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Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - 2017
Persistent link: https://www.econbiz.de/10012201648
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What makes systemic risk systemic? : contagion and spillovers in the international sovereign debt market
Kalotychou, Elena; Remolona, Eli M.; Wu, Eliza - 2014
Persistent link: https://www.econbiz.de/10010355121
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Market liquidity and funding liquidity : an empirical investigation
Valente, Giorgio - 2010
Persistent link: https://www.econbiz.de/10003982369
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Non-standard errors
Menkveld, Albert J.; Valente, Giorgio - 2024
Persistent link: https://www.econbiz.de/10014500986
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Carry trades and the performance of currency hedge funds
Nucera, Federico; Valente, Giorgio - 2013
Persistent link: https://www.econbiz.de/10009689940
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Market liquidity and FX arbitrage in emerging markets : evidence from Hong Kong tick data
Fong, Wai-ming; Valente, Giorgio; Fung, Joseph K. W. - 2008
Persistent link: https://www.econbiz.de/10003770559
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What 200 years of data tell us about the predictive variance of long-term bonds?
Della Corte, Pasquale; Gao, Can; Preve, Daniel P.A.; … - 2025
Persistent link: https://www.econbiz.de/10015329995
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High-frequency trading in the U.S. treasury market around macroeconomic news announcements
Jiang, George J.; Lo, Ingrid; Valente, Giorgio - 2018
Persistent link: https://www.econbiz.de/10012202019
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Funding constraints and market illiquidity in the European treasury bond market
Moinas, Sophie; Nguyen Minh; Valente, Giorgio - 2018
Persistent link: https://www.econbiz.de/10012202033
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Global drivers of gross and net capital flows
Davis, Scott; Valente, Giorgio; Van Wincoop, Eric - 2019
Persistent link: https://www.econbiz.de/10012202915