Concepedia

Giorgio Valente

GV

Statistics

Publications

34

Citations

2.1K

H-Index

25

Active since

2000

Affiliations

Centre for Economic Policy Research(Current)

University of Warwick

City, University of London

University of Cambridge

International Monetary Fund

Giorgio Valente is an author at Centre for Economic Policy Research specializing in economics, financial economics, and business.

ORCID

Publications per year

2000–2024

34

Publications

34

Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective

Daniel L. Thornton, Giorgio Valente · Review of Financial Studies · 2012 · 172 citations

, , +17

Exchange Rates and Fundamentals: Footloose or Evolving Relationship?

Lucio Sarno, Giorgio Valente · Journal of the European Economic Association · 2009 · 163 citations

, , +16

The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

Lucio Sarno, Daniel L. Thornton, Giorgio Valente · Journal of Financial and Quantitative Analysis · 2007 · 145 citations · Full text

, , +12

Exchange rates and fundamentals: evidence on the economic value of predictability

Abhay Abhyankar, Lucio Sarno, Giorgio Valente · Journal of International Economics · 2004 · 145 citations · Full text

, , +14

Monetary Policy Rules, Asset Prices, and Exchange Rates

Jagjit S. Chadha, Lucio Sarno, Giorgio Valente · IMF Staff Papers · 2004 · 136 citations

, , +15

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