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2. Uncovered Interest Parity and the Risk Premium. (2011). Ghoshray, Atanu ; Li, Dandan ; Morley, Bruce.
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3. TESTING THE MODIFIED-COMBINED PPP AND UIP HYPOTHESIS IN SOUTH ASIAN ECONOMIES. (2009). Rashid, Abdul.
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4. Paridade Descoberta da Taxa de Juros em Países Latino-Americanos. (2008). Divino, Jose Angelo ; Carvalho, Jaimilton .
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5. Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates. (2007). Darvas, Zsolt ; Rappai, Gbor ; Schepp, Zoltn.
   In: Money Macro and Finance (MMF) Research Group Conference 2006.
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6. Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates. (2006). Darvas, Zsolt ; Gábor Rappai, ; Zoltán Schepp, .
   In: DNB Working Papers.
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7. Parity conditions and the efficiency of the Australian 90? and 180?day forward markets. (2005). Leong, SuSan ; Su San Leong, ; Felmingham, Bruce.
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8. Parity conditions and the efficiency of the Australian 90- and 180-day forward markets. (2005). Felmingham, Bruce ; Leong, SuSan ; Su San Leong, .
   In: Review of Financial Economics.
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9. Risk Related Non Linearities in Exchange Rates: Evidence from a Panel of Central and Eastern European Countries. (2003). sitzia, bruno ; Brasili, Andrea .
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10. Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s. (2001). Rose, Andrew ; Flood, Robert.
    In: CEPR Discussion Papers.
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1. Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage. (2014). Hassler, Uwe ; Werkmann, Verena .
   In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2. Performance Evaluation of Zero Net-Investment Strategies. (2011). Taylor, Alan ; Jorda, Oscar.
   In: NBER Working Papers.
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3. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
   In: NBER Working Papers.
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4. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
   In: Economics Series.
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5. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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6. The precise form of uncovered interest parity: A heterogeneous panel application in ASEAN-5 countries. (2011). Tang, Kin-Boon .
   In: Economic Modelling.
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7. Explaining the returns of active currency managers. (2011). Nasypbek, Sam ; Rehman, Scheherazade S.
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8. For Rich or for Poor: When does Uncovered Interest Parity Hold?. (2010). Roche, Maurice ; Moore, Michael.
   In: Working Papers.
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9. Uncovered Interest Parity and Financial Market Volatility. (2009). Horobet, Alexandra ; Dumitrescu, Sorin .
   In: Romanian Economic Journal.
   RePEc:rej:journl:v:12:y:2009:i:32:p:21-45.

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10. EXCHANGE RATES AND VOLATILITY IN CENTRAL AND EASTERN EUROPE: A TEST FOR UNCOVERED INTEREST PARITY. (2009). Dan-Gabriel, DUMITRESCU ; Lavinia, HOROBET Alexandra ; Sorin-Adrian, DUMITRESCU .
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:3:y:2009:i:1:p:552-557.

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11. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar.
    In: NBER Working Papers.
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12. Sobreapreciação Cambial no Brasil: Estimativa, Causas e Consequências (1994-2008). (2009). Araujo, Eliane ; de Araujo, Eliane Cristina ; Marcos Vinicius Chiliatto Leite, .
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13. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar.
    In: CEPR Discussion Papers.
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14. Comparing Forecast Performance of Exchange Rate Models. (2008). Yu, Ip-wing ; Lam, Lillie ; Fung, Laurence .
    In: Working Papers.
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15. Time-varying risk, interest rates, and exchange rates in general equilibrium. (2008). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Staff Report.
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16. Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey. (2008). Uz Akdogan, Idil ; Ketenci, Natalya.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:9:y:2008:i:1:p:57-69.

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17. Uncovered Interest Parity: Cross-sectional Evidence. (2007). Lee, Byung-Joo.
    In: MPRA Paper.
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18. Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates. (2007). Darvas, Zsolt ; Rappai, Gbor ; Schepp, Zoltn.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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19. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs. (2007). Roche, Maurice ; Moore, Michael.
    In: Economics, Finance and Accounting Department Working Paper Series.
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20. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun.
    In: Journal of Applied Econometrics.
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21. Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities. (2007). Mehl, Arnaud ; Cappiello, Lorenzo.
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22. The Forward Premium Puzzle: new evidence from futures contracts. (2007). von Hagen, Juergen ; de Vries, Casper ; Bernoth, Kerstin.
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23. A Yield Curve Perspective on Uncovered Interest Parity. (2006). Krippner, Leo.
    In: Working Papers in Economics.
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24. Interest Rates and Exchange Rate Movements: Analyzing Short-term Investments in Long-term Bonds. (2006). Sax, Christoph.
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25. Exchange rates and long-term bonds. (2006). Alexius, Annika ; Sellin, Peter.
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26. Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data. (2006). Shintani, Mototsugu ; Yang, Kun.
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27. Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates. (2006). Darvas, Zsolt ; Gábor Rappai, ; Zoltán Schepp, .
    In: DNB Working Papers.
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28. Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era. (2005). Chinn, Menzie ; Meredith, Guy .
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29. Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil.
    In: Financial Markets and Portfolio Management.
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30. The real exchange rate and real interest differentials: the role of nonlinearities. (2005). Moh, Young-Kyu ; Mark, Nelson.
    In: International Journal of Finance & Economics.
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31. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics. (2004). Sul, Donggyu ; Mark, Nelson.
    In: Finance.
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32. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics. (2004). Sul, Donggyu ; Mark, Nelson.
    In: NBER Technical Working Papers.
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33. Asset return dynamics and the FX risk premium in a decentralized dealer market. (2004). Derviz, Alexis.
    In: European Economic Review.
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34. Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market. (2004). Moh, Young-Kyu ; Mark, Nelson.
    In: Econometric Society 2004 Far Eastern Meetings.
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35. A Theory of Exchange Rates and the Term Structure of Interest Rates. (2003). Ogaki, Masao ; Lim, Hyoung-Seok .
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36. Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market. (2003). Moh, Young-Kyu ; Mark, Nelson.
    In: NBER Working Papers.
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37. Booms and Busts in EMU. (2003). Gottfries, Nils.
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38. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Garcia-Pascual, Antonio.
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39. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
    In: Santa Cruz Department of Economics, Working Paper Series.
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40. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
    In: Santa Cruz Department of Economics, Working Paper Series.
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41. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
    In: Santa Cruz Department of Economics, Working Paper Series.
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42. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
    In: Santa Cruz Center for International Economics, Working Paper Series.
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43. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
    In: Santa Cruz Center for International Economics, Working Paper Series.
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44. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Working Papers.
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45. Can Endogenous Monetary Policy Explain the Deviations from UIP. (2002). Alexius, Annika.
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46. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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47. How to Beat the Random Walk. (2001). Alexius, Annika.
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48. Fin de Siecle Real Interest Parity. (2000). Fujii, Eiji ; Chinn, Menzie.
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49. UIP for Short Investments in Long-Term Bonds. (2000). Alexius, Annika.
    In: Working Paper Series.
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50. Another look at long-horizon uncovered interest parity. (). Montañés, Antonio ; Montaes, Antonio ; Sanso-Navarro, Marcos.
    In: Studies on the Spanish Economy.
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