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Publications

by alumni of

Warwick Business School
University of Warwick
Coventry, United Kingdom

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.


| Working papers | Journal articles | Chapters |

Working papers

2013

  1. Federico Nucera & Giorgio Valente, 2013. "Carry Trades and the Performance of Currency Hedge Funds," Working Papers 032013, Hong Kong Institute for Monetary Research.

2012

  1. Michael W. McCracken & Giorgio Valente, 2012. "Testing the economic value of asset return predictability," Working Papers 2012-049, Federal Reserve Bank of St. Louis.

2010

  1. Giulio Cainelli & Mario Maggioni & Erika Uberti & Annunziata De Felice, 2010. "The strength of strong ties: Co-authorship and productivity among Italian economists," "Marco Fanno" Working Papers 0125, Dipartimento di Scienze Economiche "Marco Fanno".
  2. Daniel L. Thornton & Giorgio Valente, 2010. "Predicting bond excess returns with forward rates: an asset-allocation perspective," Working Papers 2010-034, Federal Reserve Bank of St. Louis.
  3. Giorgio Valente, 2010. "Market Liquidity and Funding Liquidity: An Empirical Investigation," Working Papers 152010, Hong Kong Institute for Monetary Research.

2009

  1. Mario A. Maggioni & T. Erika Uberti & Francesca Gambarotto, 2009. "Mapping the Evolution of "Clusters": A Meta-analysis," Working Papers 2009.74, Fondazione Eni Enrico Mattei.
  2. Daniel L. Thornton & Giorgio Valente, 2009. "Revisiting the predictability of bond risk premia," Working Papers 2009-009, Federal Reserve Bank of St. Louis.

2008

  1. Mario A. Maggioni & Teodora Erika Uberti & Stefano Usai, 2008. "Treating patent as relational data: Knowledge transfers and spillovers across Italian provinces," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis0802, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).
  2. Sarno, Lucio & Valente, Giorgio, 2008. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers 6638, C.E.P.R. Discussion Papers.
  3. Wai-Ming Fong & Giorgio Valente & Joseph K.W. Fung, 2008. "FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value," Working Papers 082008, Hong Kong Institute for Monetary Research.

2007

  1. Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
  2. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2007. "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers 6598, C.E.P.R. Discussion Papers.

2006

  1. Mario A. Maggioni & T. Erika Uberti, 2006. "International networks of knowledge flows: an econometric analysis," Papers on Economics and Evolution 2005-19, Max Planck Institute of Economics, Evolutionary Economics Group.
  2. Mario A. Maggioni & Mario Nosvelli & T. Erika Uberti, 2006. "Space Vs. Networks in the Geography of Innovation: A European Analysis," Working Papers 2006.153, Fondazione Eni Enrico Mattei.
  3. Giorgio Valente & H. L. Leon & Lucio Sarno, 2006. "Nonlinearity in Deviations From Uncovered Interest Parity," IMF Working Papers 06/136, International Monetary Fund.
  4. Leon, Hyginus & Sarno, Lucio & Valente, Giorgio, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," CEPR Discussion Papers 5527, C.E.P.R. Discussion Papers.

2005

  1. Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2005. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers 4835, C.E.P.R. Discussion Papers.
  2. Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis.
  3. Giorgio Valente, 2005. "US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore," Working Papers 092005, Hong Kong Institute for Monetary Research.

