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Federal Funds Rate Prediction
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 449-472
Persistent link: https://www.econbiz.de/10006643725
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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
Sarno, Lucio; Thornton, Daniel L.; Valente, Giorgio - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10007614822
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Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective
Thornton, Daniel L.; Valente, Giorgio - In: The review of financial studies 25 (2013) 10, pp. 3141-3140
Persistent link: https://www.econbiz.de/10010114805
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Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective
Thornton, Daniel L.; Valente, Giorgio - In: The review of financial studies 25 (2012) 10, pp. 3141-3141
Persistent link: https://www.econbiz.de/10010022083
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Comparing the accuracy of density forecasts from competing models
Sarno, Lucio; Valente, Giorgio - In: Journal of forecasting 23 (2004) 8, pp. 541-558
Persistent link: https://www.econbiz.de/10006878873
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The Cost of Carry Model and Regime Shifts in Stock Index Futures Markets: An Empirical Investigation
Sarno, Lucio; Valente, Giorgio - In: The journal of futures markets 20 (2000) 7, pp. 603-624
Persistent link: https://www.econbiz.de/10006837135
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Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes
Sarno, Lucio; Valente, Giorgio; Wohar, Mark E. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 2, pp. 179-193
Persistent link: https://www.econbiz.de/10006248985
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Exchange rates and fundamentals: evidence on the economic value of predictability
Abhyankar, Abhay; Sarno, Lucio; Valente, Giorgio - In: Journal of international economics 66 (2005) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10007641319
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The out-of-sample success of term structure models as exchange rate predictors: a step beyond
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: Journal of international economics 60 (2003) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10007657467
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Monetary Policy Rules, Asset Prices, and Exchange Rates
Chadha, Jagjit S.; Sarno, Lucio; Valente, Giorgio - In: IMF staff papers 51 (2004) 3, pp. 529-552
Persistent link: https://www.econbiz.de/10007441702