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 0 0 54 0 0 0 205
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 1 63 0 0 2 95
Carry Trades and the Performance of Currency Hedge Funds 0 0 0 52 0 0 0 204
Comparing the Accuracy of Density Forecasts from Competing Models 0 0 0 0 0 0 0 340
Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability 0 0 0 261 0 0 1 619
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 0 174 0 0 3 390
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 2 39 1 1 5 86
FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value 0 0 1 106 0 0 2 522
Federal Funds Rate Prediction 0 0 0 482 1 2 3 6,429
Federal Funds Rate Prediction 0 0 1 207 0 0 4 1,925
Federal funds rate prediction 0 0 0 329 0 0 3 1,544
Global Drivers of Gross and Net Capital Flows 0 1 1 73 1 4 10 210
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 1 56 1 1 2 219
Market Liquidity and Funding Liquidity: An Empirical Investigation 0 0 0 77 0 0 0 139
Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers 0 0 1 365 0 0 2 519
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 213 0 0 2 596
Monetary Policy Rules, Asset Prices and Exchange Rates 0 0 0 238 0 2 8 638
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 161 0 0 3 460
Predicting bond excess returns with forward rates: an asset-allocation perspective 0 0 0 53 0 0 1 142
Revisiting the predictability of bond risk premia 0 0 0 71 0 0 1 171
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 125 0 0 0 426
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 521 0 0 3 1,309
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 298 0 0 2 798
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 0 246 0 1 3 617
The Term Structure of Interest Rates and the Public Debt Issuance Policy: A Note 0 0 0 105 0 0 0 348
The empirical failure of the expectations hypothesis of the term structure of bond yields 0 0 1 383 0 0 1 815
US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore 0 0 0 81 0 0 0 292
What Do Stock Markets Tell Us About Exchange Rates? 0 1 1 43 0 1 3 117
What do stock markets tell us about exchange rates? 0 0 0 87 0 0 1 164
Total Working Papers 0 2 10 4,963 4 12 65 20,339


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A century of equity premium predictability and the consumption-wealth ratio: An international perspective 0 0 2 92 0 0 3 309
Can currency-based risk factors help forecast exchange rates? 0 0 1 37 0 0 2 112
Carry trades and the performance of currency hedge funds 0 0 0 33 0 0 3 127
Comparing the accuracy of density forecasts from competing models 0 0 0 87 0 0 0 270
Covered interest arbitrage profits: The role of liquidity and credit risk 0 0 8 199 0 4 15 674
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? 0 2 3 184 0 4 7 450
Empirical exchange rate models and currency risk: some evidence from density forecasts 0 1 2 125 0 1 2 279
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 0 210 1 1 6 540
Exchange rates and fundamentals: evidence on the economic value of predictability 0 1 7 235 0 3 16 616
Federal Funds Rate Prediction 0 0 0 0 0 1 4 837
Global Shock, Risks, and Asian Financial Reform edited by Iwan J. Azis and Hyun Song Shin (eds) Edward Elgar and Asian Development Bank, Cheltenham, UK; Northampton, MA, USA, 2014 Pp. 752. ISBN 978-1-78347-793-7 0 0 0 3 0 0 1 36
INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON MACRO AND MICRO INTERNATIONAL FLOWS 0 0 0 4 0 0 0 31
International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore 0 0 0 108 0 0 3 389
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 0 0 0 231 0 0 2 714
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 158 0 0 0 544
Monetary Policy Rules, Asset Prices, and Exchange Rates 0 0 1 45 0 1 7 162
Monetary policy rules and regime shifts 0 0 0 104 0 1 1 248
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 3 76 0 0 3 260
Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective 0 0 0 34 0 1 2 117
Special issue on international financial markets and the macroeconomy 0 0 0 78 0 0 0 192
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 66 1 5 7 262
The Market Value of Italian Government Debt, 1970-1996 0 0 1 57 0 0 3 342
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 1 159 0 2 6 521
The cost of carry model and regime shifts in stock index futures markets: An empirical investigation 0 0 2 12 0 0 3 51
The out-of-sample success of term structure models as exchange rate predictors: a step beyond 0 0 1 332 0 1 10 919
Understanding the price of volatility risk in carry trades 0 0 2 29 2 3 7 169
What Do Stock Markets Tell Us about Exchange Rates? 0 0 1 30 0 0 2 121
Total Journal Articles 0 4 35 2,728 4 28 115 9,292


Statistics updated 2024-07-03