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1. Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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2. Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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3. Why does uncovered interest parity fail empirically?. (2024). Aziz, Nusrate.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003612.

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4. How Powerful Is Unannounced, Sterilized Foreign Exchange Intervention?. (2023). Weber, Jacob P ; Naef, Alain.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:55:y:2023:i:5:p:1307-1319.

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5. Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

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6. Stock returns and interest rate differential in high and low interest rate environments. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi.
   In: International Journal of Finance & Economics.
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7. Selective Default Expectations. (2023). Oosterlinck, Kim ; Accominotti, Olivier.
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8. Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan.
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9. Uncovered return parity: Equity returns and currency returns. (2022). Dunbar, Geoffrey R ; Djeutem, Edouard .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001097.

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10. Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate. (2022). Hao, Jing ; Zhang, Rui ; Long, Shaobo.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000555.

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11. Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148.

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12. The Rise and Fall of Global Currencies over Two Centuries. (2022). Vicquery, Roger.
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13. Carry Trade and Negative Policy Rates in Switzerland : Low-lying fog or storm ?. (2021). Vallet, Guillaume ; Tomio, Bruno Thiago.
    In: Post-Print.
    RePEc:hal:journl:halshs-03669561.

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14. On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530.

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15. Regional How Powerful is Unannounced, Sterilized Foreign Exchange Intervention?. (2021). Weber, Jacob ; Naef, Alain.
    In: Working papers.
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16. .

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17. Implicit currency carry trades of companies. (2020). Fuchs, Fabian U ; Entrop, Oliver.
    In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe.
    RePEc:zbw:upadbr:b4120.

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18. Optimal Combination of Currency Assets and Algorithm Simulation under Exchange Rate Risk. (2020). Wei, Jun.
    In: Complexity.
    RePEc:hin:complx:8816382.

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19. Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate. (2020). Podhorska, Ivana ; Lazaroiu, George ; Rowland, Zuzana.
    In: Risks.
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20. Impact of Chinese Yuan Devaluation on the Dependence Structure: The Archimedean Copula Approach. (2019). Goh, Kim-Leng ; Lai, Wing-Choong.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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21. Cross-sectional return dispersion and currency momentum. (2019). Eriksen, Jonas.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:53:y:2019:i:c:p:91-108.

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22. The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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23. Common information in carry trade risk factors. (2018). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:52:y:2018:i:c:p:37-47.

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24. Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: MPRA Paper.
    RePEc:pra:mprapa:80789.

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25. The Gold Pool (1961-1968) and the Fall of the Bretton Woods System. Lessons for Central Bank Cooperation.. (2017). Naef, Alain ; Monnet, Eric ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24016.

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26. Common Information in Carry Trade Risk Factors. (2016). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: MPRA Paper.
    RePEc:pra:mprapa:75367.

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