1. The development of local currency bond markets and uncovered interest rate parity. (2025). Park, Cyn-Young ; Shin, Kwanho.
   In: Journal of International Money and Finance.
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2. Exchange rate reaction to international organization loans and geopolitical preferences. (2025). Saadaoui, Jamel ; Oriola, Hugo.
   In: Economics Letters.
   RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000497.

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3. Global financial risk and uncovered interest parity premia in Central and Eastern Europe. (2025). Janus, Jakub.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000732.

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1. 5This procedure is coherent with the study of Albagli et al. (2024) which compares returns to short horizon investments in long-term bonds.
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2. Albagli, E., Ceballos, L., Claro, S., and Romero, D. (2024). Uip deviations: Insights from event studies. Journal of International Economics, 148:103877.

3. Alper, C. E., Ardic, O. P., and Fendoglu, S. (2009). The economics of the uncovered interest parity condition for emerging markets. Journal of Economic Surveys, 23(1):115–138.

4. Aysun, U. and Lee, S. (2013). The determinants of the deviations from the interest rate parity condition. Technical report.

5. Baker, S. R., Bloom, N., and Davis, S. J. (2016). Measuring economic policy uncertainty. The Quarterly Journal of Economics, 131(4):1593–1636.

6. Bansal, R. and Dahlquist, M. (2000). The forward premium puzzle: different tales from developed and emerging economies. Journal of international Economics, 51(1):115–144.

7. Berg, K. A. and Mark, N. C. (2018). Measures of global uncertainty and carrytrade excess returns. Journal of International Money and Finance, 88:212– 227.

8. Bhattarai, S., Chatterjee, A., and Park, W. Y. (2020). Global spillover effects of US uncertainty. Journal of Monetary Economics, 114:71–89.

9. Caldara, D., Iacoviello, M., Molligo, P., Prestipino, A., and Raffo, A. (2020). The economic effects of trade policy uncertainty. Journal of Monetary Economics, 109:38–59.
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10. CEPII Working Paper UIP deviations in times of uncertainty Andrews, S., Colacito, R., Croce, M. M., and Gavazzoni, F. (2024). Concealed carry. Journal of Financial Economics, forthcoming.
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11. CEPII Working Paper UIP deviations in times of uncertainty Reinhart, C. M. and Rogoff, K. S. (2010). Growth in a time of debt. American Economic Review, 100(2):573–78.
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12. Chinn, M. D. and Meredith, G. (2004). Monetary Policy and Long-Horizon Uncovered Interest Parity. IMF Staff Papers, 51(3):409–430.

13. Engel, C., Kazakova, K., Wang, M., and Xiang, N. (2022). A reconsideration of the failure of uncovered interest parity for the us dollar. Journal of International Economics, 136:103602.

14. Fama, E. F. (1984). Forward and spot exchange rates. Journal of monetary economics, 14(3):319–338.

15. Ferrara, L. and Yapi, J. (2022). Measuring exchange rate risks during periods of uncertainty. International Economics, 170:202–212.

16. Frankel, J. and Poonawala, J. (2010). The forward market in emerging currencies: Less biased than in major currencies. Journal of International Money and Finance, 29(3):585–598.

17. Husted, L., Rogers, J., and Sun, B. (2018). Uncertainty, currency excess returns, and risk reversals. Journal of International Money and Finance, 88(C):228– 241.

18. Ilzetzki, E., Reinhart, C. M., and Rogoff, K. S. (2019). Exchange arrangements entering the 21st century: Which anchor will hold? Quarterly Journal of Economics, 134(2):599–646.
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19. Ismailov, A. and Rossi, B. (2018). Uncertainty and deviations from uncovered interest rate parity. Journal of International Money and Finance, 88:242–259.

20. Jurado, K., Ludvigson, S. C., and Ng, S. (2015). Measuring uncertainty. American Economic Review, 105(3):1177–1216.

21. Kalemli-Özcan, nd Varela, L. (2021). Five facts about the UIP premium. Technical report, National Bureau of Economic Research.

