1. Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin.
   In: Working Paper Series.
   RePEc:hhs:rbnkwp:0434.

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2. The forward premium anomaly and the currency carry trade hypothesis. (2024). Smyrnakis, Dimitris ; Tzavalis, Elias ; Elias, Nikolaos.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

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3. Do forward premium rates predict the spot rates? Comparison of developed and emerging economies. (2023). Ahmed, Ijlal ; Khattak, Shoaib.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2178-2187.

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4. International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245.

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5. On asymmetric volatility effects in currency markets. (2022). Cho, Dooyeon ; Rho, Seunghwa.
   In: Empirical Economics.
   RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02091-7.

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6. Exchange rate exposure and firm dynamics. (2022). Varela, Liliana ; Salomao, Juliana.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:108168.

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7. Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects. (2022). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:79:y:2022:i:c:p:694-715.

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8. Central bank digital currency in an open economy. (2022). Stracca, Livio ; Ferrari Minesso, Massimo ; Mehl, Arnaud.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:127:y:2022:i:c:p:54-68.

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9. Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium. (2022). Park, Sunjin.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003447.

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10. International stochastic discount factors and covariance risk. (2021). Muck, Matthias ; Herold, Michael ; Branger, Nicole.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:123:y:2021:i:c:s037842662030279x.

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11. 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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12. The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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13. Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational. (2020). Ozabaci, Deniz ; Kozlova, Olesia ; Goldberg, Michael D.
    In: Econometrics.
    RePEc:gam:jecnmx:v:8:y:2020:i:4:p:43-:d:454906.

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14. Exchange rate exposure and firm dynamics. (2020). Varela, Liliana ; Salomao, Juliana.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118906.

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15. 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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16. Liquidity shocks: A new solution to the forward premium puzzle. (2020). Kumar, Vikram.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:445-454.

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17. Central bank digital currency in an open economy. (2020). Minesso Ferrari, Massimo ; Mehl, Arnaud ; Stracca, Livio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202488.

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18. Central bank digital currency in an open economy. (2020). Stracca, Livio ; Ferrari Minesso, Massimo ; Mehl, Arnaud.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15335.

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19. Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes. (2019). Calomiris, Charles ; Mamaysky, Harry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25714.

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20. Does Uncovered Interest Rate Parity Hold After All?. (2019). Omer, Muhammad ; de Haan, Jakob ; Scholtens, Bert.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:24:y:2019:i:2:p:49-72.

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21. Inflation targeting and the forward bias puzzle in emerging countries. (2019). Coulibaly, Dramane ; Kempf, Hubert.
    In: Post-Print.
    RePEc:hal:journl:hal-01877454.

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22. Inflation targeting and the forward bias puzzle in emerging countries. (2019). Coulibaly, Dramane ; Kempf, Hubert.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:90:y:2019:i:c:p:19-33.

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23. Carry trades and endogenous regime switches in exchange rate volatility. (2019). Cho, Dooyeon ; Lee, Na Kyeong ; Han, Heejoon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268.

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24. Can structural changes in the persistence of the forward premium explain the forward premium anomaly?. (2019). Cho, Dooyeon ; Chun, Sungju.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:225-235.

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25. Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:198-208.

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26. Resolving the unbiasedness and forward premium puzzles. (2019). Thornton, Daniel.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:66:y:2019:i:1:p:5-27.

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27. Conditioning carry trades: Less risk, more return. (2018). Mulder, Arjen ; Tims, Ben .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:85:y:2018:i:c:p:1-19.

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28. On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes. (2018). Cho, Dooyeon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:310-319.

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29. Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries. (2018). Araki, Michael E ; Antonio, ; Klotzle, Marcelo Cabus.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-18-00310.

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30. Estimating a Latent Risk Premium in Exchange Rate Futures. (2018). de Vries, Casper ; Bernoth, Kerstin ; Vonhagen, Jurgen ; von Hagen, Jurgen.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1733.

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31. Nominal exchange rate dynamics and monetary policy: uncovered interest rate parity and purchasing power parity revisited. (2018). Saadon, Yossi ; Sussman, Nathan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13235.

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32. Cyclical and Persistent Carry Trade Returns and Forward Premia. (2017). Al-Zoubi, Haitham.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500100.

