Giorgio Valente

Economics and Econometrics · 2003–2010

A researcher in the Science corpus: 7 papers; trusts 52 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 101 citations into it; #14,646 of 23,481 by trust here, #6,570 by citations
• Finance — 80 citations into it; #10,199 of 10,518 by trust here, #5,336 by citations
• Management Science and Operations Research — 18 citations into it

Whom Giorgio Valente trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Lucio Sarno
2. M. Pesaran
3. G. Duffee
4. Halbert White
5. Nicholas Barberis
6. Ken West
7. Y. Tse
8. Lars Peter Hansen
9. Mark P. Taylor
10. John Y. Campbell

Who trusts Giorgio Valente overall

1. Lucio Sarno

Papers from Giorgio Valente's perspective

Ordered by how strongly the researchers Giorgio Valente trusts endorse each paper. Same corpus, a different order for every researcher.

1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
2. Asymptotic Inference about Predictive Ability
3. Term premia and interest rate forecasts in affine models
4. A Reality Check for Data Snooping
5. Specification Analysis of Affine Term Structure Models
6. Term Structure of Interest Rates with Regime Shifts
7. Predictability of Stock Returns: Robustness and Economic Significance
8. Regime Switches in Interest Rates
9. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
10. Robust out-of-sample inference

Their papers

• Monetary Policy Rules, Asset Prices, and Exchange Rates (2003) — 150 citations
• The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates (2006) — 127 citations
• Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle (2006) — 178 citations
• Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective (2010) — 149 citations
• Exchange Rates and Fundamentals: Footloose or Evolving Relationship? (2009) — 170 citations
• The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields (2007) — 135 citations
• Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability (2005) — 172 citations