2004

  1. Mario A. Maggioni, 2004. "The rise and fall of industrial clusters: Technology and the life cycle of region," Working Papers 2004/6, Institut d'Economia de Barcelona (IEB).
  2. Mario A. Maggioni & Teodora E. Uberti, 2004. "La geo-economia del cyberspazio. Globalizzazione reale e globalizzazione digitale," CRANEC - Working Papers del Centro di Ricerche in Analisi economica e sviluppo economico internazionale crn0401, Università Cattolica del Sacro Cuore, Centro di Ricerche in Analisi economica e sviluppo economico internazionale (CRANEC).
  3. Teodora Erika Uberti & Mario A. Maggioni, 2004. "Infrastrutture ICT e relazionalità potenziale. Un esercizio di “hyperlinks counting” a livello sub-nazionale," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis0402, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).
  4. Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004. "Federal funds rate prediction," Working Papers 2002-005, Federal Reserve Bank of St. Louis.
  5. Sarno, Lucio & Valente, Giorgio, 2004. "Asset Prices and International Spillovers: An Empirical Investigation," CEPR Discussion Papers 4380, C.E.P.R. Discussion Papers.
  6. Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004. "Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability," CEPR Discussion Papers 4365, C.E.P.R. Discussion Papers.
  7. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices and Exchange Rates," CDMA Working Paper Series 200403, Centre for Dynamic Macroeconomic Analysis.
  8. Gustavo Piga & Giorgio Valente, 2004. "The Term Structure of Interest Rates and the Public Debt Issuance Policy: A Note," CEIS Research Paper 49, Tor Vergata University, CEIS.
  9. Giorgio Valente & Lucio Sarno, 2004. "Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts," Working Papers wp04-10, Warwick Business School, Finance Group.

2003

  1. Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," CEPR Discussion Papers 3983, C.E.P.R. Discussion Papers.

2002

  1. Sarno, Lucio & Giorgio Valente, 2002. "Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers," Royal Economic Society Annual Conference 2002 160, Royal Economic Society.
  2. Sarno, Lucio & Valente, Giorgio, 2002. "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002 223, Society for Computational Economics.

2001

  1. Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc.

1998

  1. Kristi Spissinger & Walter Block & Robert W. McGee, 1998. "No Policy is Good Policy: A Radical Proposal for U.S. Industrial Policy," Industrial Organization 9805002, EconWPA.
  2. Robert W. McGee, 1998. "MFN Status, Trade Embargoes, Sanctions and Blockades: An Examination of Some Overlooked Property, Contract and Other Human Rights Issues," International Trade 9805002, EconWPA.
  3. Robert W. McGee & Yeomin Yoon, 1998. "Antidumping and the People's Republic of China: Five Case Studies," International Trade 9805003, EconWPA.
  4. Robert W. McGee, 1998. "Some Ethical Issues in Trade Policy: Management Ethics versus the Law," International Trade 9805004, EconWPA.
  5. Robert W. McGee, 1998. "Some Ethical Issues for Accountants in Antidumping Trade Cases: An Examination of Recent Case Studies with Emphasis on Latin America," International Trade 9805005, EconWPA.
  6. Robert W. McGee & Yeomin Yoon, 1998. "Korea and the World Trade Organization: Problems and Prospects," International Trade 9805006, EconWPA.
  7. Robert W. McGee, 1998. "Application of the Antidumping Laws Against Latin American," International Trade 9805007, EconWPA.
  8. Walter Block & Robert W. McGee, 1998. "Blackmail as a Victimless Crime: Reply to Altman," Law and Economics 9805002, EconWPA.
  9. Walter Block & Robert W. McGee, 1998. "Blackmail and "Economic" Analysis: Reply to Ginsburg and Shechtman," Law and Economics 9805003, EconWPA.
  10. Robert W. McGee, 1998. "Some Principles of Taxation for Latin America: Lessons from the USA and European Experiences," Public Economics 9805003, EconWPA.

Journal articles

2013

  1. Mario A. Maggioni & Stefano Breschi & Pietro Panzarasa, 2013. "Multiplexity, Growth Mechanisms and Structural Variety in Scientific Collaboration Networks," Industry and Innovation, Taylor & Francis Journals, vol. 20(3), pages 185-194, April.

