1. The euro to dollar exchange rate in the Covid‐19 era: Evidence from spectral causality and Markov‐switching estimation. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Melissaropoulos, Ioannis G.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2037-2055.

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2. Determinants of the exchange rate, its volatility and currency crash risk in Africas low and lower middle-income countries. (2022). Ruiz, Daniel Perez ; Kaltenbrunner, Annina ; Okot, Anjelo.
   In: EIB Working Papers.
   RePEc:zbw:eibwps:202212.

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3. A structural analysis of foreign exchange markets in sub-Saharan Africa. (2022). Ruiz, Daniel Perez ; Kaltenbrunner, Annina ; Okot, Anjelo.
   In: EIB Working Papers.
   RePEc:zbw:eibwps:202211.

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4. The Dynamic Effects of Oil Price Shocks on Exchange Rates—From a Time-Varying Perspective. (2022). Gao, Wang ; Li, Ting ; Yang, Shixiong ; Zhang, Rufei.
   In: Sustainability.
   RePEc:gam:jsusta:v:14:y:2022:i:14:p:8452-:d:859875.

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5. Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates. (2022). Schienle, Melanie ; Gorgen, Konstantin ; Nazemi, Abdolreza.
   In: Papers.
   RePEc:arx:papers:2206.06026.

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6. The cross-section of currency volatility premia. (2021). Kozhan, Roman ; della Corte, Pasquale ; Neuberger, Anthony.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:139:y:2021:i:3:p:950-970.

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7. Carry trade and capital market returns in South Africa. (2020). Bonga-Bonga, Lumengo ; Rangoanana, Motena Sefora.
   In: MPRA Paper.
   RePEc:pra:mprapa:98607.

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8. Veiled Expectations: The Heterogeneous Impact of Exchange Rate Shocks at the Sectoral-Level. (2020). Suah, Jing Lian.
   In: MPRA Paper.
   RePEc:pra:mprapa:109086.

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9. The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies. (2020). Daglis, Theodoros ; Pasiouras, Alexandros.
   In: European Research Studies Journal.
   RePEc:ers:journl:v:xxiii:y:2020:i:special2:p:352-361.

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10. The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model. (2020). Iseringhausen, Martin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:275-292.

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11. Safehavenness of the Chinese renminbi. (2020). Fong, Tom ; Tong, Alfred Yun.
    In: International Finance.
    RePEc:bla:intfin:v:23:y:2020:i:2:p:215-233.

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12. Prudence and preference for flexibility gain. (2019). Danau, Daniel.
    In: Economics Working Paper Archive (University of Rennes & University of Caen).
    RePEc:tut:cremwp:2018-05.

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13. A New Regression-Based Tail Index Estimator. (2019). Rodrigues, Paulo ; Nicolau, Joo.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:101:y:2019:i:4:p:667-680.

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14. Liability-driven investment and pension fund exposure to emerging markets: A Minskyan analysis. (2019). Bonizzi, Bruno.
    In: Environment and Planning A.
    RePEc:sae:envira:v:51:y:2019:i:2:p:420-439.

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15. Sentiment-induced regime switching in density forecasts of emerging markets’ exchange rates. Calibrated simulation trumps estimated autoregression. (2019). Jaworski, Krystian.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:50:y:2019:i:1:p:83-106.

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16. Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period. (2019). Kouki, Sonia.
    In: Journal of Academic Finance.
    RePEc:jaf:journl:v:10:y:2019:i:2:n:318.

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17. Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period. (2019). Kouki, Sonia.
    In: Journal of Academic Finance.
    RePEc:jaf:journl:v:10:y:2019:i:2:n:255.

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18. Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). TAN, LE ; Nguyen, Duc Khuong ; Martin, Franck.
    In: Economics Working Paper Archive (University of Rennes & University of Caen).
    RePEc:tut:cremwp:2018-04.

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19. THE TIME-VARYING ASYMMETRY OF EXCHANGE RATE RETURNS: A STOCHASTIC VOLATILITY – STOCHASTIC SKEWNESS MODEL. (2018). Iseringhausen, Martin.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:18/944.

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20. Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). TAN, LE ; Nguyen, Duc Khuong ; Martin, Franck ; Le, Tan.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01806733.

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

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22. Does higher openness cause more real exchange rate volatility?. (2018). Kubota, Megumi ; Calderon, Cesar.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:110:y:2018:i:c:p:176-204.

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23. Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach. (2018). Tachibana, Minoru.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:35:y:2018:i:c:p:82-96.

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24. The Fragility of Emerging Currencies Since the 2000s - a Minskyan Analysis. (2017). Ramos, Raquel.
    In: CEPN Working Papers.
    RePEc:upn:wpaper:2017-18.

