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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. DOI https://doi.org/10.1016/j.jimonfin.2012.12.001
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. DOI https://doi.org/10.1093/rfs/hhs069
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. DOI https://doi.org/10.1016/j.jbankfin.2009.11.008
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. DOI https://doi.org/10.1016/j.jempfin.2009.10.003
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. DOI https://doi.org/10.1162/jeea.2009.7.4.786
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. DOI https://doi.org/10.1016/j.jimonfin.2008.10.002