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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
Valente, Giorgio
;
Thornton, Daniel
;
Sarno, Lucio
-
Financial Econometrics Research Centre, Warwick …
-
2005
Persistent link: https://www.econbiz.de/10004981063
Saved in:
2
Federal Funds Rate Prediction
Valente, Giorgio
;
Thornton, Daniel
;
Sarno, Lucio
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981075
Saved in:
3
Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers
Valente, Giorgio
;
Sarno, Lucio
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981053
Saved in:
4
Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability
Valente, Giorgio
;
Sarno, Lucio
;
Abhayankar, Abhay
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981088
Saved in:
5
Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?
Sarno, Lucio
-
Financial Econometrics Research Centre, Warwick …
-
2005
Persistent link: https://www.econbiz.de/10004981095
Saved in:
6
A Cross-Country Financial Accelorator: Evidence from North America and Europe
Taylor, Mark
;
Mody, Ashoka
;
Sarno, Lucio
-
Financial Econometrics Research Centre, Warwick …
-
2005
Persistent link: https://www.econbiz.de/10004981098
Saved in:
7
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates
Valente, Giorgio
;
Taylor, Mark
;
Sarno, Lucio
;
Clarida, …
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981127
Saved in:
8
Caution and Activism? Monetary Policy Strategies in an Open Economy
Vilmunen, Jouko
;
Sarno, Lucio
;
Ellison, Martin
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10004981142
Saved in:
9
Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts
Valente, Giorgio
;
Sarno, Lucio
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981143
Saved in:
10
Caution or Activism? Monetary Policy Strategies in an Open Economy
Ellison, Martin
;
Sarno, Lucio
;
Vilmunen, Jouko
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010721478
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