This document has not been cited yet.

1. Bacchetta, Philipe, and Eric van Wincoop, 2010, Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle. American Economic Review, 100(3): 870-904.

2. BjÃrnland, Hilde, 2009, Monetary policy and exchange rate overshooting, Dornbusch was right after all. Journal of International Economics, 79(1): 64-77.
   Paper not yet in RePEc: Add citation now
   

3. Bouakez, Hafedh, and Michel Normandin, 2010, Fluctuations in the foreign exchange market: How important are monetary policy shocks?, Journal of International Economics, 81(1): 139-153.

4. Chung, Jaehun, and Hong, Yongmiao, 2007, Model-free evaluation of directional predictability in foreign exchange markets, Journal of Applied Econometrics, 22(5): 855-889.

5. Clarida, Richard, and Jordi Gali, 1994, Sources of real exchange-rate fluctuations: How important are nominal shocks? Carnegie-Rochester Series on Public Policy, 41: 1-56.

6. Cushman, David O., and Tao Zha, 1997, Identifying monetary policy in a small open economy under flexible exchange rates, The Journal of Monetary Economics, 39(3):433-448.

7. Distefano, Joseph J., Allen R. Stubberd and Ivan J. Williams, 1990, Feedback and Control Systems, 2nd edition, McGraw-Hill, New York.
   Paper not yet in RePEc: Add citation now
   

8. Dornbusch, Rudiger, 1976, Expectations and Exchange Rate Dynamics, Journal of Political Economy, 84( 6): 1161-1176.

9. Eichenbaum, Martin, and Charles L. Evans 1995, Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates. The Quarterly Journal of Economics, 110(4): 975-1009.

10. Faust, Jon, and John H. Rogers, 2003, Monetary policys role in exchange rate behavior.

11. Grilli, Vittorio, and Rouriel Roubini, 1996, Liquidity models in open economies: Theory and empirical evidence. European Economic Review, 40(3-5): 847-859.

12. Hong, Yongmiao, 1999, Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Denisty Approach, Journal of the American Statistical Association, 94(448): 1201-1220.
    Paper not yet in RePEc: Add citation now
    

13. Hong, Yongmiao, and Lee, Tae-Hwy, 2003 Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models, The Review of Economics and Statistics, 85(4): 1048-1062.

14. Hsieh, David A., 1989,Testing for Nonlinear Dependence in Daily Foreign Exchange Rates, Journal of Business, 62(3): 339-368.

15. Jang, Kyungho, and Masao Ogaki, 2004, The effects of monetary policy shocks on exchange rates:A structural vector error correction approach, Journal of the Japanese and International Economies, 18(1): 99-114.

16. Journal of Monetary Economics, 50(7): 1403-1424. Fong, Wai Mun, and Ouliaris, Sam, 1995, Spectral tests of the martingale hypothesis for exchange rates, Journal of Applied Econometrics, 10(3): 255-271.

17. Kalyvitis, Sarantis, and Alexander Michaelides, 2001, New evidence on the effects of US monetary policy on exchange rates. Economic Letters, 71(2): 255-263.

18. Kearns, Jonathan, 2007, Commodity Currencies: Why Are Exchange Rate Futures Biased if Commodity Futures Are Not?, The Economic Record, 83(260): 60-73.

19. Kim, Soyoung, 2003, Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework, Journal of International Economics, 60(2): 355-386.

20. Kim, Soyoung, 2005, Monetary policy, foreign exchange policy, and delayed overshooting. Journal of Money, Credit and Banking, 37(4): 775-782.

21. Kim, Soyoung, and Nouriel Roubini, 2000, Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach, The Journal of Monetary Economics, 45(3): 561-586.

22. Kuan, Chung-Ming, and Liu, Tung, 1995, Forecasting exchange rates using feed forward and recurrent neural networks, Journal of Applied Econometrics, 10(4): 347-364.

23. Landry, Anthony, 2009, Expectations and exchange rate dynamics: A state-dependent pricing approach, Journal of International Economics, 78(1): 60-71.

24. Leamer, Edward, 1983, Lets Take the Con Out of Econometrics, The American Economic Review, 73(1): 31-43.

25. Pippenger, John, 2008, Freely Floating Exchange Rates Do not Systematically Overshoot, Journal of International Finance and Economics, 8(4): 37-56.

26. Scholl, Almuth, and Harald Uhlig, 2008, New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates. Journal of International Economics, 76(1): 1-13.

