1. What Drives Long-Term Interest Rates? Evidence from the Entire Swiss Franc History 1852-2020. (2022). Kaufmann, Daniel ; Tille, Cedric ; Stuart, Rebecca ; Hauzenberger, Niko.
   In: IRENE Working Papers.
   RePEc:irn:wpaper:22-03.

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2. Aplicación de la hipótesis de paridad de poder adquisitivo en el pronóstico de la tasa de cambio del peso colombiano contra el dólar estadounidense || Application of the purchasing power parity hypoth. (2021). Pea, Nicolas Aguilera ; Jimenez-Mendez, Edgar Ricardo.
   In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.
   RePEc:pab:rmcpee:v:32:y:2021:i:1:p:29-48.

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3. On real interest rate convergence among G7 countries. (2020). Riedel, Jana.
   In: Empirical Economics.
   RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01681-w.

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4. Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

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5. REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST. (2019). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Ranjbar, Omid ; Elmi, Zahra ; Bahmanioskooee, Mohsen.
   In: Bulletin of Economic Research.
   RePEc:bla:buecrs:v:71:y:2019:i:3:p:348-358.

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6. Real interest parity: Evidence from trade partnerships. (2018). Boamah, Mustapha Ibn.
   In: Review of Financial Economics.
   RePEc:wly:revfec:v:36:y:2018:i:3:p:199-205.

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7. Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence. (2018). , Willem ; Ellen, Saskia Ter.
   In: Dynamic Modeling and Econometrics in Economics and Finance.
   RePEc:spr:dymchp:978-3-319-98714-9_3.

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8. Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Orakci, Ayegul .
   In: Empirica.
   RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-015-9312-4.

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9. An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR. (2017). Arlt, Josef ; Mandel, Martin .
   In: Czech Journal of Economics and Finance (Finance a uver).
   RePEc:fau:fauart:v:67:y:2017:i:3:p:199-220.

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10. Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia.
    In: Working Paper.
    RePEc:bno:worpap:2017_22.

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11. Systemic risk, international regulation, and the limits of coordination. (2016). Kara, Gazi.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:99:y:2016:i:c:p:192-222.

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12. An Empirical Test of Purchasing Power Parity of the Algerian Exchange Rate: Evidence from Panel Dynamic. (2015). Maliki, Samir Baha-Eddine ; Si, Kamel ; Touil, Noreddine Cherif .
    In: MPRA Paper.
    RePEc:pra:mprapa:75285.

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13. Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro. (2015). Grossmann, Axel ; Simpson, Marc W..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:55:y:2015:i:c:p:124-139.

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14. Examining real interest parity: Which component reverts quickest and in which regime?. (2015). Wohar, Mark ; Sirichand, Kavita ; Vivian, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:72-83.

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15. Does real interest rate parity really hold? New evidence from G7 countries. (2015). Chang, Ming-Jen ; Su, Che-Yi .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:299-306.

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16. Examining real interest parity: which component reverts quickest and in which regime?. (2014). Wohar, Mark ; Sirichand, Kavita ; Vivian, Andrew.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2014_05.

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17. Currency jumps, cojumps and the role of macro news. (2014). Miao, Hong ; Chatrath, Arjun ; Villupuram, Sriram ; Ramchander, Sanjay.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:40:y:2014:i:c:p:42-62.

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18. An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry. (2014). Grossmann, Axel ; Simpson, Marc W..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:221-238.

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19. The existence of uncovered interest parity in the CIS countries. (2014). Bhatti, Razzaque H..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:227-241.

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20. Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests. (2014). Oge Guney, Pelin ; Hasanov, Mübariz.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:120-129.

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21. Real interest rate convergence among G7 countries. (2013). Riedel, Jana.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79928.

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22. Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient. (2012). Kanas, Angelos ; Ioannidis, Christos.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:36:y:2012:i:1:p:148-161.

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23. The forward discount puzzle and market efficiency. (2011). Olmo, Jose.
    In: Annals of Finance.
    RePEc:kap:annfin:v:7:y:2011:i:1:p:119-135.

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24. Financial integration in the pacific basin region: RIP by PANIC attack?. (2011). Bonham, Carl ; Amornthum, Somchai.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:6:p:1019-1033.

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25. Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?. (2010). Dreger, Christian.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:144567.

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26. Does the nominal exchange rate regime affect the real interest parity condition?. (2010). Dreger, Christian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:21:y:2010:i:3:p:274-285.

