| The out-of-sample success of term structure models as exchange rate predictors: a step beyond RH Clarida, L Sarno, MP Taylor, G Valente Journal of International Economics 60 (1), 61-83, 2003 | 397 | 2003 |
| Nonlinearity in deviations from uncovered interest parity: an explanation of the forward bias puzzle L Sarno, G Valente, H Leon Review of Finance 10 (3), 443-482, 2006 | 225 | 2006 |
| Monetary policy rules, asset prices, and exchange rates JS Chadha, L Sarno, G Valente IMF Staff Papers 51 (3), 529-552, 2004 | 214 | 2004 |
| Exchange rates and fundamentals: Footloose or evolving relationship? L Sarno, G Valente Journal of the European Economic Association 7 (4), 786-830, 2009 | 208 | 2009 |
| Exchange rates and fundamentals: evidence on the economic value of predictability A Abhyankar, L Sarno, G Valente Journal of International Economics 66 (2), 325-348, 2005 | 208 | 2005 |
| Out-of-sample predictions of bond excess returns and forward rates: An asset allocation perspective DL Thornton, G Valente The Review of Financial Studies 25 (10), 3141-3168, 2012 | 198 | 2012 |
| The empirical failure of the expectations hypothesis of the term structure of bond yields L Sarno, DL Thornton, G Valente Journal of Financial and Quantitative Analysis, 81-100, 2007 | 175 | 2007 |
| The Empirical Failure of the Expectations Hypothesis of the L Sarno, DL Thornton, G Valente policies. Please scroll down to view the document, 2007 | 175* | 2007 |
| The role of asymmetries and regime shifts in the term structure of interest rates RH Clarida, L Sarno, MP Taylor, G Valente the Journal of Business 79 (3), 1193-1224, 2006 | 142 | 2006 |
| Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? L Sarno, G Valente Journal of Banking & Finance 30 (11), 3147-3169, 2006 | 130 | 2006 |
| What do stock markets tell us about exchange rates? G Cenedese, R Payne, L Sarno, G Valente Review of Finance 20 (3), 1045-1080, 2016 | 125 | 2016 |
| The cost of carry model and regime shifts in stock index futures markets: An empirical investigation L Sarno, G Valente Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000 | 120 | 2000 |
| Covered interest arbitrage profits: The role of liquidity and credit risk WM Fong, G Valente, JKW Fung Journal of banking & finance 34 (5), 1098-1107, 2010 | 114 | 2010 |
| Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers L Sarno, G Valente Journal of Applied Econometrics 20 (3), 345-376, 2005 | 103 | 2005 |
| Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers¤ L Sarno, G Valente Manuscript, 2001 | 103* | 2001 |
| Monetary fundamentals and exchange rate dynamics under different nominal regimes L Sarno, G Valente, ME Wohar Economic Inquiry 42 (2), 179-193, 2004 | 95 | 2004 |
| Global drivers of gross and net capital flows S Davis, G Valente, E Van Wincoop HKIMR Working Paper, 2019 | 94 | 2019 |
| Empirical exchange rate models and currency risk: some evidence from density forecasts L Sarno, G Valente Journal of International Money and Finance 24 (2), 363-385, 2005 | 90 | 2005 |
| Monetary policy rules and regime shifts G Valente Applied Financial Economics 13 (7), 525-535, 2003 | 70 | 2003 |
| A century of equity premium predictability and the consumption–wealth ratio: An international perspective P Della Corte, L Sarno, G Valente Journal of Empirical Finance 17 (3), 313-331, 2010 | 53 | 2010 |
