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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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Special issue: International financial markets and the macroeconomy
Valente, Giorgio (contributor); McNelis, Paul D. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003706313
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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 : evidence on the economic value of predictability
Abhyankar, Abhay; Sarno, Lucio; Valente, Giorgio - In: Journal of international economics 66 (2005) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10002961971
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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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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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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 - In: The review of financial studies 25 (2012) 10, pp. 3141-3141
Persistent link: https://www.econbiz.de/10010022083
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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