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27. Fundamentals and Exchange Rates: Evidence from ASEAN-5. (2009). Rashid, Abdul ; Ling, Jeffrey .
    In: MPRA Paper.
    RePEc:pra:mprapa:22451.

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28. International Parities among China and Her Major Trading Partners in Asia Pacific. (2009). Chan, Tze-Haw.
    In: MPRA Paper.
    RePEc:pra:mprapa:15504.

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29. LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY. (2009). Chakraborty, Avik.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:13:y:2009:i:s1:p:31-57_08.

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30. Is the forward bias economically small? Evidence from European rates. (2008). Wu, Xueping ; Vandebroek, Martina ; Sercu, Piet.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:8:p:1284-1302.

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31. Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life. (2008). Sekioua, Sofiane H..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:1:p:76-101.

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32. The forward premium puzzle in a model of imperfect information. (2008). Albuquerque, Rui.
    In: Economics Letters.
    RePEc:eee:ecolet:v:99:y:2008:i:3:p:461-464.

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33. Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?. (2008). Dreger, Christian.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp819.

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34. Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?. (2008). Dreger, Christian.
    In: Working Paper / FINESS.
    RePEc:diw:diwfin:diwfin1.1c.

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35. Do real interest rates converge? Evidence from the European Union. (2007). Kontonikas, Alexandros ; gregoriou, andros ; Arghyrou, Michael.
    In: Working Papers.
    RePEc:gla:glaewp:2007_21.

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36. Does the real interest parity hypothesis hold? Evidence for developed and emerging markets. (2007). Leon-Ledesma, Miguel ; Ferreira, Alex.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:3:p:364-382.

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37. Real exchange rates and real interest differentials for sectoral data: A dynamic SUR approach. (2007). Kim, Jaebeom.
    In: Economics Letters.
    RePEc:eee:ecolet:v:97:y:2007:i:3:p:247-252.

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38. Real interest rates equalization: The case of Malaysia and Singapore. (2006). Liew, Venus ; Ling, Tai-Hu ; Syed Khalid Wafa, Syed Azizi Wafa, .
    In: MPRA Paper.
    RePEc:pra:mprapa:515.

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39. Testing Real Interest Parity in Emerging Markets. (2006). Singh, Manmohan ; Banerjee, Abhisek.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/249.

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40. Nonlinearity in Deviations From Uncovered Interest Parity; An Explanation of the Forward Bias Puzzle. (2006). Sarno, Lucio ; Leon, Gene L ; Valente, Giorgio.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/136.

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41. The Chinese economies in global context: The integration process and its determinants. (2006). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:20:y:2006:i:1:p:128-153.

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42. The forward bias in the ECU: Peso risks vs. fads and fashions. (2006). Sercu, Piet ; Vinaimont, Tom .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2409-2432.

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43. Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle. (2006). Valente, Giorgio ; Sarno, Lucio ; Leon, Hyginus .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5527.

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44. Reconsidering Real Interest Parity for Traded and Nontraded Goods. (2006). Kim, Jaebeom.
    In: Review of International Economics.
    RePEc:bla:reviec:v:14:y:2006:i:2:p:306-315.

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45. New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks. (2006). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2006159.

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46. Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?. (2005). Sarno, Lucio.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:38:y:2005:i:3:p:673-708.

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47. Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets. (2005). Shrestha, Keshab ; Tan, Kok .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:25:y:2005:i:2:p:139-157.

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48. The Chinese Economies in Global Context: The Integration Process and Its Determinants. (2005). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Working Papers.
    RePEc:hkm:wpaper:072005.

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49. What UIP tests on extreme samples reveal about the missing variable. (2005). Vandebroek, Martina ; Sercu, Piet.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:8:p:1237-1260.

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50. EFFICIENCY OF FOREIGN EXCHANGE MARKETS: A DEVELOPING COUNTRY PERSPECTIVE. (2004). Wickremasinghe, Guneratne.
    In: International Finance.
    RePEc:wpa:wuwpif:0406004.

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51. The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence. (2004). Albuquerque, Rui.
    In: International Finance.
    RePEc:wpa:wuwpif:0405007.

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52. Are Real Interest Differentials Caused by Frictions in Goods or Assets Markets, Real or Nominal Shocks?. (2004). Ferreira, Alex.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0407.

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53. The Purchasing Power Parity Debate. (2004). Taylor, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10607.

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54. Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks. (2004). Sekioua, Sofiane.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:91.

