Lorenzo Giorgianni
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]
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Postal Address:
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Affiliation
- 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 (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Leonardo Bartolini & Lorenzo Giorgianni, 2000.
"Excess volatility of exchange rates with unobservable fundamentals,"
Staff Reports
103, Federal Reserve Bank of New York.
- Bartolini, Leonardo & Giorgianni, Lorenzo, 2001. "Excess Volatility of Exchange Rates with Unobservable Fundamentals," Review of International Economics, Wiley Blackwell, vol. 9(3), pages 518-30, August.
- 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.
- 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.).
- 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.
- Diebold, Giorgianni, & Inoue, . "Stamp 5.0: A Review," Home Pages _058, University of Pennsylvania.
Articles
- Bartolini, Leonardo & Giorgianni, Lorenzo, 2001.
"Excess Volatility of Exchange Rates with Unobservable Fundamentals,"
Review of International Economics,
Wiley Blackwell, vol. 9(3), pages 518-30, August.
- Leonardo Bartolini & Lorenzo Giorgianni, 2000. "Excess volatility of exchange rates with unobservable fundamentals," Staff Reports 103, Federal Reserve Bank of New York.
- 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.
- 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.).
- 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.
- 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
Statistics
Most cited item
- 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.).
Most downloaded item (past 12 months)
- 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.
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Co-authorship network on CollEc
Corrections
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