journal of Financial Economics 2011
• An Economic Evaluation of Empirical Exchange Rate Models — The Review of Financial Studies 2009
• The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value — Journal of Financial Economics 2008