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55. THE PURCHASING POWER PARITY DEBATE. (2004). Taylor, Alan.
    In: Working Papers.
    RePEc:cda:wpaper:133.

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56. The Purchasing Power Parity Debate. (2004). Taylor, Alan.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:18:y:2004:i:4:p:135-158.

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57. Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets. (2003). Leon-Ledesma, Miguel ; Ferreira, Alex.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0301.

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58. Financial integration: some evidence from Australia. (2003). Cooray, Arusha.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:15:p:959-966.

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59. Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods. (2003). Schumacher, Christian ; Dreger, Christian.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2003-i-2.

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60. The Chinese Economies in Global Context: The Integration Process and Its Determinants. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10047.

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61. China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Working Papers.
    RePEc:hkm:wpaper:152003.

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62. Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets. (2003). Leon-Ledesma, Miguel ; Ferreira, Alex ; Luiz, FERREIRA Alex ; LEON-LEDESMA Miguel A., .
    In: EcoMod2003.
    RePEc:ekd:003307:330700053.

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63. Are Real Interest Differentials Caused by Frictions in Goods or Assets Markets, Real or Nominal Shocks?. (2003). Ferreira, Alex.
    In: EcoMod2004.
    RePEc:ekd:003306:330600051.

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64. Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes: Theory and evidence. (2003). Nucci, Francesco.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:2:p:183-200.

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65. Dynamic capital mobility, capital-market risk, and contagion: evidence from seven Asian countries. (2003). Min, Hong-Ghi ; Choung, Jaeyong ; McDonald, Judith A..
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:15:y:2003:i:2:p:161-183.

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66. The influence of trend strength on directional probabilistic currency predictions. (2003). Macaulay, Alex ; Thomson, Mary E. ; Onkal-Atay, Dilek ; Pollock, Andrew C..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:19:y:2003:i:2:p:241-256.

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67. Mexicos integration into the North American capital market. (2003). Adler, Michael ; Qi, Rong .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:4:y:2003:i:2:p:91-120.

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68. China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: China Economic Review.
    RePEc:eee:chieco:v:14:y:2003:i:3:p:281-303.

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69. The Chinese Economies in Global Context: The Integration Process and Its Determinants. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt89s3z523.

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70. The Chinese Economies in Global Context: The Integration Process and Its Determinants. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt26x5h54t.

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71. China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt13d9m8jv.

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72. China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt01g0h0q2.

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73. The Chinese Economies in Global Context: The Integration Process and Its Determinants. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt89s3z523.

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74. China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt01g0h0q2.

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75. Dynamic financial linkages among the Asia Pacific economies: an empirical assessment of real interest parity condition. (2002). Chan, Tze-Haw.
    In: MPRA Paper.
    RePEc:pra:mprapa:34642.

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76. Economic Fundamentals and Exchange Rate Movements. (2001). Pilbeam, Keith.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:15:y:2001:i:1:p:55-64.

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77. Central bank interventions and exchange rate band regimes. (2001). Mundaca, Gabriela.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:5:p:677-700.

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78. Price and volatility spillovers between interest rate and exchange value of the US dollar. (2001). So, Raymond W..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:12:y:2001:i:1:p:95-107.

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79. A test of long-run purchasing power parity. (2001). Shively, Philip A..
    In: Economics Letters.
    RePEc:eee:ecolet:v:73:y:2001:i:2:p:201-205.

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80. Fin de Siecle Real Interest Parity. (2000). Fujii, Eiji ; Chinn, Menzie.
    In: NBER Working Papers.
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81. Currency risk and the safe-haven hypothesis. (2000). .
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:28:y:2000:i:2:p:186-195.

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82. International Capital Mobility, Macroeconomic Imbalances, and the Risk of Global Contraction. (2000). Blecker, Robert.
    In: SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization..
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83. Structural models of exchange rate determination. (2000). Bond, Charlotte ; Najand, Mohammad.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:10:y:2000:i:1:p:15-27.

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84. Panel unit root tests of purchasing power parity for price indices. (2000). Strauss, Jack ; Fleissig, Adrian R..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:4:p:489-506.

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85. Predicting real exchange rates from real interest rate differentials and net foreign asset stocks: evidence for the mark/dollar parity. (1999). Meier, Carsten-Patrick .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:962.

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86. The Potential Approach to Bond and Currency Pricing. (1999). Wu, Liuren ; Leippold, Markus.
    In: Finance.
    RePEc:wpa:wuwpfi:9903004.

