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Monetary policy rules and regime shifts
Valente, Giorgio - In: Applied financial economics 13 (2003) 7, pp. 525-535
Persistent link: https://www.econbiz.de/10001770781
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Expectations and risk premia at 8:30AM : macroeconomic announcements and the yield curve
Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - 2015
Persistent link: https://www.econbiz.de/10011437580
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Local currency bond returns in emerging economies and the role of foreign investors
So, Inhwan; Valente, Giorgio; Wu, Jason - 2019
Persistent link: https://www.econbiz.de/10012202946
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Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio; Valente, Giorgio; Wohar, Mark E. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 2, pp. 179-193
Persistent link: https://www.econbiz.de/10002030002
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The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio; Valente, Giorgio - In: The journal of futures markets 20 (2000) 7, pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
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Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio; Valente, Giorgio - In: Journal of international money and finance 24 (2005) 2, pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
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Monetary policy rules, asset prices, and exchange rates
Chadha, Jagjit; Sarno, Lucio; Valente, Giorgio - In: IMF staff papers 51 (2004) 3, pp. 529-552
Persistent link: https://www.econbiz.de/10002733163
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Testing the economic value of asset return predictability
McCracken, Michael W.; Valente, Giorgio - 2012
Persistent link: https://www.econbiz.de/10009632652
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The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
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Can currency-based risk factors help forecast exchange rates?
Ahmed, Shamim; Liu, Xiaoquan; Valente, Giorgio - In: International journal of forecasting 32 (2016) 1, pp. 75-97
Persistent link: https://www.econbiz.de/10011596451