Access Statistics for Giorgio Valente

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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 4 4 11 204
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 1 62 0 1 5 90
Carry Trades and the Performance of Currency Hedge Funds 0 0 1 45 1 2 5 182
Comparing the Accuracy of Density Forecasts from Competing Models 0 0 0 0 0 0 4 333
Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability 0 1 2 260 2 4 17 609
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 0 173 3 3 13 378
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 1 2 36 0 3 14 73
FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value 0 0 0 101 1 1 8 510
Federal Funds Rate Prediction 0 0 0 205 1 4 20 1,908
Federal Funds Rate Prediction 0 0 0 482 2 3 11 6,421
Federal funds rate prediction 0 0 1 327 0 4 16 1,528
Global Drivers of Gross and Net Capital Flows 1 4 16 44 3 14 54 78
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 1 2 2 42 3 6 18 166
Market Liquidity and Funding Liquidity: An Empirical Investigation 0 1 1 77 0 1 4 128
Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers 0 0 1 363 1 1 6 510
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 1 1 209 1 2 5 589
Monetary Policy Rules, Asset Prices and Exchange Rates 0 0 4 1,003 1 1 16 2,387
Monetary Policy Rules, Asset Prices and Exchange Rates 0 0 3 238 0 0 10 615
Nonlinearity in Deviations From Uncovered Interest Parity; An Explanation of the Forward Bias Puzzle 0 1 6 301 1 2 14 526
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 3 159 3 4 16 447
Predicting bond excess returns with forward rates: an asset-allocation perspective 0 0 0 50 0 1 2 133
Revisiting the predictability of bond risk premia 0 0 1 71 0 0 5 165
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 124 0 2 9 420
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 1 520 3 7 26 1,273
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 298 1 4 16 783
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 1 244 0 2 12 609
The Term Structure of Interest Rates and the Public Debt Issuance Policy: A Note 0 0 0 104 1 1 6 343
The empirical failure of the expectations hypothesis of the term structure of bond yields 0 0 0 381 1 2 10 805
US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore 0 0 0 79 1 1 9 282
What Do Stock Markets Tell Us About Exchange Rates? 0 0 1 40 2 4 18 98
What do stock markets tell us about exchange rates? 0 0 2 82 3 8 24 137
Total Working Papers 2 11 50 6,174 39 92 404 22,730


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 1 81 1 1 12 284
Can currency-based risk factors help forecast exchange rates? 0 0 1 31 0 0 7 88
Carry trades and the performance of currency hedge funds 0 0 0 28 1 1 8 100
Comparing the accuracy of density forecasts from competing models 0 0 1 87 1 1 4 263
Covered interest arbitrage profits: The role of liquidity and credit risk 1 3 8 163 3 6 23 601
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? 0 0 2 177 3 3 20 418
Empirical exchange rate models and currency risk: some evidence from density forecasts 0 0 4 117 2 3 13 267
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 1 2 206 1 4 14 510
Exchange rates and fundamentals: evidence on the economic value of predictability 0 2 12 210 5 13 53 524
Federal Funds Rate Prediction 0 0 0 0 1 4 14 825
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 2 0 0 4 29
INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON MACRO AND MICRO INTERNATIONAL FLOWS 0 0 0 4 0 0 1 30
International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore 0 1 2 105 0 2 11 367
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 0 0 0 230 1 1 7 703
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 157 1 2 7 531
Monetary Policy Rules, Asset Prices, and Exchange Rates 0 1 2 41 0 3 14 139
Monetary policy rules and regime shifts 0 0 0 103 0 1 7 240
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 2 4 69 3 5 16 232
Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective 0 0 0 24 0 1 13 91
Special issue on international financial markets and the macroeconomy 0 0 1 78 0 1 5 190
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 65 1 2 9 244
The Market Value of Italian Government Debt, 1970-1996 0 0 1 55 0 2 9 329
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 3 155 2 3 14 432
The cost of carry model and regime shifts in stock index futures markets: An empirical investigation 0 1 1 8 0 2 13 36
The out-of-sample success of term structure models as exchange rate predictors: a step beyond 0 1 1 324 1 6 28 880
Understanding the price of volatility risk in carry trades 1 1 1 22 1 4 20 141
What Do Stock Markets Tell Us about Exchange Rates? 0 0 2 24 2 5 20 91
Total Journal Articles 2 13 49 2,566 30 76 366 8,585


Statistics updated 2020-09-04