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87. The forward rate unbiasedness hypothesis in inflation-targeting regimes. (1999). Razzak, Weshah.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:1999/03.

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88. Beyond the purchasing power parity: testing for cointegration and causality between exchange rates, prices, and interest rates. (1999). Cheng, Benjamin S..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:18:y:1999:i:6:p:911-924.

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89. The Impact of Fiscal Policy Variables on Output Growth. (1998). Gerson, Philip.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:1998/001.

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90. Dynamic linkages among real interest rates in international capital markets. (1998). Goodwin, Barry ; Al Awad, Mouawiya.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:6:p:881-907.

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91. International Interest Rate Differentials: The Interaction with Fiscal and Monetary Variables, and the Business Cycle. (1998). Paquet, Alain ; Fenton, Paul.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:56.

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92. The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors. (1997). Taylor, Mark ; Clarida, Richard.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:79:y:1997:i:3:p:353-361.

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93. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
    In: International Economic Journal.
    RePEc:taf:intecj:v:11:y:1997:i:2:p:73-101.

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94. Capital Mobility and Exchange Market Intervention in Developing Countries. (1997). ROJAS-SUAREZ, LILIANA ; Dooley, Michael ; Mathieson, Donald J..
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95. Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis. (1997). zhang, hua ; Wu, Yangru.
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96. Tests of three parity conditions: Distinguishing risk premia and systematic forecast errors. (1997). Marston, Richard C..
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97. Currency forecasting: an investigation of extrapolative judgement. (1997). Pollock, Andrew C. ; Wilkie-Thomson, Mary E. ; Onkal-Atay, Dilek.
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98. Integration of international capital markets: further evidence from EMS and non-EMS membership. (1997). Apergis, Nicholas ; Xanthakis, Emmanuel ; Alexakis, Panayotis .
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99. Black market and official exchange rates, cointegration and purchasing power parity in developing Asian countries. (1997). Varela, Oscar ; Naka, Atsuyuki ; Sundar, Cuddalore.
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100. International linkages between short-term real interest rates. (1996). Mougoue, Mbodja ; Fujihara, Roger A..
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101. Taxation and inflation: A new explanation for capital flows. (1996). Gagnon, Joseph ; Bayoumi, Tamim.
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102. ARCH effects and cointegration: Is the foreign exchange market efficient?. (1996). Apergis, Nicholas ; Alexakis, Panayotis .
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103. A note on the determinants of unexpected exchange rate movements. (1996). Wolff, Christian ; Cavaglia, Stefano M. F. G., ; Wolff, Christian C. P., .
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104. Does real interest parity hold at longer maturities?. (1996). Jorion, Philippe.
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105. The fundamental determinants of financial integration in the European Union. (1995). Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Lemmen, J. J. G., ; Lemmen,J. J. G., .
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106. The fundamental determinants of financial integration in the European Union. (1995). Lemmen, Jan ; Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Lemmen, J. J. G., ; Lemmen,J. J. G., .
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107. Nominal exchange rate regimes and the stochastic behavior of real variables. (1995). pittis, nikitas ; Caporale, Guglielmo Maria.
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108. Imperfect information: Some implications for modelling the exchange rate. (1995). ROBERTS, MARK A..
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109. Nonparametric estimation of structural models for high-frequency currency market data. (1995). Tauchen, George ; Hussey, Robert ; Gallant, A. ; Bansal, Ravi.
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110. The World Price of Foreign Exchange Risk.. (1995). Dumas, Bernard ; Solnik, Bruno.
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111. Puzzles in International Financial Markets. (1994). Lewis, Karen K..
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112. Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors. (1994). Marston, Richard C..
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113. Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation. (1994). Gordon, Roger ; Bovenberg, Lans.
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114. International financial market integration and linkages of national interest rates. (1994). Throop, Adrian W..
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115. Theory-based measurement of the saving-investment correlation with an application to Norway. (1993). Schulze, Günther ; Jansen, W. Jos.
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116. The World Price of Foreign Exchange Risk. (1993). Dumas, Bernard ; Solnik, Bruno.
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117. Partial- Vs. General-Equilibrium Models of the International Capital Market. (1993). Dumas, Bernard.
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118. Interest Differentials under Bretton Woods and the Post-Bretton Woods Float: The Effects of Capital Controls and Exchange Risk. (1993). Marston, Richard C..
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119. The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors. (1993). Taylor, Mark ; Clarida, Richard.
