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Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio; Valente, Giorgio - 2008
Persistent link: https://www.econbiz.de/10003639612
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The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: The journal of business : B 79 (2006) 3, pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
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Revisiting the predictability of bond risk premia
Thornton, Daniel L.; Valente, Giorgio - 2009
Persistent link: https://www.econbiz.de/10003820335
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Out-of-sample predictions of bond excess returns and forward rates : an asset-allocation perspective
Thornton, Daniel L.; Valente, Giorgio - 2010
Persistent link: https://www.econbiz.de/10008668608
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Exchange rates and fundamentals : footloose or evolving relationship?
Sarno, Lucio; Valente, Giorgio - In: Journal of the European Economic Association 7 (2009) 4, pp. 786-830
Persistent link: https://www.econbiz.de/10003991826
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A century of equity premium predictability and the consumption-wealth ratio : an international perspective
Della Corte, Pasquale; Sarno, Lucio; Valente, Giorgio - In: Journal of empirical finance 17 (2010) 3, pp. 313-331
Persistent link: https://www.econbiz.de/10009267297
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Out-of-sample predictions of bond excess returns and forward rates : an asset allocation perspective
Thornton, Daniel L.; Valente, Giorgio - In: The review of financial studies 25 (2012) 10, pp. 3141-3168
Persistent link: https://www.econbiz.de/10009630174
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Modelling and forecasting stock returns : exploiting the futures market, regime shifts and international spillovers
Sarno, Lucio; Valente, Giorgio - In: Journal of applied econometrics 20 (2005) 3, pp. 345-376
Persistent link: https://www.econbiz.de/10002807207
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Federal funds rate prediction
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
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Comparing the accuracy of density forecasts from competing models
Sarno, Lucio; Valente, Giorgio - In: Journal of forecasting 23 (2004) 8, pp. 541-557
Persistent link: https://www.econbiz.de/10002494582