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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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Nonlinearity in deviations from uncovered interest parity : an explanation of the foreward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus - 2006
Persistent link: https://www.econbiz.de/10003348270
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Market liquidity and FX arbitrage in emerging markets : evidence from Hong Kong tick data
Fong, Wai-ming; Valente, Giorgio; Fung, Joseph K. W. - 2008
Persistent link: https://www.econbiz.de/10003770559
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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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Deviations from purchasing power parity under different exchange rate regimes : do they revert and, if so, how?
Sarno, Lucio; Valente, Giorgio - In: Journal of banking & finance 30 (2006) 11, pp. 3147-3169
Persistent link: https://www.econbiz.de/10003386439
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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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Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus L. - In: Review of finance : journal of the European Finance … 10 (2006) 3, pp. 443-482
Persistent link: https://www.econbiz.de/10003408032
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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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Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus - 2006
Persistent link: https://www.econbiz.de/10003310568
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Special issue: International financial markets and the macroeconomy
Valente, Giorgio (contributor); McNelis, Paul D. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003706313