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5. The consumption response to household leverage in China: The role of investment at household level. (2020). Guo, Rui ; Zhang, Dongyang.
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6. Impact of Portfolio Strategies on Portfolio Performance and Risk. (2019). Shaukat, Zunera ; Shahzad, Ahmad.
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7. The Role of Inflation-Indexed Bond in Optimal Management of Defined Contribution Pension Plan During the Decumulation Phase. (2018). Guo, Junyi ; Zhang, Xiaoyi.
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1. Connecting Exchange Rates to Fundamentals Under Indeterminacy. (2024). Hirose, Yasuo ; Fujiwara, Ippei.
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2. Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963.

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3. Dynamics of bond and stock returns. (2022). Kozak, Serhiy.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:126:y:2022:i:c:p:188-209.

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4. A reconsideration of the failure of uncovered interest parity for the U.S. dollar. (2022). Xiang, Nan ; Wang, Mengqi ; Kazakova, Katya ; Engel, Charles.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000344.

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7. Entangled risks in incomplete FX markets. (2021). Tran, Ngoc-Khanh ; Maurer, Thomas.
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   RePEc:eee:jfinec:v:142:y:2021:i:1:p:146-165.

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8. Yield curve momentum. (2021). Sihvonen, Markus.
   In: Research Discussion Papers.
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9. Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo.
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11. A Quantity-Driven Theory of Term Premia and Exchange Rates. (2020). Stein, Jeremy ; Hanson, Samuel ; Sunderam, Adi ; Greenwood, Robin.
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12. The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414.

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13. Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678.

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14. Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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15. Bonds, Currencies and Expectational Errors. (2020). Sihvonen, Markus ; Granziera, Eleonora.
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16. Measuring Long Run Risks for Brazil. (2019). Brandao, Diego ; Almeida, Caio .
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17. Benchmark Interest Rates When the Government is Risky. (2019). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick ; Schmid, Lukas.
    In: NBER Working Papers.
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18. Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo.
    In: NBER Working Papers.
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19. Benchmark interest rates when the government is risky. (2019). Schmid, Lukas ; Chernov, Mikhail ; Augustin, Patrick ; Song, Dongo .
    In: CEPR Discussion Papers.
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20. Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric.
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    RePEc:cpr:ceprdp:14015.

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21. A comprehensive look at the return predictability of variance risk premia. (2018). Frijns, Bart ; Byun, Sukjoon ; Roh, Taia Yong.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:4:p:425-445.

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22. Exchange rate economics is always and everywhere controversial. (2018). Manzur, Meher.
    In: Applied Economics.
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23. Government Spending and the Term Structure of Interest Rates in a DSGE Model. (2018). Maršál, Aleš.
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24. Extrapolative Beliefs and Exchange Rate Markets. (2018). Bunsupha, Sarita.
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25. Rational Ignorance in Long-run Risk Models. (2018). d'Addona, Stefano ; Daddona, Stefano.
    In: International Journal of Business and Economics.
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26. Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices. (2018). Ready, Robert C.
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    RePEc:eee:moneco:v:94:y:2018:i:c:p:1-26.

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27. Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C.
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28. Government Spending and the Term Structure of Interest Rates in a DSGE Model. (2017). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales .
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29. Global Macro Risks in Currency Excess Returns. (2017). Mark, Nelson ; Berg, Kimberly.
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30. The Decline in Asset Return Predictability and Macroeconomic Volatility. (2017). Qian, Charles ; Palomino, Francisco J ; Hsu, Alex.
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    RePEc:fip:fedgfe:2017-50.

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31. Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations. (2017). Li, Shaoyu ; Xu, Zhiwei ; Wei, Lijia.
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32. Bond Convenience Yields and Exchange Rate Dynamics. (2017). Valchev, Rosen.
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33. Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2016). Verdelhan, Adrien ; Lustig, Hanno.
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34. Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2016). Verdelhan, Adrien ; Lustig, Hanno.
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35. The Term Structure of Interest Rates in India. (2016). Sinha, Arunima ; Mehra, Rajnish.
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36. The Term Structure and Inflation Uncertainty. (2016). Orphanides, Athanasios ; D'Amico, Stefania ; Breach, Tomas .
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37. The Carry Trade and UIP when Markets are Incomplete. (2015). Garlappi, Lorenzo ; Favilukis, Jack.
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38. Exchange Rates and UIP Violations at Short and Long Horizons. (2015). Valchev, Rosen.
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39. Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve. (2015). Valente, Giorgio ; Remolona, Eli ; Hördahl, Peter ; Hordahl, Peter.
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40. Countercyclical currency risk premia. (2014). Roussanov, Nikolai ; Verdelhan, Adrien ; Lustig, Hanno.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:3:p:527-553.

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41. Exchange Rates and Interest Parity. (2014). Engel, Charles.
    In: Handbook of International Economics.
    RePEc:eee:intchp:4-453.

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42. What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve?. (2013). Palomino, Francisco ; Hsu, Alex .
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43. Commodity Trade and the Carry Trade: a Tale of Two Countries. (2013). Roussanov, Nikolai ; Ward, Colin ; Ready, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19371.

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