2012

  1. Mario Maggioni & Simona Beretta, 2012. "Back to the future? Georg Simmel and C.S. Lewis revisited," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 120(3), pages 325-340.
  2. Simona Beretta & Mario A. Maggioni, 2012. ""The whole breadth of reason": a step towards rethinking economics and rationality," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 120(3), pages 241-262.
  3. Giorgio Valente, 2012. "Introduction To The Special Issue Of Pacific Economic Review On Macro And Micro International Flows," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 366-367, 08.
  4. Daniel L. Thornton & Giorgio Valente, 2012. "Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective," Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3141-3168.

2011

  1. Mario Maggioni & Teodora Erika Uberti & Stefano Usai, 2011. "Treating Patents as Relational Data: Knowledge Transfers and Spillovers across Italian Provinces," Industry and Innovation, Taylor & Francis Journals, vol. 18(1), pages 39-67.
  2. Mario Maggioni & Teodora Uberti, 2011. "Networks and geography in the economics of knowledge flows," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(5), pages 1031-1051, August.
  3. Mario Maggioni & Teodora Uberti, 2011. "Networks and geography in the economics of knowledge flows," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(5), pages 1065-1066, August.

2010

  1. Robert McGee, 2010. "Analyzing Insider Trading from the Perspectives of Utilitarian Ethics and Rights Theory," Journal of Business Ethics, Springer, vol. 91(1), pages 65-82, January.
  2. Fong, Wai-Ming & Valente, Giorgio & Fung, Joseph K.W., 2010. "Covered interest arbitrage profits: The role of liquidity and credit risk," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1098-1107, May.
  3. Della Corte, Pasquale & Sarno, Lucio & Valente, Giorgio, 2010. "A century of equity premium predictability and the consumption-wealth ratio: An international perspective," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 313-331, June.

2009

  1. Mario Maggioni & Teodora Uberti, 2009. "Knowledge networks across Europe: which distance matters?," The Annals of Regional Science, Springer, vol. 43(3), pages 691-720, September.
  2. Robert W McGee, 2009. "Views Toward Tax Evasion: A Comparative Study of Moldova and Romania," The IUP Journal of Public Finance, IUP Publications, vol. 0(3 & 4), pages 7-24, August.
  3. Robert W. McGee & Sanjoy Bose, 2009. "Corporate governance in transition economies: a comparative study of Armenia, Azerbaijan and Georgia," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 2(3), pages 228-240.
  4. Lucio Sarno & Giorgio Valente, 2009. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, 06.
  5. Valente, Giorgio, 2009. "International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 920-940, October.

2008

  1. Robert McGee & Simon Ho & Annie Li, 2008. "A Comparative Study on Perceived Ethics of Tax Evasion: Hong Kong Vs the United States," Journal of Business Ethics, Springer, vol. 77(2), pages 147-158, January.
  2. Robert McGee, 2008. "Applying Ethics to Insider Trading," Journal of Business Ethics, Springer, vol. 77(2), pages 205-217, January.
  3. Robert McGee, 2008. "Ethical Aspects of Using Government to Subvert Competition: Antidumping Laws as a Case Study of Rent Seeking Activity," Journal of Business Ethics, Springer, vol. 83(4), pages 759-771, December.
  4. Robert W. McGee, 2008. "An economic and ethical analysis of the Katrina disaster," International Journal of Social Economics, Emerald Group Publishing, vol. 35(7), pages 546-557, July.
  5. Paul D. McNelis & Giorgio Valente, 2008. "Special issue on international financial markets and the macroeconomy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 1-1.
  6. Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.

2007

  1. Mario A. Maggioni & Mario Nosvelli & Teodora Erika Uberti, 2007. "Space versus networks in the geography of innovation: A European analysis," Papers in Regional Science, Wiley Blackwell, vol. 86(3), pages 471-493, 08.
  2. Robert W McGee, 2007. "Ethics and Tax Evasion in Asia," The IUP Journal of Public Finance, IUP Publications, vol. 0(2), pages 21-33, May.
  3. Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(01), pages 81-100, March.