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120. Efficiency in German and Japanese foreign exchange markets: Evidence from cointegration techniques. (1992). Tronzano, Marco.
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121. Determinants of Shrt-Term Real Interest Differentials Between Japan and the United States. (1992). Marston, Richard C..
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122. Interest Differentials Under Fixed and Flexible Exchange Rates: The Effects of Capital Controls and Exchange Risk. (1992). Marston, Richard C..
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123. Financial and Currency Integration in the European Monetary System: The Statistical Record. (1992). Frankel, Jeffrey ; Chinn, Menzie ; Phillips, Steve .
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124. MEAN?VARIANCE OPTIMAL PORTFOLIO MODELS AND THE INAPPROPRIATENESS OF THE ASSUMPTION OF A TIME?STABLE VARIANCE?COVARIANCE MATRIX. (1991). Quintana, Jose Mario ; Putnam, Bluford H.
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125. Ex ante purchasing power parity: An empirical note. (1991). Fiorentini, Riccardo.
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126. The Predictability of Real Exchange Rate Changes in the Short and Long Run. (1990). Cumby, Robert ; Huizinga, John.
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127. The Effectiveness of Foreign-Exchange Intervention: Recent Experience, 1985- 1988. (1990). Obstfeld, Maurice.
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128. International Capital Markets and the Limits of National Economic Policy. (1989). Gintis, Herbert ; Epstein, Gerald.
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129. Exchange risk premia in a currency basket system. (1989). Vredin, Anders ; Horngren, Lars.
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130. Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It?. (1989). Hamilton, James ; Engel, Charles.
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131. International Differences in Capital Taxation and Corporate Borrowing Behavior: Evidence from the U.S. Withholding Tax. (1989). Papke, Leslie.
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132. An empirical assessment of non-linearities in models of exchange rate determination. (1989). Rose, Andrew ; Meese, Richard.
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133. Real Exchange Rates and Macroeconomics: A Selective Survey. (1988). Dornbusch, Rüdiger.
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134. Pricing Physical Assets Internationally. (1988). Dumas, Bernard.
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135. Exchange Rate Coordination. (1988). Carli, Guido ; Solomon, Robert ; Marston, Richard C. ; Petty, John R. ; Attali, Jacques .
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136. International linkages in the term structure of interest rates. (1988). Tatom, John ; Kool, Clemens ; Clemens J. M. Kool, .
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137. The forward exchange rate bias: a new explanation. (1988). Levine, Ross.
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138. The macroeconomic dimension of agriculture and food policy reform. (1988). Rausser, Gordon.
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139. Stability issues in policy analysis. (1988). Rausser, Gordon.
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140. Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity. (1987). Taylor, Mark.
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141. Risk, Uncertainty and Exchange Rates. (1987). Hodrick, Robert.
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142. Recent Estimates of Time-Variation in the Conditional Variance and in the Exchange Risk Premium. (1987). Frankel, Jeffrey.
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143. Tests of International CAPM with Time-Varying Covariances. (1987). Rodrigues, Anthony ; Engel, Charles.
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144. Uncertainty and Liquidity. (1987). Giovannini, Alberto .
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145. The Dollar and Real Interest Rates. (1987). Clarida, Richard ; Campbell, John.
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146. International monetary and exchange rate policies and world agricultural markets: the case of soybeans and soybean products. (1987). Awad, Taleb Mohammad.
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147. Interest rate linkages in the Pacific Basin. (1987). Glick, Reuven.
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148. A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate. (1986). West, Kenneth.
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149. The Internationalization of American Banking and Finance: Structure, Risk, adn World Interest Rates. (1986). Darby, Michael.
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150. The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists. (1986). Froot, Kenneth ; Frankel, Jeffrey.
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151. The International Linkage of Real Interest Rates: The European - U.S. Connection. (1984). Mishkin, Frederic ; Cumby, Robert.
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152. Can exchange rate predictability be achieved without monetary convergence? : evidence from the EMS. (1984). Rogoff, Kenneth.
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153. The Exchange Rate Under Target Zones. (). Vajanne, Laura .
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5. The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets. (2004). Kutan, Ali ; Hayo, Bernd.
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6. The Role of the Exchange Rate as a Shock Absorber in a Small Open Economy. (2004). Bjørnland, Hilde ; Bjrnland, Hilde.
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7. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysias Stock Market. (2003). Liew, Venus ; Lim, Kian-Ping ; Hinich, Melvin.
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8. Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models. (2003). Hillebrand, Eric.
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9. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude .
