Giorgio Valente
Giorgio Valente
Hong Kong Monetary Authority
Verified email at
Cited by
Cited by
The out-of-sample success of term structure models as exchange rate predictors: a step beyond
RH Clarida, L Sarno, MP Taylor, G Valente
Journal of International Economics 60 (1), 61-83, 2003
Nonlinearity in deviations from uncovered interest parity: an explanation of the forward bias puzzle
L Sarno, G Valente, H Leon
Review of Finance 10 (3), 443-482, 2006
Monetary policy rules, asset prices, and exchange rates
JS Chadha, L Sarno, G Valente
IMF Staff Papers 51 (3), 529-552, 2004
Exchange rates and fundamentals: Footloose or evolving relationship?
L Sarno, G Valente
Journal of the European Economic Association 7 (4), 786-830, 2009
Exchange rates and fundamentals: evidence on the economic value of predictability
A Abhyankar, L Sarno, G Valente
Journal of International Economics 66 (2), 325-348, 2005
Out-of-sample predictions of bond excess returns and forward rates: An asset allocation perspective
DL Thornton, G Valente
The Review of Financial Studies 25 (10), 3141-3168, 2012
The empirical failure of the expectations hypothesis of the term structure of bond yields
L Sarno, DL Thornton, G Valente
Journal of Financial and Quantitative Analysis, 81-100, 2007
The Empirical Failure of the Expectations Hypothesis of the
L Sarno, DL Thornton, G Valente
policies. Please scroll down to view the document, 2007
The role of asymmetries and regime shifts in the term structure of interest rates
RH Clarida, L Sarno, MP Taylor, G Valente
the Journal of Business 79 (3), 1193-1224, 2006
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?
L Sarno, G Valente
Journal of Banking & Finance 30 (11), 3147-3169, 2006
What do stock markets tell us about exchange rates?
G Cenedese, R Payne, L Sarno, G Valente
Review of Finance 20 (3), 1045-1080, 2016
The cost of carry model and regime shifts in stock index futures markets: An empirical investigation
L Sarno, G Valente
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000
Covered interest arbitrage profits: The role of liquidity and credit risk
WM Fong, G Valente, JKW Fung
Journal of banking & finance 34 (5), 1098-1107, 2010
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
L Sarno, G Valente
Journal of Applied Econometrics 20 (3), 345-376, 2005
Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers¤
L Sarno, G Valente
Manuscript, 2001
Monetary fundamentals and exchange rate dynamics under different nominal regimes
L Sarno, G Valente, ME Wohar
Economic Inquiry 42 (2), 179-193, 2004
Empirical exchange rate models and currency risk: some evidence from density forecasts
L Sarno, G Valente
Journal of International Money and Finance 24 (2), 363-385, 2005
Global drivers of gross and net capital flows
S Davis, G Valente, E Van Wincoop
HKIMR Working Paper, 2019
Monetary policy rules and regime shifts
G Valente
Applied Financial Economics 13 (7), 525-535, 2003
A century of equity premium predictability and the consumption–wealth ratio: An international perspective
P Della Corte, L Sarno, G Valente
Journal of Empirical Finance 17 (3), 313-331, 2010
The system can't perform the operation now. Try again later.
Articles 1–20