22. Monthly 1995M01 - 2016M12 Püttmann (2018) Financial Uncertainty (FU) The aggregate of the volatility of statistical forecasts for a large number of financial series such as valuation ratios, growth rates of the aggregate dividends and prices, default and term spreads, yield spreads as well as risk factors like market risk premiums. US based indicator.
    Paper not yet in RePEc: Add citation now
    
23. Monthly 1995M01 - 2022M12 Jurado et al. (2015) Macroeconomic Uncertainty (MU) The aggregate of the volatility of statistical forecasts for a large number of macroeconomic time series like real output and income, employment and hours, real retail, manufacturing and trade sales, consumer spending, etc. The indicator is constructed by the factor augmented vector autoregression.US based indicator.
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24. Monthly 1995M01 - 2022M12 Jurado et al. (2015) Macroeconomic variables Interest Rates (short-run) 3-months Interest Rates on Government Bonds, Securities and Treasury Bills Monthly 1995M01 - 2023M03 International financial statistics (IMF) and DATASTREAM Interest Rates (long-run) 10 year government bond yields.
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25. Monthly 1995M01 - 2022M12 Jurado et al. (2015) Real Uncertainty (RU) Aggregates the volatility of statistical forecasts of the macroeconomic and financial series combined. US based indicator.
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26. Monthly 1995M01 - 2023M03 Baker et al. (2016) Trade Policy Uncertainty (TPU) TPU is also a text-based indicator for the US based on news related to trade policy uncertainty in the US. The index reflects automated text-search results of the electronic archives of 7 leading newspapers discussing trade policy uncertainty: Boston Globe, Chicago Tribune, Guardian, Los Angeles Times, New York Times, Wall Street Journal, and Washington Post Monthly 1995M01 - 2023M03 Caldara et al. (2020) Financial Stress (FS) Text-based indicator for the US based on titles of articles published in five US newspapers: the Boston Globe, Chicago Tribune, Los Angeles Times, Wall Street Journal and Washington Post.
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27. Monthly 1995M01 - 2023M03 FRED Economic data WUI The World Uncertainty is a text-based crisis indicator that is computed by counting the word ”uncertain” or similar words in the Economist Intelligence Unit country reports. The index measure uncertainty all over the world. It is the weighted average of 71 countries Monthly 2008M01 - 2023M03 Ahir et al. (2022) Monetary Policy Uncertainty (MPU) MPU is a text-based indicator for the US that counts the words associated with monetary policy uncertainty across hundreds of daily newspapers covered by Acess World News in the US.
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28. Püttmann, L. (2018). Patterns of panic: Financial crisis language in historical newspapers. Available at SSRN 3156287.
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1. Global financial risk and uncovered interest parity premia in Central and Eastern Europe. (2025). Janus, Jakub.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000732.

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2. UIP deviations in times of uncertainty: not all countries behave alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva.
   In: Working Papers.
   RePEc:inf:wpaper:2024.5.

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3. Do investors care about inflation risk? Evidence from global bond portfolio allocation. (2024). Ceballos, Luis ; Ng, Oscar.
   In: Economics Letters.
   RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524004397.

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4. UIP deviations in times of uncertainty: Not all countries behave alike. (2024). Perego, Erica ; Gole, Purva ; Turcu, Camelia.
   In: Economics Letters.
   RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400332x.

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5. Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Garcia-Revelo, Jose ; Levieuge, Gregory.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2024-13.

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6. UIP Deviations in Times of Uncertainty: Not all Countries Behave Alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva.
   In: Working Papers.
   RePEc:cii:cepidt:2024-09.

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7. Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence. (2022). Nazlioglu, Saban ; Altuntas, Mehmet ; Kucukkaplan, Ilhan ; Kilic, Emre.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001301.

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8. Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach. (2022). Nepal, Rabindra ; Jayanthakumaran, Kankesu ; Bhatta, Guna Raj ; Harvie, Charles.
   In: Journal of Asian Economics.
   RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000811.

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9. A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium. (2021). Frömmel, Michael ; Afat, Dinçer ; Frommel, Michael.
   In: Open Economies Review.
   RePEc:kap:openec:v:32:y:2021:i:3:d:10.1007_s11079-020-09605-3.