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25. Trade Liberalization, Consumption, and Real Exchange Rate in Seven ASEAN+6 Countries. (2017). Setiawan, Sigit.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:9:y:2017:i:4:p:73-86.

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26. The Fragility of Emerging Currencies Since the 2000s: a Minskyan Analysis. (2017). Ramos, Raquel.
    In: CEPN Working Papers.
    RePEc:hal:cepnwp:hal-01619118.

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27. Challenges of Fiscal Policy in Emerging and Developing Economies. (2016). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1604.

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28. How safe are the safe haven assets?. (2016). Kopyl, Kateryna Anatoliyevna ; Lee, John Byong-Tek.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0277-5.

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29. The role of the swiss franc in Switzerland’s European stance. (2016). Vallet, Guillaume.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:35-44.

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30. Foreign exchange rate entropy evolution during financial crises. (2016). de Oliveira, Wilson ; Ludermir, Teresa ; Stosic, Tatijana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:449:y:2016:i:c:p:233-239.

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31. Intra-safe haven currency behavior during the global financial crisis. (2016). Yamamoto, Yohei ; Fatum, Rasmus.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:66:y:2016:i:c:p:49-64.

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32. What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis. (2016). Min, Hong-Ghi ; Shin, Sang-Ook ; McDonald, Judith A.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2016:v:17:i:2:min.

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33. Challenges of Fiscal Policy in Emerging and Developing Economies. (2016). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11347.

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34. Modeling Asymmetric Effect in African Currency Markets: Evidence from Kenya. (2015). Ayodeji, Idowu.
    In: Journal of Statistical and Econometric Methods.
    RePEc:spt:stecon:v:4:y:2015:i:3:f:4_3_2.

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35. A post Keynesian framework of exchange rate determination: a Minskyan approach. (2015). Kaltenbrunner, Annina.
    In: Journal of Post Keynesian Economics.
    RePEc:mes:postke:v:38:y:2015:i:3:p:426-448.

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36. Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013. (2015). Fong, Tom ; Hui, Cho-Hoi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:174-190.

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37. A common jump factor stochastic volatility model. (2015). Mauad, Roberto ; Laurini, Márcio.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:12:y:2015:i:c:p:2-10.

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38. Empirical dynamics of emerging financial markets during the global mortgage crisis. (2015). Aktug, Rahmi Erdem.
    In: Borsa Istanbul Review.
    RePEc:bor:bistre:v:15:y:2015:i:1:p:17-36.

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39. Examining the Return–Volatility Relation for Foreign Exchange: Evidence from the Euro VIX. (2014). Daigler, Robert T. ; Pavlova, Ivelina ; Hibbert, Ann Marie.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:34:y:2014:i:1:p:74-92.

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40. THE IMPACT OF THE FINANCIAL CRISIS ON LONG MEMORY: EVIDENCE FROM EUROPEAN BANKING INDICES. (2014). Maria, Pece Andreea ; Ecaterina, Oros Olivera ; Sorina, Mihut Ioana .
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:1:y:2014:i:1:p:781-788.

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41. The macroeconomic policy in a social-developmentalist strategy. (2014). Rossi, Pedro ; Biancarelli, Andrei .
    In: Competence Centre on Money, Trade, Finance and Development.
    RePEc:mtf:wpaper:1406.

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42. Looking at the other side of carry trades: Are there any safe haven currencies?. (2014). Guillaumin, Cyriac ; Coudert, Virginie ; Raymond, Helene.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141355.

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43. Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison. (2014). Fawson, Chris ; Chen, Mei-Ling ; Wang, Kai-Li ; Wu, An-Chi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:27:y:2014:i:c:p:115-137.

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44. Looking at the other side of carry trades: Are there any safe haven currencies?. (2014). Guillaumin, Cyriac ; Coudert, Virginie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2014-13.

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45. Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?. (2014). Guillaumin, Cyriac ; Coudert, Virginie ; Raymond, Helene.
    In: Working Papers.
    RePEc:cii:cepidt:2014-03.

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46. Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies. (2014). Yang, Minxian ; Wang, Jianxin ; Gochoco-Bautista, Maria Socorro.
    In: The World Economy.
    RePEc:bla:worlde:v:37:y:2014:i:6:p:811-833.

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47. Currency Boards when Interest Rates are Zero. (2014). Yetman, James ; Cook, David.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:19:y:2014:i:1:p:135-151.

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48. The Run On Repo and the Liquidity Shortage Problems of the Current Global Financial Crisis: Europe vs. The US. (2013). Moro, Beniamino.
    In: Ekonomi-tek - International Economics Journal.
    RePEc:tek:journl:v:2:y:2013:i:1:p:41-77.

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49. Time Variation in Asset Price Responses to Macro Announcements. (2013). Grisse, Christian ; Goldberg, Linda.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19523.