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33. Nominal Exchange Rate Stationarity and Long-Term Bond Returns. (2017). Verdelhan, Adrien ; Lustig, Hanno ; Stathopoulos, Andreas.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1633.

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34. Inflation Targeting and the Forward Bias Puzzle in Emerging Countries. (2017). Kempf, Hubert ; Coulibaly, Dramane.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141661.

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35. Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies. (2017). Chen, Shu-Hsiu.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:78:y:2017:i:c:p:1-20.

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36. Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2017). Lansing, Kevin ; Ma, Jun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:62-87.

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37. Variance risk premiums and the forward premium puzzle. (2017). Londono, Juan M ; Zhou, Hao.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:2:p:415-440.

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38. The Long Memory Behavior of the EUR/USD Forward Premium. (2017). Hamzaoui, Nessrine ; Regaieg, Boutheina.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-03-57.

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39. Inflation Targeting and the Forward Bias Puzzle in Emerging Countries. (2017). Kempf, Hubert ; Coulibaly, Dramane.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2017-12.

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40. Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens .
    In: Economica.
    RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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41. Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2016). Verdelhan, Adrien ; Lustig, Hanno.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:1183.

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42. Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2016). Verdelhan, Adrien ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22023.

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43. Explaining Exchange Rate Anomalies in a Model with Taylor-Rule Fundamentals and Consistent Expectations. (2016). Lansing, Kevin ; Ma, Jun ; KevinJ. Lansing, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2014-22.

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44. Exchange rates and the yield curve. (2016). .
    In: Working Papers.
    RePEc:fip:fedbwp:16-21.

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45. The uncovered interest rate parity anomaly and trading activity by non-dealer financial firms. (2016). Boschen, John F ; Smith, Kimberly J.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:333-342.

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46. Uncovered interest parity: The long and the short of it. (2016). Lothian, James.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:36:y:2016:i:c:p:1-7.

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47. The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility. (2016). Hamzaoui, Nessrine ; Regaieg, Boutheina.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-04-42.

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48. Exchange rates and monetary policy. (2015). Tang, Jenny ; Stavrakeva, Vania .
    In: Working Papers.
    RePEc:fip:fedbwp:15-16.

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49. 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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50. Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Sharma, Susan ; Narayan, Paresh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

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51. Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions. (2015). Baillie, Richard T ; Ho, Kun .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:99-111.

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52. The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework. (2015). Cho, Dooyeon.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:229-238.

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53. International financial transmission of the Feds monetary policy. (2014). Mirkov, Nikola.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:7:y:2014:i:2:p:7-49.

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54. The Term Structure of Currency Carry Trade Risk Premia. (2014). Lustig, Hanno ; Stathopoulos, Andreas ; Verdelhan, Adrien.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:837.

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55. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20294.

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56. Exchange Rate Economics. (2014). Miller, Norman C..
    In: Books.
    RePEc:elg:eebook:14981.

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57. Forward premium anomaly of the British pound and the euro. (2014). Grossmann, Axel ; Lee, Allissa A. ; Simpson, Marc W..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:140-156.

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58. Time variation in the standard forward premium regression: Some new models and tests. (2014). Cho, Dooyeon ; Baillie, Richard T..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:52-63.

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59. 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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60. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10060.

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61. When Carry Trades in Currency Markets are not Profitable. (2014). Cho, Dooyeon ; Baillie, Richard T..
    In: Review of Development Economics.
    RePEc:bla:rdevec:v:18:y:2014:i:4:p:794-803.

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62. Does Uncovered Interest Rate Parity Hold After All?. (2013). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:57.

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63. Does Uncovered Interest rate Parity Hold After All?. (2013). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: MPRA Paper.
    RePEc:pra:mprapa:47572.

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64. The Term Structure of Currency Carry Trade Risk Premia. (2013). Verdelhan, Adrien ; Lustig, Hanno ; Stathopoulos, Andreas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19623.

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65. Currency returns, market regimes and behavioral biases. (2013). Zhao, Yonggan ; Ziemba, William ; MacLean, Leonard.
    In: Annals of Finance.
    RePEc:kap:annfin:v:9:y:2013:i:2:p:249-269.

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66. Can cross-country portfolio rebalancing give rise to forward bias in FX markets?. (2013). Chang, Sanders.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:1079-1096.

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67. International risk cycles. (2013). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:89:y:2013:i:2:p:471-484.

