Access Statistics for Giorgio Valente

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Prices and International Spillovers: An Empirical Investigation 0 1 6 43 0 1 9 148
Comparing the Accuracy of Density Forecasts from Competing Models 0 0 0 0 3 10 25 232
Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability 2 5 17 167 2 9 34 355
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 10 14 20 20 8 23 39 39
Federal Funds Rate Prediction 1 4 18 150 24 82 357 1,480
Federal Funds Rate Prediction 2 13 60 422 38 151 1,299 5,734
Federal funds rate prediction 1 3 27 273 4 22 205 1,239
Market Liquidity and FX Arbitrage in Emerging Markets: Evidence from Hong Kong Tick Data 0 0 0 0 7 12 12 12
Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers 0 2 21 325 6 10 43 383
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 4 17 151 1 8 33 371
Monetary Policy Rules, Asset Prices and Exchange Rates 1 8 26 199 4 12 56 452
Monetary Policy Rules, Asset Prices and Exchange Rates 1 21 122 575 12 44 257 1,231
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 2 10 53 123 6 22 99 244
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 7 27 87 4 20 70 199
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 1 6 24 80 3 15 48 184
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 6 33 252 2 20 85 594
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 3 6 24 424 8 21 76 908
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 1 4 30 170 4 14 60 302
The Term Structure of Interest Rates and the Public Debt Issuance Policy: A Note 0 1 12 49 4 17 55 169
The empirical failure of the expectations hypothesis of the term structure of bond yields 4 14 63 230 8 23 97 462
US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore 2 2 2 2 4 5 5 5
Total Working Papers 31 131 602 3,742 152 541 2,964 14,743


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comparing the accuracy of density forecasts from competing models 1 5 16 64 3 11 30 178
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? 2 5 19 49 3 9 32 90
Empirical exchange rate models and currency risk: some evidence from density forecasts 0 3 16 59 1 7 24 123
Exchange rates and fundamentals: evidence on the economic value of predictability 1 5 23 86 2 8 32 163
Federal Funds Rate Prediction 0 0 0 0 6 29 179 558
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 5 14 51 148 15 40 135 452
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 2 9 20 84 3 25 57 329
Monetary policy rules and regime shifts 0 1 5 28 0 3 11 70
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 1 9 28 53 2 21 66 112
Special issue on international financial markets and the macroeconomy 1 7 38 38 2 15 76 76
The Market Value of Italian Government Debt, 1970-1996 1 3 7 7 5 21 98 98
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 3 8 36 36 6 21 85 86
The out-of-sample success of term structure models as exchange rate predictors: a step beyond 1 4 23 155 2 14 57 397
Total Journal Articles 18 73 282 807 50 224 882 2,732


Statistics updated 2008-09-04