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The out-of-sample success of term structure models as exchange rate predictors: a step beyond
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: Journal of international economics 60 (2003) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10007657467
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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/10010087890
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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. 3141-3141
Persistent link: https://www.econbiz.de/10010022083
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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 (2013) 10, pp. 3141-3140
Persistent link: https://www.econbiz.de/10010114805
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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/10006248985
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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/10007261382
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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/10006960024
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THE OUT-OF-SAMPLE SUCCESS OF TERM STRUCTURE MODELS AS EXCHANGE RATE PREDICTORS: A STEP BEYOND - WORKING PAPER
Clarida, Richard H.; Samo, Lucio; Taylor, Mark P.; … - 2001
Persistent link: https://www.econbiz.de/10006976358
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International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore
Valente, Giorgio - In: Journal of international money and finance 28 (2009) 6, pp. 920-941
Persistent link: https://www.econbiz.de/10008900433
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International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore
Valente, Giorgio - In: Journal of international money and finance 28 (2009) 6, pp. 920-940
Persistent link: https://www.econbiz.de/10008301741