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Giorgianni, Lorenzo's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
985 |
Total
Citations
13 |
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1.
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Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk
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Christoffersen, Peter University of Toronto - Rotman School of Management Giorgianni, Lorenzo International Monetary Fund (IMF)
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Posted:
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26 Oct 99
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Last Revised:
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10 Feb 06
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517
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Christoffersen, Peter University of Toronto - Rotman School of Management Giorgianni, Lorenzo International Monetary Fund (IMF)
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109
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Time-varying Parameters, Cointegration, Exchange Rates
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Christoffersen, Peter University of Toronto - Rotman School of Management Giorgianni, Lorenzo International Monetary Fund (IMF)
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408
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2.
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Bartolini, Leonardo Deceased Giorgianni, Lorenzo International Monetary Fund (IMF)
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136
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3.
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Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals
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Bartolini, Leonardo Deceased Giorgianni, Lorenzo International Monetary Fund (IMF)
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Posted:
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13 Feb 06
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Last Revised:
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17 Aug 07
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96
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Giorgianni, Lorenzo International Monetary Fund (IMF) Bartolini, Leonardo Deceased
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40
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Exchange rates, Economic models
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Bartolini, Leonardo Deceased Giorgianni, Lorenzo International Monetary Fund (IMF)
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56
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Exchange Rate Volatility, Survey-based Exchange Rate Expectations
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4.
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Giorgianni, Lorenzo International Monetary Fund (IMF) Christoffersen, Peter University of Toronto - Rotman School of Management
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82
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Interest rates, Exchange rates, Economic models
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5.
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Foreign Exchange Risk Premium: Does Fiscal Policy Matter? Evidence from Italian Data
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Giorgianni, Lorenzo International Monetary Fund (IMF)
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Posted:
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17 Sep 98
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Last Revised:
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15 Feb 06
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58
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8
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Giorgianni, Lorenzo International Monetary Fund (IMF)
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58
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8
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Risk Premium, Fiscal Policy, Survey Data, Italy
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Giorgianni, Lorenzo International Monetary Fund (IMF)
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0
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6.
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Giorgianni, Lorenzo International Monetary Fund (IMF)
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49
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7.
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Giorgianni, Lorenzo International Monetary Fund (IMF) Milesi-Ferretti, Gian Maria International Monetary Fund (IMF)
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47
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3
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Korea, trade elasticities, direction of exports
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8.
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Berkowitz, Jeremy University of Houston - Department of Finance Giorgianni, Lorenzo International Monetary Fund (IMF)
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