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Currency returns and systematic risk. (2022). Ferreira, Alex ; Scatimburgo, Pedro ; Gonalves, Fernanda.
In: Manchester School.
RePEc:bla:manchs:v:90:y:2022:i:6:p:609-647.

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    RePEc:eee:ecolet:v:108:y:2010:i:1:p:55-57.

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  37. A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7791.

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  38. The Solution to the Forward-Bias and Related Puzzles. (2010). Pippenger, John E.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt6br3599r.

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  39. Puzzle solver. (2009). www.s-e-i.ch, deactivated account ; Christian, Mueller-Kademann .
    In: MPRA Paper.
    RePEc:pra:mprapa:19852.

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  40. Carry Trades and Global FX Volatility. (2009). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: MPRA Paper.
    RePEc:pra:mprapa:14728.

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  41. Crash Risk in Currency Markets. (2009). Verdelhan, Adrien ; Ranciere, Romain ; Gabaix, Xavier ; Fraiberger, Samuel Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15062.

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  42. From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers. (2009). Packer, Frank ; Baba, Naohiko.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:8:p:1350-1374.

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  43. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08. (2009). Packer, Frank ; Baba, Naohiko.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:1953-1962.

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  44. Does the law of one price hold in international financial markets? Evidence from tick data. (2009). Sarno, Lucio ; Rime, Dagfinn ; Akram, Qaisar.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:10:p:1741-1754.

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  45. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

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  46. The Forward-Bias Puzzle: A Solution Based on Covered Interest Parity. (2009). Pippenger, John.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt4dd1075r.

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  47. The Forward-Bias Puzzle: A Solution Based on Covered Interest Parity. (2009). Pippenger, John E.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt05d0t24b.

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  48. From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers. (2009). Packer, Frank ; Baba, Naohiko.
    In: BIS Working Papers.
    RePEc:bis:biswps:285.

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  49. FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value. (2008). Valente, Giorgio ; Fong, Wai-Ming ; Joseph K. W. Fung, .
    In: Working Papers.
    RePEc:hkm:wpaper:082008.

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  50. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08. (2008). Packer, Frank ; Baba, Naohiko.
    In: BIS Working Papers.
    RePEc:bis:biswps:267.

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