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Gino Cenedese
Gino Cenedese
Fulcrum Asset Management
Verified email at fulcrumasset.com - Homepage
Title
Cited by
Cited by
Year
What do stock markets tell us about exchange rates?
G Cenedese, R Payne, L Sarno, G Valente
Review of Finance 20 (3), 1045-1080, 2016
1182016
Currency mispricing and dealer balance sheets
G Cenedese, P Della Corte, T Wang
The Journal of Finance 76 (6), 2763-2803, 2021
1122021
Foreign exchange risk and the predictability of carry trade returns
G Cenedese, L Sarno, I Tsiakas
Journal of Banking & Finance 42, 302-313, 2014
1022014
OTC premia
G Cenedese, A Ranaldo, M Vasios
Journal of Financial Economics 136 (1), 86-105, 2020
502020
What Moves International Stock and Bond Markets?
G Cenedese, E Mallucci
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2605410, 2015
392015
Currency fair value models
G Cenedese, T Stolper
Handbook of exchange rates, 313-342, 2012
162012
Unconventional monetary policy and the portfolio choice of international mutual funds
G Cenedese, I Elard
Journal of International Money and Finance 115, 102357, 2021
142021
Safe haven currencies: A portfolio perspective
G Cenedese
Available at SSRN 2606662, 2015
102015
Limits to Arbitrage in the Foreign Exchange Market: Evidence from FX Trade Repository Data
G Cenedese, P Della Corte, T Wang
Unpublished working paper, 2016
62016
Average variance, average correlation and currency returns
G Cenedese, L Sarno, I Tsiakas
Working Paper, Cass Business School, 2012
62012
Carbon-transition risk and net-zero portfolios
G Cenedese, S Han, MT Kacperczyk
Available at SSRN, 2023
42023
Essays in international finance
G Cenedese
University of Warwick, 2011
32011
Staff Working Paper No. 751 OTC premia
G Candese, A Ranaldo, M Vasios
Bank of England, 2018
12018
US Interest Rate Surprises and Currency Returns
J Antolin-Diaz, G Cenedese, S Han, L Sarno
Available at SSRN, 2023
2023
Currency Mispricing and Dealer Balance Sheets
P Della Corte, G Cenedese, T Wang
CEPR Discussion Papers, 2020
2020
The Fulcrum Expected Returns Model: A Primer
J Antolın-Dıaz, G Cenedese
2018
What Do Stock Markets Tell Us About Exchange Rates?
L Sarno, R Payne, G Valente, G Cenedese
CEPR Discussion Papers, 2015
2015
Staff Working Paper No. 534: What moves international stock and bond markets?-Gino Cenedese and Enrico Mallucci
G Cenedese
Staff Working Paper No. 533: Safe haven currencies: a portfolio perspective-Gino Cenedese
G Cenedese
In this section
G Valente, R Payne, L Sarno, G Cenedese
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