2006

  1. Robert W McGee, 2006. "The Ethics Of Tax Evasion: A Survey Of Romanian Business Students And Faculty," The IUP Journal of Public Finance, IUP Publications, vol. 0(2), pages 38-68, May.
  2. Robert W McGee, 2006. "Public Finance In Transition Economies: How Competitive Are They?," The IUP Journal of Public Finance, IUP Publications, vol. 0(4), pages 46-64, November.
  3. Robert McGee, 2006. "Three Views on the Ethics of Tax Evasion," Journal of Business Ethics, Springer, vol. 67(1), pages 15-35, August.
  4. Sarno, Lucio & Valente, Giorgio, 2006. "Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3147-3169, November.
  5. Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
  6. Lucio Sarno & Giorgio Valente & Hyginus Leon, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," Review of Finance, European Finance Association, vol. 10(3), pages 443-482, September.

2005

  1. Giorgio Valente & Lucio Sarno, 2005. "Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376.
  2. Sarno, Lucio & Valente, Giorgio, 2005. "Empirical exchange rate models and currency risk: some evidence from density forecasts," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 363-385, March.
  3. Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2005. "Exchange rates and fundamentals: evidence on the economic value of predictability," Journal of International Economics, Elsevier, vol. 66(2), pages 325-348, July.
  4. Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-71, June.

2004

  1. Mario A. Maggioni, 2004. "The Dynamics of Open Source Software Communities and Industrial Districts : the Role of Market and Non-Market Interactions," Revue d'Économie Industrielle, Programme National Persée, vol. 107(1), pages 127-150.
  2. Maggioni Mario, 2004. "High-tech Firms' Location and the Development of Innovative Industrial Clusters: A Survey of the Literature," Economia politica, Società editrice il Mulino, issue 1, pages 127-166.
  3. Galina G. Preobragenskaya & Robert W. McGee, 2004. "Converting the accounting system of a transition economy: a case study of Russia," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 1(4), pages 448-464.
  4. Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
  5. Giorgio Valente & Lucio Sarno, 2004. "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
  6. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices, and Exchange Rates," IMF Staff Papers, Palgrave Macmillan, vol. 51(3), pages 529-552, November.

2003

  1. Robert W. McGee, 2003. "The Ethics Of Economic Sanctions," Economic Affairs, Wiley Blackwell, vol. 23(4), pages 41-45, December.
  2. Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003. "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
  3. Giorgio Valente, 2003. "Monetary policy rules and regime shifts," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 525-535.

2002

  1. Riccardo Fiorito & Lorenzo Pecchi & Giorgio Valente, 2002. "The Market Value of Italian Government Debt, 1970-1996," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 61(1), pages 1-28, June.

1998

  1. Francesca Gambarotto & Mario Maggioni, 1998. "Regional Development Strategies in Changing Environments: An Ecological Approach," Regional Studies, Taylor & Francis Journals, vol. 32(1), pages 49-61.

1997

  1. Maggioni Mario, 1997. "Cambiamento tecnologico e disoccupazione catastrofica," Economia politica, Società editrice il Mulino, issue 2, pages 185-208.

1996

  1. Leoncini, R. & Maggioni, M. A. & Montresor, S., 1996. "Intersectoral innovation flows and national technological systems: network analysis for comparing Italy and Germany," Research Policy, Elsevier, vol. 25(3), pages 415-430, May.

Chapters

2006

  1. Mario A. Maggioni & Francesca Gambarotto, 2006. "Does Space Matter for Labour Markets and How? A Critical Survey of the Recent Italian Empirical Evidence," AIEL Series in Labour Economics, in: Floro Ernesto Caroleo & Sergio Destefanis (ed.), The European Labour Market. Regional Dimensions, edition 1, chapter 5, pages 123-146 AIEL - Associazione Italiana Economisti del Lavoro.