IMF Publications by Author
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Lorenzo Giorgianni:
1999
Title: Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals
Series: Working Paper No. 1999/071
Date: May 1, 1999
Subject: Currencies Currency markets Exchange rate modelling Exchange rates Financial markets Foreign exchange Income inequality Money National accounts
Title: Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk
Series: Working Paper No. 1999/016
Date: January 1, 1999
Subject: Banking Conventional peg Currencies Exchange rates Expenditure Financial regulation and supervision Foreign exchange Hedging Money Public expenditure review
1997
Title: Determinants of Korean Trade Flows and their Geographical Destination
Series: Working Paper No. 1997/054
Date: April 1, 1997
Subject: Export prices Exports Foreign exchange Imports International trade Price elasticity Prices Real effective exchange rates
Title: Foreign Exchange Risk Premium: Does Fiscal Policy Matter? Evidence From Italian Data
Series: Working Paper No. 1997/039
Date: April 1, 1997
Subject: Fiscal policy Foreign exchange Money National accounts Prices
Title: Long: Horizon Exchange Rate Predictability?
Series: Working Paper No. 1997/006
Date: January 1, 1997
Subject: Econometric analysis Exchange rates Foreign exchange Vector error correction models