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25. Do asymmetric and nonlinear adjustments explain the forward premium anomaly?. (2006). Baillie, Richard ; Kilic, Rehim .
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27. Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle. (2006). Valente, Giorgio ; Sarno, Lucio ; Leon, Hyginus .
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29. Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?. (2005). Baillie, Richard ; Kilic, Rehim .
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32. Testing affine term structure models in case of transaction costs. (2005). Nijman, Theo ; Melenberg, Bertrand ; Driessen, Joost.
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37. Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?. (2002). Hodrick, Robert ; Vassalou, Maria.
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46. The forward premium anomaly is not as bad as you think. (2000). Bollerslev, Tim ; Baillie, Richard.
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47. The forward premium puzzle: different tales from developed and emerging economies. (2000). Bansal, Ravi ; Dahlquist, Magnus.
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51. Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. (1998). Wu, Yangru ; Mark, Nelson.
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54. The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles.
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