Similar Search Results

What do stock markets tell us about exchange rates?

Cenedese, Gino; Payne, Richard; Sarno, Lucio; Valente, … - In: Review of finance : journal of the European Finance … 20 (2016) 3, pp. 1045-1080

Persistent link: https://www.econbiz.de/10011590704

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

Global capital flows cycle : impact on gross and net flows

Davis, Scott; Valente, Giorgio; Van Wincoop, Eric - 2019

Persistent link: https://www.econbiz.de/10012014836

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

High-frequency trading in the U.S. treasury market around macroeconomic news announcements

Jiang, George J.; Lo, Ingrid; Valente, Giorgio - 2018

Persistent link: https://www.econbiz.de/10012202019

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

Global drivers of gross and net capital flows

Davis, Scott; Valente, Giorgio; Van Wincoop, Eric - 2019

Persistent link: https://www.econbiz.de/10012202915

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

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

High-frequency trading around macroeconomic news announcements : evidence from the U.S. treasury market

Jiang, George J.; Lo, Ingrid; Valente, Giorgio - 2014

This paper investigates high-frequency (HF) market and limit orders in the U.S. Treasury market around major macroeconomic news announcements. BrokerTec introduced i-Cross at the end of 2007 and we use this exogenous event as an instrument to analyze the impact of HF activities on liquidity and...

Persistent link: https://www.econbiz.de/10010441177