Research Repository

Items where Author is "Valente, G"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 6.

Article

Nucera, F and Valente, G (2013) 'Carry trades and the performance of currency hedge funds.' Journal of International Money and Finance, 33. pp. 407-425. ISSN 0261-5606

Thornton, DL and Valente, G (2012) 'Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective.' Review of Financial Studies, 25 (10). pp. 3141-3168. ISSN 0893-9454

Fong, W and Valente, G and Fung, JKW (2010) 'Covered interest arbitrage profits: The role of liquidity and credit risk.' Journal of Banking & Finance, 34 (5). pp. 1098-1107. ISSN 0378-4266

Della Corte, P and Sarno, L and Valente, G (2010) 'A century of equity premium predictability and the consumption?wealth ratio: An international perspective.' Journal of Empirical Finance, 17 (3). pp. 313-331. ISSN 0927-5398

Sarno, L and Valente, G (2009) 'Exchange Rates and Fundamentals: Footloose or Evolving Relationship?' Journal of the European Economic Association, 7 (4). pp. 786-830. ISSN 1542-4766

Valente, G (2009) 'International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore.' Journal of International Money and Finance, 28 (6). pp. 920-940. ISSN 0261-5606

This list was generated on Fri Aug 12 13:22:08 2022 BST.