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68. International Financial Transmission of the US Monetary Policy: An Empirical Assessment. (2012). Mirkov, Nikola.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:01.

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69. Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul.
    In: Working Paper series.
    RePEc:rim:rimwps:10_12.

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70. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Shaliastovich, Ivan ; Bansal, Ravi .
    In: 2012 Meeting Papers.
    RePEc:red:sed012:778.

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71. The Share of Systematic Variation in Bilateral Exchange Rates. (2012). Verdelhan, Adrien.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:763.

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72. Estimation of the Time-Varying Risk Premium in the Czech Foreign Exchange Market. (2012). Pota, Vit .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2012:y:2012:i:1:id:407:p:3-17.

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73. On the Asset Market View of Exchange Rates. (2012). Burnside, Craig ; Graveline, Jeremy J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18646.

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74. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18357.

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75. Variance risk premiums and the forward premium puzzle. (2012). Zhou, Hao ; Londono, Juan M..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1068.

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76. Bond risk premia, macroeconomic fundamentals and the exchange rate. (2012). Taboga, Marco ; Pericoli, Marcello.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:22:y:2012:i:1:p:42-65.

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77. The Thursday effect of the forward premium puzzle. (2012). Ding, Liang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:21:y:2012:i:1:p:302-318.

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78. Risk-premia, carry-trade dynamics, and economic value of currency speculation. (2012). Wagner, Christian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1195-1219.

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79. Properties of foreign exchange risk premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:2:p:279-310.

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80. International Risk Cycles. (2011). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17277.

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81. Uncovered interest-rate parity over the past two centuries. (2011). Wu, Liuren ; Lothian, James ; JamesR. Lothian, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:3:p:448-473.

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82. Spot and forward volatility in foreign exchange. (2011). Tsiakas, Ilias ; Sarno, Lucio ; Della Corte, Pasquale.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:3:p:496-513.

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83. Possible solutions to the forward bias paradox. (2011). Richard T., Baillie, .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:4:p:617-622.

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84. Properties of Foreign Exchange Risk Premiums. (2011). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8503.

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85. Properties of Foreign Exchange Risk Premia. (2010). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: MPRA Paper.
    RePEc:pra:mprapa:21302.

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86. Monetary Policy and the Uncovered Interest Parity Puzzle. (2010). Zin, Stanley ; Telmer, Chris ; Gavazzoni, Federico ; Backus, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16218.

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87. The role of exchange rates in intertemporal risk-return relations. (2010). Wu, Liuren ; Bali, Turan G..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:8:p:1670-1686.

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88. Currency crisis and the forward discount bias: Evidence from emerging economies under breaks. (2010). Mollick, Andre ; Bai, Shuming.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:5:p:556-574.

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89. Forward premium puzzle and term structure of interest rates: the case of New Zealand. (2010). Silva, Carmen Gloria .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:570.

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90. Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation. (2009). Wagner, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:21125.

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91. Foreign exchange rate risk in a small open economy. (2009). Sondergaard, Jens ; De Paoli, Bianca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0365.

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92. The Forward Puzzle: The Roles of Exchange Rate Regime and Base Currency Strength. (2009). Liu, Fang ; Sercu, Piet.
    In: The World Economy.
    RePEc:bla:worlde:v:32:y:2009:i:7:p:1055-1074.

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93. THE ECONOMICS OF THE UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS. (2009). Fendoglu, Salih ; Ardic, Oya ; Alper, C. Emre.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:23:y:2009:i:1:p:115-138.

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94. Bond risk premia, macroeconomic fundamentals and the exchange rate. (2008). Taboga, Marco ; Pericoli, Marcello.
    In: MPRA Paper.
    RePEc:pra:mprapa:9523.

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95. 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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96. Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies. (2008). Wu, Liuren ; Bakshi, Gurdip ; Carr, Peter.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:1:p:132-156.

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97. The Japanese yen futures returns, spot returns, and the risk premium. (2008). Inci, Ahmet Can .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:18:y:2008:i:3:p:385-399.