1. The Chilean peso exchange-rate carry trade and turbulence. (2016). Cox, Paulo ; Carreno, Jose ; Carreo, Jose Gabriel .
   In: Revista CEPAL.
   RePEc:ecr:col070:41256.

   Full description at Econpapers || Download paper

2. Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
   In: Working Papers.
   RePEc:qmw:qmwecw:wp761.

   Full description at Econpapers || Download paper

3. Exchange Rates, Interest Rates, and the Risk Premium. (2015). Engel, Charles.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:21042.

   Full description at Econpapers || Download paper

4. 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.

   Full description at Econpapers || Download paper

5. Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:38:y:2015:i:c:p:79-96.

   Full description at Econpapers || Download paper

6. Foreign exchange market inefficiency and exchange rate anomalies. (2015). Miller, Norman C. ; Li, Jing.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:34:y:2015:i:c:p:311-320.

   Full description at Econpapers || Download paper

7. Exchange rates, expected returns and risk. (2014). Munro, Anella.
   In: Reserve Bank of New Zealand Discussion Paper Series.
   RePEc:nzb:nzbdps:2014/01.

   Full description at Econpapers || Download paper

8. The impact of monetary policy on the exchange rate: A high frequency exchange rate puzzle in emerging economies. (2014). Kohlscheen, Emanuel.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:44:y:2014:i:c:p:69-96.

   Full description at Econpapers || Download paper

9. Generating currency trading rules from the term structure of forward foreign exchange premia. (2014). Taylor, Mark ; Sager, Michael.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:44:y:2014:i:c:p:230-250.

   Full description at Econpapers || Download paper

10. Time-varying international diversification and the forward premium. (2014). Scheuring, Simon ; Jonen, Benjamin .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:40:y:2014:i:c:p:128-148.

    Full description at Econpapers || Download paper

11. The forward premium puzzle and the Euro. (2014). Nagayasu, Jun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:436-451.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

13. Robust control, informational frictions, and international consumption correlations. (2014). Young, Eric ; Nie, Jun ; Luo, Yulei.
    In: European Economic Review.
    RePEc:eee:eecrev:v:67:y:2014:i:c:p:1-27.

    Full description at Econpapers || Download paper

14. Anticipated Liquidity Shock and Financial Market Equilibrium. (2014). Kumar, Vikram.
    In: Working Papers.
    RePEc:dav:wpaper:14-08.

    Full description at Econpapers || Download paper

15. Carry Trade y Turbulencias Cambiarias con el Peso Chileno. (2014). Cox, Paulo ; Carreno, Jose ; Carreo, Jose.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:733.

    Full description at Econpapers || Download paper

16. The forward premium puzzle and the euro. (2013). Nagayasu, Jun.
    In: Working Papers.
    RePEc:str:wpaper:1317.

    Full description at Econpapers || Download paper

17. Funding Flows and Credit in Carry Trade Economies. (2013). Agrippino, Silvia Miranda ; Rey, Helene.
    In: RBA Annual Conference Volume (Discontinued).
    RePEc:rba:rbaacv:acv2013-13.

    Full description at Econpapers || Download paper

18. The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis. (2013). Nath, Golaka .
    In: MPRA Paper.
    RePEc:pra:mprapa:51591.

    Full description at Econpapers || Download paper

19. The Forward Premium Puzzle And The Euro. (2013). Nagayasu, Jun.
    In: MPRA Paper.
    RePEc:pra:mprapa:45746.

    Full description at Econpapers || Download paper

20. Exchange Rates and Interest Parity. (2013). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19336.

    Full description at Econpapers || Download paper

21. Carry. (2013). Vrugt, Evert ; Pedersen, Lasse ; koijen, ralph ; Moskowitz, Tobias J. ; Ralph S. J. Koijen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19325.

    Full description at Econpapers || Download paper

22. Forward-Rate Bias, Imperfect Knowledge, and Risk: Evidence from Developed and Developing Countries. (2013). Kozlova, Olesia.
    In: 2013 Papers.
    RePEc:jmp:jm2013:pko627.

    Full description at Econpapers || Download paper

23. Robust Control, Informational Frictions, and International Consumption Correlations. (2013). Young, Eric ; Nie, Jun ; Luo, Yulei.
    In: Working Papers.
    RePEc:hkm:wpaper:212013.

    Full description at Econpapers || Download paper

24. Are stock markets in Asia related to carry trade?. (2013). Tse, Yiuman ; Zhao, Lin ; Fung, Hung-Gay.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:25:y:2013:i:c:p:200-216.

