Details about Lorenzo Giorgianni

Access statistics for papers by Lorenzo Giorgianni.

Last updated 2008-02-10. Update your information in the RePEc Author Service.

Short-id: pgi129

Working Papers

2019

1. Long-Horizon Exchange Rate Predictability?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1996) View citations (66)
   See also Journal Article Long-Horizon Exchange Rate Predictability?, The Review of Economics and Statistics, MIT Press (2001) View citations (144) (2001)

2000

2. Excess volatility of exchange rates with unobservable fundamentals
   Staff Reports, Federal Reserve Bank of New York View citations (3)

1997

3. Determinants of Korean Trade Flows and their Geographical Destination
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

Undated

4. Stamp 5.0: A Review
   Home Pages, University of Pennsylvania

Journal Articles

2001

1. Long-Horizon Exchange Rate Predictability?
   The Review of Economics and Statistics, 2001, 83, (1), 81-91 View citations (144)
   See also Working Paper Long-Horizon Exchange Rate Predictability?, Finance and Economics Discussion Series (2019) View citations (7) (2019)

2000

2. Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk
   Journal of Business & Economic Statistics, 2000, 18, (2), 242-53 View citations (5)