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98. Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing. (2008). Lebedinsky, Alex .
    In: Economics Bulletin.
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99. Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing. (2008). Lebedinsky, Alex .
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100. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2007). Wu, Shu.
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101. Do Exchange Rates Move in Line With Uncovered Interest Parity?. (2007). Mahieu, Ronald ; Mulder, A. ; Huisman, R..
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102. International capital asset pricing: Evidence from options. (2007). Wu, Liuren ; Mo, Henry.
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103. Irving Fisher, Expectational Errors, and the UIP Puzzle. (2007). Mahieu, Ronald ; Lothian, James ; Pownall, Rachel ; Koedijk, Kees ; Campbell, Rachel .
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104. Exchange Rates and the Conversion of Currency-Specific Risk Premia. (2007). Eisenberg, Astrid ; Rudolf, Markus.
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105. Co?integrating currencies and yield differentials. (2006). Inci, Ahmet Can .
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106. Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage. (2006). Dong, Sen .
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107. Co-integrating currencies and yield differentials. (2006). Inci, Ahmet Can .
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108. Do asymmetric and nonlinear adjustments explain the forward premium anomaly?. (2006). Baillie, Richard ; Kilic, Rehim .
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109. The forward bias in the ECU: Peso risks vs. fads and fashions. (2006). Sercu, Piet ; Vinaimont, Tom .
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110. 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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111. Modelling International Bond Markets with Affine Term Structure Models. (2005). Schneider, Paul ; Mosburger, Georg.
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112. Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?. (2005). Sarno, Lucio.
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113. Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?. (2005). Baillie, Richard ; Kilic, Rehim .
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114. Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?. (2005). Kilic, Rehim ; Baillie, Richard T.
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115. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
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116. Does the forward premium anomaly depend on the sample period used or on the sign of the premium?. (2005). Kutan, Ali ; Zhou, SU.
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117. Testing affine term structure models in case of transaction costs. (2005). Nijman, Theo ; Melenberg, Bertrand ; Driessen, Joost.
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118. Scenario modelling for selective hedging strategies. (2004). Beltratti, Andrea ; Zenios, Stavros ; Laurant, Andrea.
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119. International Capital Markets and Foreign Exchange Risk. (2004). Brennan, Michael ; Xia, Yihong .
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120. Sources of Exchange Rate Fluctuations: The Cases of Mexico and Thailand in the Aftermaths of their Recent Currency Crises. (2003). Huang, Kevin ; KevinX. D. Huang, ; Suchada, Thaneepanichskul ; Kevin x. d. Huang, ; Kevin X. D. Huang, .
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121. Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets. (2002). Santa-Clara, Pedro ; Brandt Michael W., ; Pedro, Santa-Clara.
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122. 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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123. Range?Based Estimation of Stochastic Volatility Models. (2002). Diebold, Francis ; Alizadeh, Sassan.
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124. Daily Exchange Rate Behaviour and Hedging of Currency Risk. (2001). van Dijk, Herman ; Bos, Charles ; Mahieu, Ronald J..
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125. A New Representation for the Foreign Currency Risk Premium. (2001). Adao, Bernardino ; Ado, Bernardino ; Maria de Fatima Silva, .
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126. High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models. (2001). Diebold, Francis ; Brandt, Michael W. ; Alizadeh, Sassan.
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127. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets. (2001). Santa-Clara, Pedro ; Brandt, Michael W..
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128. Unpredictable After All? A short note on exchange rate predictability. (2001). Moerman, G. A..
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129. Price and volatility spillovers between interest rate and exchange value of the US dollar. (2001). So, Raymond W..
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130. The Foreign Exchange Risk Premium: Real and Nominal Factors. (2001). Hollifield, Burton ; Yaron, Amir.
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131. Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?. (2001). Hodrick, Robert ; Vassalou, Maria.
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132. Daily exchange rate behaviour and hedging of currency risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles.
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133. The forward premium anomaly is not as bad as you think. (2000). Bollerslev, Tim ; Baillie, Richard.
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134. The forward premium puzzle: different tales from developed and emerging economies. (2000). Bansal, Ravi ; Dahlquist, Magnus.
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135. Testing Affine Term Structure Models in Case of Transaction Costs. (2000). Nijman, Theo ; Melenberg, Bertrand ; Driessen, Joost.
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136. Daily Exchange Rate Behaviour and Hedging of Currency Risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles.
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137. Daily Exchange Rate Behaviour and Hedging of Currency Risk. (1999). van Dijk, Herman ; Bos, Charles ; Mahieu, Ronald J..
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138. Does intervention explain the forward discount puzzle?. (1997). Osterberg, William P..
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