Concepedia

Giorgio Valente

GV

Statistics

Publications

32

Citations

2K

H-Index

24

Active since

2000

Affiliations

University of Warwick(Current)

Centre for Economic Policy Research

City, University of London

University of Cambridge

Federal Reserve Bank of St. Louis

Giorgio Valente is an author at University of Warwick specializing in finance, business, and economics.

ORCID

Top concepts

Publications per year

2000–2024

32

Publications

32

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 · 170 citations

Exchange Rates and Fundamentals: Footloose or Evolving Relationship?

Lucio Sarno, Giorgio Valente · Journal of the European Economic Association · 2009 · 162 citations

, , +13

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

, , +14

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

, , +9

Monetary Policy Rules, Asset Prices, and Exchange Rates

Jagjit S. Chadha, Lucio Sarno, Giorgio Valente · IMF Staff Papers · 2004 · 135 citations

, , +7

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