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Valente, Giorgio
22
Sarno, Lucio
12
Clark, Todd E.
6
Mccracken, Michael W.
6
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5
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4
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3
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Journal of econometrics
4
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3
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2
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Monetary policy rules and regime shifts
Valente, Giorgio
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 525-536
Persistent link: https://www.econbiz.de/10007655556
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Special issue on international financial markets and the macroeconomy
Mcnelis, Paul D.
;
Valente, Giorgio
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10007900725
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