Lucio Sarno

Position(s):	Head of Faculty Professor of Finance
Faculty:	Finance
Expertise:	International Finance; Macrofinance; Empirical Asset Pricing; Monetary Economics; Financial Econometrics.
Telephone:	+44 (0) 20 7040 8772
Fax:	+44 (0) 20 7040 8881
Faculty office:	+44 (0) 20 7040 4114
Room:	5051
E-mail:	lucio.sarno@city.ac.uk

Background

Lucio Sarno previously held teaching and research positions at several universities, including the University of Warwick, the University of Oxford and Columbia University. He has been involved in policy advice, training, research and consulting projects for a number of institutions, including the International Monetary Fund, the European Central Bank, the Federal Reserve Bank of St. Louis, the Bank of Canada, the Central Bank of Norway, the Italian Ministry of Economy and Finance, the World Bank, the European Commission, and a number of banks and asset management companies. He was also the Director of Currency Research at AXA Investment Managers during 2007-08. Lucio is the author of over 60 articles in refereed economics and finance journals, including the Journal of Economic Literature; Journal of Financial Economics; Review of Financial Studies; Journal of Financial and Quantitative Analysis; Journal of Business; International Economic Review; Journal of International Economics; Journal of the European Economic Association; Journal of Money, Credit and Banking; Review of Finance; Journal of Development Economics. He has also authored and edited several books, including a graduate textbook on The Economics of Exchange Rates (Cambridge University Press, 2003). Since 2005, entry in the ISI Essential Science Indicators (selection of the top 1% of the economics and finance profession on the basis of total citations on a 10-year rolling period). Ranked in 3rd percentile in the REPEC rankings.

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