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 0 0 0 205
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 63 0 0 1 96
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 1 1 2 621
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 0 174 1 1 3 393
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 0 39 0 1 4 89
FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value 0 0 0 106 0 0 1 522
Federal Funds Rate Prediction 0 0 0 207 1 2 4 1,929
Federal Funds Rate Prediction 0 0 0 482 1 1 3 6,430
Federal funds rate prediction 0 0 0 329 1 1 1 1,545
Global Drivers of Gross and Net Capital Flows 1 1 6 78 2 4 14 220
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 0 0 56 1 1 4 222
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 0 365 0 0 0 519
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 213 0 0 2 598
Monetary Policy Rules, Asset Prices and Exchange Rates 0 0 0 238 1 3 8 644
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 161 1 1 3 462
Predicting bond excess returns with forward rates: an asset-allocation perspective 0 0 0 53 1 1 2 143
Revisiting the predictability of bond risk premia 0 0 0 71 0 0 1 172
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 1 522 0 0 3 1,311
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 298 1 1 1 799
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 0 246 4 4 6 622
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 0 383 0 0 0 815
US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore 0 0 0 81 0 1 1 293
What Do Stock Markets Tell Us About Exchange Rates? 0 0 1 43 1 3 5 121
What do stock markets tell us about exchange rates? 1 1 1 88 1 1 4 167
Total Working Papers 2 2 9 4,970 18 27 73 20,395


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 0 92 0 1 3 312
Can currency-based risk factors help forecast exchange rates? 0 0 0 37 1 1 3 114
Carry trades and the performance of currency hedge funds 0 0 0 33 1 2 4 130
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 5 6 205 2 9 18 688
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? 0 1 8 189 0 3 14 459
Empirical exchange rate models and currency risk: some evidence from density forecasts 0 1 4 128 0 2 7 285
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 0 210 0 1 6 544
Exchange rates and fundamentals: evidence on the economic value of predictability 0 1 4 237 1 3 16 625
Federal Funds Rate Prediction 0 0 0 0 2 3 5 841
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 0 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 1 109 0 1 5 393
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 0 0 1 232 0 0 4 718
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 158 0 0 1 545
Monetary Policy Rules, Asset Prices, and Exchange Rates 1 1 1 46 2 4 6 166
Monetary policy rules and regime shifts 0 0 0 104 0 0 1 248
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 76 0 0 2 262
Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective 0 0 0 34 0 0 1 117
Special issue on international financial markets and the macroeconomy 0 0 0 78 0 0 1 193
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 66 0 0 12 267
The Market Value of Italian Government Debt, 1970-1996 0 0 2 59 0 1 4 346
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 1 2 160 1 2 6 523
The cost of carry model and regime shifts in stock index futures markets: An empirical investigation 0 0 1 12 0 1 4 53
The out-of-sample success of term structure models as exchange rate predictors: a step beyond 0 1 3 335 1 2 9 925
Understanding the price of volatility risk in carry trades 0 0 0 29 1 2 7 172
What Do Stock Markets Tell Us about Exchange Rates? 0 1 1 31 2 7 10 131
Total Journal Articles 1 12 34 2,754 14 45 149 9,394


Statistics updated 2025-03-03