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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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Understanding the price of volatility risk in carry trades
Ahmed, Shamim; Valente, Giorgio - In: Journal of banking & finance 57 (2015), pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
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Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
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Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - 2017
Persistent link: https://www.econbiz.de/10012201648
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Funding constraints and market illiquidity in the European treasury bond market
Moinas, Sophie; Nguyen Minh; Valente, Giorgio - 2018
Persistent link: https://www.econbiz.de/10012202033
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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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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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Carry trades and the performance of currency hedge funds
Nucera, Federico; Valente, Giorgio - 2013
Persistent link: https://www.econbiz.de/10009689940
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Carry trades and the performance of currency hedge funds
Nucera, Federico; Valente, Giorgio - In: Journal of international money and finance 33 (2013), pp. 407-425
Persistent link: https://www.econbiz.de/10009730692
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Revisiting the predictability of bond risk premia
Thornton, Daniel L.; Valente, Giorgio - 2009
Persistent link: https://www.econbiz.de/10003820335