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Pasquale Della Corte

About Pasquale Della Corte

Pasquale Della Corte, With an exceptional h-index of 13 and a recent h-index of 13 (since 2020), a distinguished researcher at Imperial College London, specializes in the field of International Finance, Foreign Exchange Markets, Empirical Asset Pricing, Bayesian Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Presidential cycles and exchange rates

Current Account Uncertainty and Currency Premia

Survey Expectations Meet Option Prices: New Insights from the FX Market

A credit-based theory of the currency risk premium

The “Hairy” Premium

Arbitrage on Cross Currency Options

Exchange rates and sovereign risk

Expected Currency Returns

Pasquale Della Corte Information

University

Position

Associate Professor of Finance

Citations(all)

1589

Citations(since 2020)

856

Cited By

1112

hIndex(all)

13

hIndex(since 2020)

13

i10Index(all)

14

i10Index(since 2020)

14

Email

University Profile Page

Google Scholar

Pasquale Della Corte Skills & Research Interests

International Finance

Foreign Exchange Markets

Empirical Asset Pricing

Bayesian Econometrics

Top articles of Pasquale Della Corte

Presidential cycles and exchange rates

Available at SSRN

2024/3/22

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Current Account Uncertainty and Currency Premia

Management Science

2023/10/17

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Survey Expectations Meet Option Prices: New Insights from the FX Market

2023/9/12

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Alexandre Jeanneret
Alexandre Jeanneret

H-Index: 8

A credit-based theory of the currency risk premium

Journal of Financial Economics

2023/9/1

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Alexandre Jeanneret
Alexandre Jeanneret

H-Index: 8

The “Hairy” Premium

2023

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Ljubica Georgievska
Ljubica Georgievska

H-Index: 2

Anthony Saunders
Anthony Saunders

H-Index: 42

Arbitrage on Cross Currency Options

Available at SSRN 4293500

2022/12/4

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Anthony Neuberger
Anthony Neuberger

H-Index: 13

Exchange rates and sovereign risk

Management Science

2022/8

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Lucio Sarno
Lucio Sarno

H-Index: 40

Maik Schmeling
Maik Schmeling

H-Index: 19

Christian Wagner
Christian Wagner

H-Index: 27

Expected Currency Returns

2022/3/2

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Alexandre Jeanneret
Alexandre Jeanneret

H-Index: 8

FX option volume

2022/2/10

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Shiyang Huang
Shiyang Huang

H-Index: 3

Tianyu Wang
Tianyu Wang

H-Index: 3

Arbitrage bounds on cross currency options

2022

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Anthony Neuberger
Anthony Neuberger

H-Index: 13

Best short

Available at SSRN 3436433

2021/9/25

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Robert Kosowski
Robert Kosowski

H-Index: 13

Currency Mispricing and Dealer Balance Sheets

Journal of Finance, forthcoming

2020

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Tianyu Wang
Tianyu Wang

H-Index: 3

The Double-Edged Sword of The 2020 European Short-Selling Bans

2020/9/15

US Political cycles and international stock returns

ASSA 2021 Submission

2020/1/11

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

Short-selling bans in europe: Evidence from the covid-19 pandemic

2020

Pasquale Della Corte
Pasquale Della Corte

H-Index: 12

See List of Professors in Pasquale Della Corte University(Imperial College London)

Co-Authors

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