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50. Gauging the Safehavenness of Currencies. (2013). Fong, Tom ; Wong, Alfred.
    In: Working Papers.
    RePEc:hkm:wpaper:132013.

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51. Time variation in asset price responses to macro announcements. (2013). Grisse, Christian ; Goldberg, Linda.
    In: Staff Reports.
    RePEc:fip:fednsr:626.

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52. Reassessing the link between the Japanese yen and emerging Asian currencies. (2013). Min, Hong-Ghi ; Kim, Hyeongwoo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:306-326.

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53. The “forward premium puzzle” and the sovereign default risk. (2013). Mignon, Valérie ; Coudert, Virginie.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:491-511.

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54. The interbank market after the financial turmoil: Squeezing liquidity in a “lemons market” or asking liquidity “on tap”. (2013). De Socio, Antonio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:5:p:1340-1358.

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55. Managing Capital Accounts in Emerging Markets: Lessons from the Global Financial Crisis. (2012). Gabor, Daniela.
    In: Journal of Development Studies.
    RePEc:taf:jdevst:v:48:y:2012:i:6:p:714-731.

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56. Getting beyond carry trade: What makes a safe haven currency?. (2012). Stracca, Livio ; Habib, Maurizio M..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:87:y:2012:i:1:p:50-64.

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57. Paradigm shift? A critique of the IMF’s new approach to capital controls. (2011). Gabor, Daniela.
    In: Working Papers.
    RePEc:uwe:wpaper:1109.

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58. European exchange rates volatility and its asymmetrical components during the financial crisis. (2011). Stavarek, Daniel.
    In: MENDELU Working Papers in Business and Economics.
    RePEc:men:wpaper:17_2011.

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59. The “Forward Premium Puzzle” and the Sovereign Default Risk. (2011). Mignon, Valérie ; Coudert, Virginie.
    In: Working Papers.
    RePEc:cii:cepidt:2011-17.

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60. Limpact des crises financières globales sur les marchés des changes des pays émergents. (2011). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
    In: Revue économique.
    RePEc:cai:recosp:reco_623_0451.

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61. Reassessing the Link between the Japanese Yen and Emerging Asian Currencies. (2011). Min, Hong-Ghi ; Kim, Hyeongwoo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2011-05.

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62. Kuresel Kriz Doneminde TCMB€™nin Faiz Kararlarinin Kur Uzerindeki Etkisine Dair Bir Analiz. (2010). Kanlı, İbrahim ; Gulsen, Eda ; Kaya, Neslihan ; Kanli, Ibrahim Burak .
    In: CBT Research Notes in Economics.
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63. Carry Trade, Forward Premium Puzzle and Currency Crisis. (2010). Kaizoji, Taisei.
    In: MPRA Paper.
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64. The New Zealand dollar through the global financial crisis. (2010). Wallis, Zoe ; Cassino, Enzo.
    In: Reserve Bank of New Zealand Bulletin.
    RePEc:nzb:nzbbul:sept2010:2.

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65. Exchange Rate Flexibility across Financial Crises. (2010). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
    In: CEPN Working Papers.
    RePEc:hal:cepnwp:hal-00845254.

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1. Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata.
   In: SAGE Open.
   RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200.

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2. Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

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3. EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova.
   In: Papers.
   RePEc:arx:papers:2408.13214.

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4. TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries. (2023). ARI, Yakup ; Yakup, Ari ; Nesrin, Akbulut.
   In: Folia Oeconomica Stetinensia.
   RePEc:vrs:foeste:v:23:y:2023:i:2:p:1-23:n:20.

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5. Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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6. Sentiment-induced regime switching in density forecasts of emerging markets’ exchange rates. Calibrated simulation trumps estimated autoregression. (2019). Jaworski, Krystian.
   In: Bank i Kredyt.
   RePEc:nbp:nbpbik:v:50:y:2019:i:1:p:83-106.

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7. Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators. (2018). Shi, YU ; Xu, Xiangyun ; Liao, Jia.
   In: IJFS.
   RePEc:gam:jijfss:v:6:y:2018:i:3:p:61-:d:154226.

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8. Hidden Markov model analysis of extreme behaviors of foreign exchange rates. (2018). Liu, Wei-Han.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:503:y:2018:i:c:p:1007-1019.

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9. The RMB central parity formation mechanism: August 2015 to December 2016. (2018). Tsang, Andrew ; Cheung, Yin-Wong ; Hui, Cho-Hoi.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:86:y:2018:i:c:p:223-243.

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10. An examination of the REIT return–implied volatility relation: a frequency domain approach. (2017). Anoruo, Emmanuel.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:41:y:2017:i:3:d:10.1007_s12197-016-9378-2.

