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Information about:
Lorenzo Giorgianni

Personal Details | Affiliation | Works

This is information that was supplied by Lorenzo Giorgianni in registering through RePEc. If you are Lorenzo Giorgianni , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Lorenzo
Middle Name:
Last Name: Giorgianni
Suffix:

RePEc Short-ID: pgi129

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

(in no particular order)

International Monetary Fund (IMF)
Location: Washington, District of Columbia (United States)
Homepage: http://www.imf.org/
Email:
Phone: (202) 623-7000
Fax: (202) 623-4661
Postal: 700 19th Street, N.W., Washington DC 20431
Handle: RePEc:edi:imfffus (registered authors at this institution)

Works

Working papers

Leonardo Bartolini & Lorenzo Giorgianni, 2000. "Excess volatility of exchange rates with unobservable fundamentals," Staff Reports 103, Federal Reserve Bank of New York. [Downloadable!]
Published as:
- Bartolini, Leonardo & Giorgianni, Lorenzo, 2001. "Excess Volatility of Exchange Rates with Unobservable Fundamentals," Review of International Economics, Blackwell Publishing, vol. 9(3), pages 518-30, August. [Downloadable!] (restricted)
Giorgianni, Lorenzo & Milesi-Ferretti, Gian Maria, 1997. "Determinants of Korean Trade Flows and their Geographical Destination," CEPR Discussion Papers 1703, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Other versions:
- Lorenzo Giorgiani & Gian Maria Milesi-Ferretti, 1997. "Determinants of Korean Trade Flows and their Geographical Destination," IMF Working Papers 97/54, International Monetary Fund.
Jeremy Berkowitz & Lorenzo Giorgianni, 1996. "Long-horizon exchange rate predictability?," Finance and Economics Discussion Series 96-39, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Published as:
- Jeremy Berkowitz & Lorenzo Giorgianni, 2001. "Long-Horizon Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, vol. 83(1), pages 81-91, February. [Downloadable!] (restricted)
Diebold, Giorgianni, & Inoue, . "Stamp 5.0: A Review," Home Pages _058, University of Pennsylvania. [Downloadable!]

Articles

Bartolini, Leonardo & Giorgianni, Lorenzo, 2001. "Excess Volatility of Exchange Rates with Unobservable Fundamentals," Review of International Economics, Blackwell Publishing, vol. 9(3), pages 518-30, August. [Downloadable!] (restricted)
Other versions:
- Leonardo Bartolini & Lorenzo Giorgianni, 2000. "Excess volatility of exchange rates with unobservable fundamentals," Staff Reports 103, Federal Reserve Bank of New York. [Downloadable!]
Jeremy Berkowitz & Lorenzo Giorgianni, 2001. "Long-Horizon Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, vol. 83(1), pages 81-91, February. [Downloadable!] (restricted)
Other versions:
- Jeremy Berkowitz & Lorenzo Giorgianni, 1996. "Long-horizon exchange rate predictability?," Finance and Economics Discussion Series 96-39, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Christoffersen, Peter F & Giorgianni, Lorenzo, 2000. "Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(2), pages 242-53, April.
Other versions:
- Lorenzo Giorgiani & Peter F. Christoffersen, 1999. "Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk," IMF Working Papers 99/16, International Monetary Fund.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (1) 2000-05-08 Author is listed
NEP-ETS: Econometric Time Series (1) 2000-05-08 Author is listed
NEP-FMK: Financial Markets (1) 2000-05-08 Author is listed
NEP-IFN: International Finance (1) 2000-05-08 Author is listed

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This page was last updated on 2008-10-1.

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