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10. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude .
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11. Value-at-risk for long and short trading positions. (2003). Laurent, Sébastien ; Giot, Pierre.
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12. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility. (2003). Normandin, Michel ; Phaneuf, Louis.
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13. Testing the New Keynesian Phillips curve. (2003). Nymoen, Ragnar ; Jansen, Eilev ; BÃ¥rdsen, Gunnar.
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14. Regime Switches in Swedish Interest Rates. (2003). Erlandsson, Ulf.
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15. Political Business Cycles and Central Bank Independence. (2003). Pickering, Andrew ; Hadri, Kaddour ; Maloney, John .
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16. Multicointegration in US Consumption Data. (2003). Siliverstovs, Boriss.
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17. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude .
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18. An Index of Financial Stress for Canada. (2003). Illing, Mark ; Liu, Ying.
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19. The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets. (2002). Kutan, Ali ; Hayo, Bernd.
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20. The Empirical (ir)Relevance of the New Keynesian Phillips Curve. (2002). Nymoen, Ragnar ; Jansen, Eilev ; BÃ¥rdsen, Gunnar.
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21. How Well Do Banks Manage Their Reserves?. (2002). Yaron, Amir ; Jallath-Coria, Eduardo ; Mukhopadhyay, Tridas .
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22. Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach. (2002). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude .
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23. Choosing Lag Lengths in Nonlinear Dynamic Models. (2002). Anderson, Heather.
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24. Estimation of Hyperbolic Diffusion Using MCMC Method. (2002). Zhang, Xibin ; Yu, Jun ; Tse, Y. K..
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25. A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). Zhang, Xibin ; Yu, Jun ; Yang, Zhenlin.
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26. Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
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27. Financial volatility: an introduction. (2002). McAleer, Michael ; Franses, Philip Hans.
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28. Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach. (2002). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude .
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29. Investor Panic, IMF Actions, and Emerging Stock Market Returns and Volatility. (2001). Kutan, Ali ; Hayo, Bernd.
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30. Saving and growth in an open economy. (2001). Scobie, Grant ; Claus, Iris ; Haugh, David ; Tornquist, Jonas.
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31. Modelling the conditional volatility of commodity index futures as a regime switching process. (2001). See, Kim Hock ; Fong, Wai Mun.
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32. Income variance dynamics and heterogenity. (2001). Pistaferri, Luigi ; Meghir, Costas.
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33. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
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34. Density Forecasting: A Survey. (2000). Wallis, Kenneth ; Tay, Anthony S.
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35. A small structural empirical model of the UK monetary transmission mechanism. (2000). Thomas, Ryland ; Pain, Darren ; Dhar, Shamik.
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36. Bayesian Model Estimation and Selection for the Weekly Colombian Exchange Rate. (2000). Rodríguez N., Norberto ; Rodriguez, Norberto .
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37. Testing the Volatility Term Structure using Option Hedging Criteria. (1998). Rosenberg, Joshua ; Engle, Robert.
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38. Some Univariate Time Series Properties of Output. (1998). Arango Thomas, Luis.
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39. General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit. (1997). Whiteman, Charles ; Faust, Jon.
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40. Multifractality of Deutschemark/US Dollar Exchange Rates. (1997). Mandelbrot, Benoît ; Fisher, Adlai ; Calvet, Laurent.
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41. A Multifractal Model of Asset Returns. (1997). Mandelbrot, Benoît ; Fisher, Adlai ; Calvet, Laurent.
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42. Do Inter-sectoral Linkages Matter for International Export Specialisation?. (1997). Laursen, Keld ; Drejer, Ina.
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43. ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test. (1996). Nakatsuma, Teruo ; Tsurumi, Hiroki .
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44. Broad money demand and financial liberalization in Greece. (1996). Sharma, Sunil ; Ericsson, Neil.
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45. Does Modern Econometrics replicate the Phillips Curve?. (1996). Shadman, Fatemeh.
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46. Time-Varying Risk Premia in the Foreign Currency Futures Basis. (1996). Barkoulas, John ; Baum, Christopher.
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47. Does Inflation Uncertainty Vary with the Level of Inflation?. (1996). Crawford, A ; Kasumovich, M.
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48. Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?. (1996). Vigfusson, Robert ; van Norden, Simon ; Murray, J..
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49. The Impact of Technological Opportunity on the Dynamics of Trade Performance. (1996). Laursen, Keld.
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50. GARCH Gamma. (1995). Rosenberg, Joshua ; Engle, Robert.
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