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11. The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis. (2017). Tsang, Andrew ; Cheung, Yin-Wong ; Hui, Cho-Hoi.
    In: Working Papers.
    RePEc:hkm:wpaper:062017.

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12. The Renminbi central parity : An empirical investigation. (2017). Tsang, Andrew ; Cheung, Yin-Wong ; Hui, Cho-Hoi.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2017_007.

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13. The role of the swiss franc in Switzerland’s European stance. (2016). Vallet, Guillaume.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:35-44.

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14. An Application of Asymmetric Toda Yamamoto Causality on Exchange Rate-inflation Differentials in Emerging Economies. (2016). Umar, Mohammed ; Dahalan, Jauhari.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-02-8.

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15. The Renminbi Central Parity: An Empirical Investigation. (2016). Tsang, Andrew ; Cheung, Yin-Wong ; Hui, Cho-Hoi.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5963.

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16. Understanding the common dynamics of the emerging market currencies. (2015). Tekatli, Necati ; Chadwick, Meltem ; Fazilet, Fatih .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:49:y:2015:i:c:p:120-136.

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17. Examining the Return–Volatility Relation for Foreign Exchange: Evidence from the Euro VIX. (2014). Daigler, Robert T. ; Pavlova, Ivelina ; Hibbert, Ann Marie.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:34:y:2014:i:1:p:74-92.

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18. Effects of additional monetary tightening on exchange rates. (2014). Taskin, Temel ; Oduncu, Arif ; Ermisoglu, Ergun ; Akcelik, Yasin.
    In: Eurasian Economic Review.
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19. The onshore-offshore interaction of RMB market: a high-frequency analysis. (2014). Liu, Tao.
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20. The Usefulness of Financial Variables in Predicting Exchange Rate Movements. (2014). Rossi, Jose ; Rossi, Jose Luiz Junior, .
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21. Inflation and Market Uncertainty in South Africa. (2014). Burger, Philippe.
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22. Non-deliverable forwards: 2013 and beyond. (2014). Shu, Chang ; McCauley, Robert ; Ma, Guonan.
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23. Reassessing the link between the Japanese yen and emerging Asian currencies. (2013). Min, Hong-Ghi ; Kim, Hyeongwoo.
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24. Summary of the discussion. (2012). Sinha, Anand.
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25. The Relationship between Currency Carry Trades and U.S. Stocks The article examines the relationship between daily returns of currency carry trades and U.S. stocks from January 1995 through September . (2011). Tse, Yiuman ; Zhao, Lin.
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26. The euro and the yen as anchor currencies before and during the financial crisis - comments on Mosss paper The euro: internationalised at birth and Takagis paper Internationalising the yen, 1984-2003:. (2011). McCauley, Robert N.
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27. Reassessing the Link between the Japanese Yen and Emerging Asian Currencies. (2011). Min, Hong-Ghi ; Kim, Hyeongwoo.
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28. Onshore and offshore market for Indian Rupee: recent evidence on volatility and shock spillover. (2010). Behera, Harendra.
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29. Carry Trade, Forward Premium Puzzle and Currency Crisis. (2010). Kaizoji, Taisei.
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30. Managing Recent Hot Money Inflows in Asia. (2010). McCauley, Robert N..
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31. Exchange rates during financial crises. (2010). Kohler, Marion.
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32. The Revenge of Purchasing Power Parity on Carry Trades during Crises. (2009). Drut, Bastien ; Brière, Marie ; Briere, Marie.
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33. EXCHANGE RATES AND VOLATILITY IN CENTRAL AND EASTERN EUROPE: A TEST FOR UNCOVERED INTEREST PARITY. (2009). Lavinia, HOROBET Alexandra ; Sorin-Adrian, DUMITRESCU ; Dan-Gabriel, DUMITRESCU .
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34. The Revenge of Purchasing Power Parity on Carry Trades during Crises. (2009). Briere, Marie ; Drut, Bastien.
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35. Dollar appreciation in 2008: safe haven, carry trades, dollar shortage and overhedging. (2009). McGuire, Patrick ; McCauley, Robert.
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36. Global Volatility and Forex Returns in East Asia. (2008). Kalra, Sanjay.
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37. Thailand: Selected Issues. (2008). International Monetary Fund, .
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38. Understanding Asian equity flows, market returns and exchange rates. (2008). Ho, Corrinne ; Chai-anant, Chayawadee .
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39. Relationship between the yen carry trade and the related financial variables. (2007). Nishigaki, Hideki.
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40. Relationship between the yen carry trade and the related financial variables. (2007). Nishigaki, Hideki.
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41. Evidence of carry trade activity. (2007). McGuire, Patrick ; Galati, Gabriele ; Heath, Alexandra .
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