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10. Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1165.

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

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12. Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Schreiber, Ben ; Mantzura, Ariel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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13. Rol de inversionistas institucionales domésticos sobre la volatilidad de tasas soberanas de economías emergentes. (2019). Sagner, Andres ; Alvarez, Nicolas ; Fernandois, Antonio.
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:22:y:2019:i:1:p:082-101.

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14. Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

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15. Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek.
    In: Review of International Economics.
    RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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16. Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks. (2017). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan.
    In: Review of International Economics.
    RePEc:bla:reviec:v:25:y:2017:i:4:p:695-710.

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17. Co-movement of Exchange Rates with Interest Rate Differential, Risk Premium and FED Policy in �Fragile Economies�. (2016). Yılmaz, Erdal ; Ozmen, Utku.
    In: Working Papers.
    RePEc:tcb:wpaper:1621.

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18. Uncovered Interest Parity in Central and Eastern Europe: Sample, Expectations and Structural Breaks. (2015). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan.
    In: Working Papers.
    RePEc:shf:wpaper:2015014.

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19. Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks. (2015). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2015-4.

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20. Tests of Rationality in Turkish Foreign Exchange Market. (2014). Turguttopbas, Neslihan.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:14:y:2014:i:2:p:65-78.

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21. The precise form of financial integration: Empirical evidence for selected Asian countries. (2014). Gan, Pei-Tha.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:42:y:2014:i:c:p:208-219.

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22. 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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23. Sustainability of convergence in the context of macro-prudential policies in the European Union. (2013). Morar Triandafil, Cristina.
    In: Working Papers of National Institute for Economic Research.
    RePEc:ror:wpince:130618.

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24. 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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25. Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2012). Yesin, Pinar ; Ongena, Steven ; Brown, Martin.
    In: Working Papers.
    RePEc:snb:snbwpa:2012-05.

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26. Exploring dimensions of regional economic integration in East Asia: More than the sum of its parts?. (2012). Cavoli, Tony.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:23:y:2012:i:6:p:643-653.

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27. Does Uncovered Interest Rate Parity Hold in Turkey?. (2012). Karahan, Ozcan ; Olak, Olcay.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2012-04-2.

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28. A structural VARX modelling of international parities between China and Japan in the liberalization era. (2012). Chan, Tze-Haw ; Hooy, Chee-Wooi ; Baharumshah, Ahmad Zubaidi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00438.

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29. Testing Uncovered Interest Rate Parity Using LIBOR. (2012). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3839.

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30. Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2011). Yesin, Pinar ; Ongena, Steven ; Brown, Martin.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:ebc0da7f-1886-4209-a528-d665054bdac4.

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31. Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2011). Yesin, Pinar ; Ongena, Steven ; Brown, Martin.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:08c5de21-1bff-41eb-929f-5451e95c986d.

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32. Information Asymmetry and Foreign Currency Borrowing by Small Firms. (2011). Yesin, Pinar ; Ongena, Steven ; Brown, Martin.
    In: Discussion Paper.
    RePEc:tiu:tiucen:08c5de21-1bff-41eb-929f-5451e95c986d.

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33. Measuring Financial Market Integration over the Long Run: Is there a U-Shape?. (2011). Volosovych, Vadym.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110018.

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34. A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era. (2011). Chan, Tze-Haw.
    In: MPRA Paper.
    RePEc:pra:mprapa:32955.

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35. Measuring financial market integration over the long run: Is there a U-shape?. (2011). Volosovych, Vadym.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1535-1561.

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36. The risk adjusted uncovered equity parity. (2011). Kim, Heeho.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1491-1505.

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37. The precise form of uncovered interest parity: A heterogeneous panel application in ASEAN-5 countries. (2011). Tang, Kin-Boon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:568-573.

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38. The precise form of uncovered interest parity: A heterogeneous panel application in ASEAN-5 countries. (2011). Tang, Kin-Boon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:568-573.

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39. Foreign Currency Borrowing by Small Firms. (2009). Yesin, Pinar ; Ongena, Steven ; Brown, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7540.

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