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Items where Author is "Valente, Giorgio"

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Number of items: 6.

Article

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

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

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

Fong, Wai-Ming and Valente, Giorgio and Fung, Joseph KW (2010) 'Covered interest arbitrage profits: The role of liquidity and credit risk.' Journal of Banking & Finance, 34 (5). 1098 - 1107. ISSN 0378-4266

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

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

This list was generated on Thu Nov 14 03:26:55 2019 GMT.