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Giorgio Valente

Global rank #7665 91%

Institution: Hong Kong Monetary Authority

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/site/gvperwebsite/

First Publication: 2003

Most Recent: 2016

RePEc ID: pva58 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 1.17 0.00 1.17
All Time 0.00 2.18 9.22 0.00 13.57

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 11.44

Publications (13)

Year Article Journal Tier Authors
2016 What Do Stock Markets Tell Us about Exchange Rates? Review of Finance B 4
2016 Can currency-based risk factors help forecast exchange rates? International Journal of Forecasting B 3
2015 Understanding the price of volatility risk in carry trades Journal of Banking & Finance B 2
2013 Carry trades and the performance of currency hedge funds Journal of International Money and Finance B 2
2012 Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective The Review of Financial Studies A 2
2010 Covered interest arbitrage profits: The role of liquidity and credit risk Journal of Banking & Finance B 3
2009 International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore Journal of International Money and Finance B 1
2007 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields Journal of Financial and Quantitative Analysis B 3
2006 Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? Journal of Banking & Finance B 2
2006 Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle Review of Finance B 3
2005 Exchange rates and fundamentals: evidence on the economic value of predictability Journal of International Economics A 3
2005 Empirical exchange rate models and currency risk: some evidence from density forecasts Journal of International Money and Finance B 2
2003 The out-of-sample success of term structure models as exchange rate predictors: a step beyond Journal of International Economics A 4