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   RePEc:bca:bocawp:06-27.

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2. Modelling International Bond Markets with Affine Term Structure Models. (2005). Schneider, Paul ; Mosburger, Georg.
   In: Finance.
   RePEc:wpa:wuwpfi:0509003.

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3. Rational speculation and exchange rates. (2005). Duarte, Margarida ; Stockman, Alan C..
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:52:y:2005:i:1:p:3-29.

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4. How Did It Happen?. (2004). Brennan, Michael.
   In: University of California at Los Angeles, Anderson Graduate School of Management.
   RePEc:cdl:anderf:qt1047x6kv.

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1. Specification Analysis of International Treasury Yield Curve Factors. (2014). Tiozzo Pezzoli, Luca ; Pegoraro, Fulvio ; Siegel, A. F..
   In: Working papers.
   RePEc:bfr:banfra:490.

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2. Explaining the returns of active currency managers. (2011). Rehman, Scheherazade S ; Nasypbek, Sam .
   In: BIS Papers chapters.
   RePEc:bis:bisbpc:58-11.

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

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4. 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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5. Estimates of foreign exchange risk premia: a pricing kernel approach. (2008). Panigirtzoglou, Nikolaos ; Cappiello, Lorenzo.
   In: Empirical Economics.
   RePEc:spr:empeco:v:35:y:2008:i:3:p:475-495.

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6. Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets. (2008). Wagner, Christian.
   In: Working Papers.
   RePEc:onb:oenbwp:143.

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7. On the Need for a New Approach to Analyzing Monetary Policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:14260.

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8. On the need for a new approach to analyzing monetary policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
   In: Staff Report.
   RePEc:fip:fedmsr:412.

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9. Time-varying risk, interest rates, and exchange rates in general equilibrium. (2008). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
   In: Staff Report.
   RePEc:fip:fedmsr:371.

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10. If exchange rates are random walks, then almost everything we say about monetary policy is wrong. (2008). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:2008:i:jul:p:2-9:n:v.32no.1.

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11. Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing. (2008). Lebedinsky, Alex.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:6:y:2008:i:15:p:1-14.

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12. Multivariate Feller conditions in term structure models: Why do(nt) we care?. (2008). Spreij, Peter ; Veerman, Enno.
    In: Working Papers.
    RePEc:dnb:dnbwpp:173.

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13. Stochastic Discount Factor Approach to International Risk-Sharing:A Robustness Check of the Bilateral Setting. (2007). Kool, Clemens ; Hadzi-Vaskov, Metodij ; Clemens J. M. Kool, .
    In: Working Papers.
    RePEc:use:tkiwps:0734.

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14. Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes. (2007). Kool, Clemens ; Hadzi-Vaskov, Metodij ; Clemens J. M. Kool, .
    In: Working Papers.
    RePEc:use:tkiwps:0733.

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15. high level of international risk sharing when the productivity growth contains long run risk. (2007). Chang, Yanqin.
    In: MPRA Paper.
    RePEc:pra:mprapa:4476.

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16. Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models. (2007). Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton ; Gallmeyer, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13245.

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17. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs. (2007). Roche, Maurice ; Moore, Michael.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n1750507.

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18. Limits to international arbitrage: an empirical evaluation. (2007). Dewachter, Hans ; Smedts, Kristien.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:3:p:273-285.

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19. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Laseen, Stefan ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0203.

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20. Arbitrage-free bond pricing with dynamic macroeconomic models. (2007). Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton ; Gallmeyer, Michael.
    In: Review.
    RePEc:fip:fedlrv:y:2007:i:jul:p:305-326:n:v.89no.4.

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21. Irving Fisher, Expectational Errors, and the UIP Puzzle. (2007). Mahieu, Ronald ; Lothian, James ; Pownall, Rachel ; Campbell, Rachel ; Koedijk, Kees.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6294.

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22. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Laseen, Stefan ; Linde, Jesper.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6027.

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23. The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk. (2007). Verdelhan, Adrien ; Lustig, Hanno.
    In: American Economic Review.
    RePEc:aea:aecrev:v:97:y:2007:i:1:p:89-117.

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24. Foreign Exchange Risk Premium Determinants: Case of Armenia. (2006). Poghosyan, Tigran ; Kočenda, Evžen.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2006-811.

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25. The Returns to Currency Speculation. (2006). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12489.

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26. Incomplete information processing: a solution to the forward discount puzzle. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
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    RePEc:fip:fedfwp:2006-35.

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27. The Returns to Currency Speculation. (2006). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5883.

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28. 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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29. A Habit-Based Explanation of the Exchange Rate Risk Premium. (2006). Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-047.

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30. The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk. (2006). Verdelhan, Adrien ; Lustig, Hanno.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-045.

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31. Complementarities in information acquisition with short-term trades. (2006). Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-042.

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32. Affine term structure models for the foreign exchange risk premium. (2006). Benati, Luca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:291.

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33. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-27.

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34. Modelling International Bond Markets with Affine Term Structure Models. (2005). Schneider, Paul ; Mosburger, Georg.
    In: Finance.
    RePEc:wpa:wuwpfi:0509003.

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35. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference. (2005). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0305.

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36. Rational Inattention: A Solution to the Forward Discount Puzzle. (2005). van Wincoop, Eric ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5261.

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37. Let’s Take a Break: Trends and Cycles in US Real GDP?. (2005). Wada, Tatsuma ; Perron, Pierre ; Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-031.

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38. Monetary Policy and the Volatility of Real Exchange Rates in New Zealand. (2004). West, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10280.

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39. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis. (2004). West, Kenneth ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp04-03.

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40. Nonlinearity in the Term Structure. (2004). Kim, Dong Heon.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:440.

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41. Uncovered Interest Rate Parity Over the Past Two Centuries. (2003). Wu, Liuren ; Lothian, James.
    In: International Finance.
    RePEc:wpa:wuwpif:0311009.

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42. A Theory of Exchange Rates and the Term Structure of Interest Rates. (2003). Ogaki, Masao ; Lim, Hyoung-Seok .
    In: RCER Working Papers.
    RePEc:roc:rocher:504.

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43. Monetary policy and the volatility of real exchange rates in New Zealand. (2003). West, Kenneth.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2003/09.

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44. Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility. (2003). Scaillet, Olivier.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2003-29.

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45. Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus.
    In: Finance.
    RePEc:wpa:wuwpfi:0207015.

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46. Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus.
    In: Finance.
    RePEc:wpa:wuwpfi:0207014.

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47. Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect. (2002). Engel, Charles ; Devereux, Michael.
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    RePEc:nbr:nberwo:8858.

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48. Uncovered Interest Rate Parity and the Term Structure. (2002). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
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    RePEc:nbr:nberwo:8795.

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49. Affine Processes and Application in Finance. (2002). Duffie, Darrell ; Schachermayer, W. ; Filipovic, D..
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50. Less of a puzzle: a new look at the forward forex market. (1999). Roche, Maurice ; Moore, Michael.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n910799.

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