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Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers
Valente, Giorgio; Sarno, Lucio - Financial Econometrics Research Centre, Warwick … - 2004
Persistent link: https://www.econbiz.de/10004981053
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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
Valente, Giorgio; Thornton, Daniel; Sarno, Lucio - Financial Econometrics Research Centre, Warwick … - 2005
Persistent link: https://www.econbiz.de/10004981063
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Federal Funds Rate Prediction
Valente, Giorgio; Thornton, Daniel; Sarno, Lucio - Financial Econometrics Research Centre, Warwick … - 2004
Persistent link: https://www.econbiz.de/10004981075
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Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability
Valente, Giorgio; Sarno, Lucio; Abhayankar, Abhay - Financial Econometrics Research Centre, Warwick … - 2004
Persistent link: https://www.econbiz.de/10004981088
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The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates
Valente, Giorgio; Taylor, Mark; Sarno, Lucio; Clarida, … - Financial Econometrics Research Centre, Warwick … - 2004
Persistent link: https://www.econbiz.de/10004981127
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Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts
Valente, Giorgio; Sarno, Lucio - Financial Econometrics Research Centre, Warwick … - 2004
Persistent link: https://www.econbiz.de/10004981143