Faculty & Research

Lucio Sarno

Position(s):

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:

5080

E-mail:

lucio.sarno@city.ac.uk

I am on sabbatical leave from July 2014 to June 2015. I will be a Visiting Professor at the University of Cambridge from July to December 2014, except for a 2-week spell at Singapore Management University in September 2014. I then have a series of visits scheduled in 2015, including the Kiel Institute of the World Economy, the International Monetary Fund, the Bank of Korea, and a 2-month research visit at the Einaudi Institute of Economics and Finance. I remain contactable through my Cass email 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 70 articles in refereed economics and finance journals, including the Journal of Economic Literature; Journal of Finance; Journal of Financial Economics; Review of Financial Studies; Journal of Financial and Quantitative Analysis; Journal of Business; Review of Economics and Statistics; International Economic Review; Journal of Monetary Economics; 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 the edited volume Handbook of Exchange Rates (Wiley, 2012) and the graduate textbook 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). He has over 2100 citations in the ISI Web of Knowledge. Ranked in 2nd percentile in the REPEC rankings.

CV