Giorgio Valente

The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond

Year: 2001
Journal: Journal of International Economics
Authors: Richard H. Clarida; Lucio Sarno; Mark P. Taylor; Giorgio Valente

The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond

Year: 2002
Journal: Journal of International Economics
Authors: Richard Clarida; Lucio Sarno; Mark P. Taylor; Giorgio Valente

Monetary Policy Rules, Asset Prices, and Exchange Rates

Year: 2003
Journal: No Journal Matched
Authors: Jagjit S. Chadha; Lucio Sarno; Giorgio Valente

Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes

Year: 2003
Journal: Economic Inquiry
Authors: Lucio Sarno; Giorgio Valente; Mark E. Wohar

Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability

Year: 2004
Journal: Journal of International Economics
Authors: Abhay Abhyankar; Lucio Sarno; Giorgio Valente

Asset Prices and International Spillovers: An Empirical Investigation

Year: 2004
Journal: No Journal Matched
Authors: Lucio Sarno; Giorgio Valente

Federal Funds Rate Prediction

Year: 2004
Journal: Journal of Money, Credit and Banking
Authors: Lucio Sarno; Daniel L. Thornton; Giorgio Valente

The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates

Year: 2005
Journal: No Journal Matched
Authors: Richard Clarida; Lucio Sarno; Mark P. Taylor; Giorgio Valente

The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

Year: 2005
Journal: Journal of Financial and Quantitative Analysis
Authors: Lucio Sarno; Daniel L. Thornton; Giorgio Valente

Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle

Year: 2006
Journal: Review of Finance
Authors: Lucio Sarno; Giorgio Valente; Hyginus Leon

Exchange Rates and Fundamentals: Footloose or Evolving Relationship

Year: 2008
Journal: Journal of the European Economic Association
Authors: Lucio Sarno; Giorgio Valente

What Do Stock Markets Tell Us About Exchange Rates

Year: 2015
Journal: Review of Finance
Authors: Gino Cenedese; Richard Payne; Lucio Sarno; Giorgio Valente

Global Capital Flows Cycle: Impact on Gross and Net Flows

Year: 2019
Journal: No Journal Matched
Authors: J. Scott Davis; Giorgio Valente; Eric Van Wincoop