Giorgio VALENTE

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-6737-3627

Hong Kong Monetary Authority

Publications

• What Do Stock Markets Tell Us about Exchange Rates? — Review of Finance 2016
• Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective — The Review of Financial Studies 2012
• The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields — Journal of Financial and Quantitative Analysis 2007
• Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle — Review of Finance 2006