    Full description at Econpapers || Download paper

25. Robustness and exchange rate volatility. (2013). Kasa, Kenneth ; Djeutem, Edouard.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:91:y:2013:i:1:p:27-39.

    Full description at Econpapers || Download paper

26. 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.

    Full description at Econpapers || Download paper

27. Monetary Policy Shifts and the Forward Discount Puzzle. (2013). Nikolsko-Rzhevskyy, Alex ; Jetter, Michael.
    In: Documentos de Trabajo de Valor Público.
    RePEc:col:000122:010729.

    Full description at Econpapers || Download paper

28. Real-Time Out-of-Sample Exchange Rate Predictability. (2013). Molodtsova, Tanya ; Ince, Onur.
    In: Working Papers.
    RePEc:apl:wpaper:13-03.

    Full description at Econpapers || Download paper

29. Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: Working Paper series.
    RePEc:rim:rimwps:09_12.

    Full description at Econpapers || Download paper

30. The Forward Premium Puzzle And Risk Premiums. (2012). Nagayasu, Jun.
    In: MPRA Paper.
    RePEc:pra:mprapa:42472.

    Full description at Econpapers || Download paper

31. Econometric Analysis of Present Value Models When the Discount Factor Is near One. (2012). West, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18247.

    Full description at Econpapers || Download paper

32. Conflicting evidence and decisions by agency professionals: an experimental test in the context of merger regulation. (2012). Zizzo, Daniel ; Menzies, Gordon ; Lyons, Bruce.
    In: Theory and Decision.
    RePEc:kap:theord:v:73:y:2012:i:3:p:465-499.

    Full description at Econpapers || Download paper

33. Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~12-12-01.

    Full description at Econpapers || Download paper

34. 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.

    Full description at Econpapers || Download paper

35. When does uncovered interest parity hold?. (2012). Roche, Maurice ; Moore, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:4:p:865-879.

    Full description at Econpapers || Download paper

36. Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684.

    Full description at Econpapers || Download paper

37. Econometric analysis of present value models when the discount factor is near one. (2012). West, Kenneth.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:171:y:2012:i:1:p:86-97.

    Full description at Econpapers || Download paper

38. Has the Euro changed the Business Cycle?. (2012). Müller, Gernot ; Jung, Philip ; Enders, Zeno ; Muller, Gernot.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9233.

    Full description at Econpapers || Download paper

39. Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8747.

    Full description at Econpapers || Download paper

40. The Fragility of Overshooting. (2012). Pippenger, John.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt4rd5j98c.

    Full description at Econpapers || Download paper

41. What Covered Interest Parity Implies about the Theory of Uncovered Interest Parity.. (2012). Pippenger, John.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt0zk6t2hj.

    Full description at Econpapers || Download paper

42. Systematic monetary policy and the forward premium puzzle. (2012). Tarashev, Nikola ; TAMBAKIS, DEMOSTHENES.
    In: BIS Working Papers.
    RePEc:bis:biswps:396.

    Full description at Econpapers || Download paper

43. End-of-the-year economic growth and time-varying expected returns. (2012). Møller, Stig ; Moller, Stig V. ; Rangvid, Jesper.
    In: CREATES Research Papers.
    RePEc:aah:create:2012-42.

    Full description at Econpapers || Download paper

44. The Forward Discount Puzzle: Identi cation of Economic Assumptions. (2011). Velasco, Carlos ; Moon, Seongman.
    In: Working Papers.
    RePEc:sgo:wpaper:1112.

    Full description at Econpapers || Download paper

45. Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules. (2011). Cheung, Yin-Wong ; Binici, Mahir.
    In: Working Papers.
    RePEc:hkm:wpaper:362011.

    Full description at Econpapers || Download paper

46. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
    In: Working Papers.
    RePEc:hkm:wpaper:272011.

    Full description at Econpapers || Download paper

47. The solution to the forward-bias puzzle. (2011). Pippenger, John.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:2:p:296-304.

    Full description at Econpapers || Download paper

48. A COMPLETE SOLUTION TO THE FORWARD-BIAS PUZZLE. (2011). Pippenger, John.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt5gq9z4j0.

    Full description at Econpapers || Download paper

49. Currency Momentum Strategies. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: BIS Working Papers.
    RePEc:bis:biswps:366.

    Full description at Econpapers || Download paper

50. The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies. (2011). Kohlscheen, Emanuel.
    In: Working Papers Series.
    RePEc:bcb:wpaper:259.

    Full description at Econpapers || Download paper

Report date: 2025-09-22 08:09:32 || Missing content? Let us know