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 5 205
Asymptotic Inference for Performance Fees and the Predictability of Asset Returns 0 0 0 62 1 1 4 93
Carry Trades and the Performance of Currency Hedge Funds 0 0 3 48 1 2 12 192
Comparing the Accuracy of Density Forecasts from Competing Models 0 0 0 0 0 5 7 340
Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability 0 1 2 261 1 2 11 616
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 0 173 0 0 6 381
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve 0 0 1 36 1 2 7 77
FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value 0 0 0 101 0 1 4 513
Federal Funds Rate Prediction 0 0 0 482 0 0 3 6,421
Federal Funds Rate Prediction 0 0 0 205 0 0 7 1,911
Federal funds rate prediction 0 0 1 328 0 0 9 1,533
Global Drivers of Gross and Net Capital Flows 2 2 14 54 6 10 59 123
High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market 0 2 9 49 0 4 29 189
Market Liquidity and Funding Liquidity: An Empirical Investigation 0 0 1 77 1 1 5 132
Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers 0 0 0 363 0 0 5 514
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 2 210 0 0 3 590
Monetary Policy Rules, Asset Prices and Exchange Rates 0 1 5 1,008 2 5 18 2,404
Monetary Policy Rules, Asset Prices and Exchange Rates 0 0 0 238 0 5 5 620
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 1 160 0 1 9 452
Predicting bond excess returns with forward rates: an asset-allocation perspective 0 0 1 51 0 0 2 134
Revisiting the predictability of bond risk premia 0 0 0 71 0 0 4 169
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 124 0 0 3 421
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 298 0 2 10 789
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 520 0 2 18 1,284
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 1 1 245 0 1 4 611
The Term Structure of Interest Rates and the Public Debt Issuance Policy: A Note 0 0 1 105 0 2 4 346
The empirical failure of the expectations hypothesis of the term structure of bond yields 0 0 0 381 0 1 4 807
US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore 0 2 2 81 0 3 7 288
What Do Stock Markets Tell Us About Exchange Rates? 0 1 1 41 0 3 12 106
What do stock markets tell us about exchange rates? 0 2 3 85 0 5 21 150
Total Working Papers 2 12 48 5,911 13 58 297 22,411


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 4 6 7 88 4 7 11 294
Can currency-based risk factors help forecast exchange rates? 0 0 1 32 0 1 10 98
Carry trades and the performance of currency hedge funds 0 0 2 30 0 0 6 105
Comparing the accuracy of density forecasts from competing models 0 0 0 87 0 2 6 268
Covered interest arbitrage profits: The role of liquidity and credit risk 2 4 10 170 2 6 22 617
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? 0 1 2 179 2 5 18 433
Empirical exchange rate models and currency risk: some evidence from density forecasts 0 1 3 120 0 3 10 274
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 2 207 2 3 12 518
Exchange rates and fundamentals: evidence on the economic value of predictability 0 2 8 216 2 6 44 555
Federal Funds Rate Prediction 0 0 0 0 0 1 6 827
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 1 30
INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON MACRO AND MICRO INTERNATIONAL FLOWS 0 0 0 4 0 0 0 30
International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore 0 0 2 106 0 0 7 372
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 0 0 1 231 0 1 6 708
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 157 1 2 8 537
Monetary Policy Rules, Asset Prices, and Exchange Rates 0 0 3 43 0 2 10 146
Monetary policy rules and regime shifts 0 0 0 103 0 0 1 240
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 1 4 71 1 4 18 245
Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective 1 1 5 29 2 5 12 102
Special issue on international financial markets and the macroeconomy 0 0 0 78 0 0 2 191
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 65 0 0 4 246
The Market Value of Italian Government Debt, 1970-1996 0 1 1 56 0 2 5 332
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 2 157 2 6 24 453
The cost of carry model and regime shifts in stock index futures markets: An empirical investigation 0 0 1 8 0 3 6 40
The out-of-sample success of term structure models as exchange rate predictors: a step beyond 1 2 5 328 1 4 20 894
Understanding the price of volatility risk in carry trades 0 1 3 24 1 2 10 147
What Do Stock Markets Tell Us about Exchange Rates? 1 1 1 25 1 4 13 99
Total Journal Articles 9 21 63 2,616 21 69 292 8,801


Statistics updated 2021-06-03