1. Obtaining Accurate Gold Prices. (2024). Sinha, Amit K.
   In: Commodities.
   RePEc:gam:jcommo:v:3:y:2024:i:1:p:8-126:d:1356330.

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2. Research on safe-haven currencies under global uncertainty —A new perception based on the East Asian market. (2024). Lu, Changrong ; Yu, Fandi ; Li, Jiaxiang.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000851.

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3. .

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4. Multifrequency network for SADC exchange rate markets using EEMD-based DCCA. (2022). Moyo, Simiso ; Gill, Ryan ; Kyei, Kwabena ; Gyamfi, Emmanuel N ; Adam, Anokye M.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09560-w.

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5. The Dynamic Typology in the Development Process of Credit Union Movements. (2022). Wang, Ming-Chieh ; Lin, Lin ; Kang, Chien-Min.
   In: IJFS.
   RePEc:gam:jijfss:v:10:y:2022:i:2:p:29-:d:806259.

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6. Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects. (2022). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:79:y:2022:i:c:p:694-715.

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7. Out‐of‐sample performance of bias‐corrected estimators for diffusion processes. (2021). Guo, Ziyi.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:40:y:2021:i:2:p:243-268.

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8. Can country-specific interest rate factors explain the forward premium anomaly?. (2021). Tzavalis, Elias ; Smyrnakis, Dimitris ; Argyropoulos, Efthymios.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-020-09509-5.

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9. Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?. (2021). Kunkler, Michael.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302751.

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10. Exchange Rate Effects on International Commercial Trade Competitiveness. (2018). Firtescu, Bogdan ; Bostan, Ionel ; Toderacu, Carmen.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:19-:d:140015.

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11. International house price cycles, monetary policy and credit. (2017). Bauer, Gregory.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

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12. Modeling the exchange rate using price levels and country risk. (2015). Regős, Gábor ; Zhang, Xibin ; Regs, Gabor.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:3:y:2015:i:1:p:1056928.

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13. A Quadratic Kalman Filter. (2015). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:1:p:43-56.

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14. Can interest rate factors explain exchange rate fluctuations?. (2014). Yung, Julieta.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:207.

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15. Dynamic Relations between Stock Returns and Exchange Rate Changes. (2014). Inci, Can A ; Lee, Bong Soo.
    In: European Financial Management.
    RePEc:bla:eufman:v:20:y:2014:i:1:p:71-106.

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16. An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia.. (2014). Mouabbi, Sarah.
    In: Working papers.
    RePEc:bfr:banfra:527.

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17. THE INFLUENCE OF ECONOMIC CONDITIONS IN ROMANIA ON THE RELATION BETWEEN INFLATION AND THE RON EXCHANGE RATE. (2014). Toderascu, Carmen.
    In: Journal of Public Administration, Finance and Law.
    RePEc:aic:jopafl:y:2014:v:5:p:221-228.

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18. Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Does Macroeconomic Factors Imply Better Out-of-Sample Forecasts?. (2012). Matsuda, Yasumasa ; Tsukuda, Yoshihiko.
    In: TERG Discussion Papers.
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19. Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: Working Paper series.
    RePEc:rim:rimwps:10_12.

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20. Relationship Between GDP, Inflation and Real Interest Rate with Exchange Rate Fluctuation of African Countries. (2012). Abbas, Qaisar ; Iqbal, Javid.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:2:y:2012:i:3:p:132-141.

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21. Bond risk premia, macroeconomic fundamentals and the exchange rate. (2012). Taboga, Marco ; Pericoli, Marcello.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:22:y:2012:i:1:p:42-65.

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22. Properties of foreign exchange risk premiums. (2012). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:2:p:279-310.

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23. A risk-driven approach to exchange rate modelling. (2012). Welfe, Aleksander ; Kabowski, Piotr .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1473-1482.

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24. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-5.

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25. A Risk-Driven Approach to Exchange-Rate Modelling. (2011). Welfe, Aleksander ; Keblowski, Piotr.
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    RePEc:wse:wpaper:57.

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26. A Macro-Finance Approach to Exchange Rate Determination. (2011). Tsang, Kwok Ping ; Chen, Yu-Chin.
    In: Working Papers.
    RePEc:hkm:wpaper:012011.

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27. A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates. (2011). Ng, David ; LI, HAITAO ; Egorov, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:1:p:55-70.

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28. Properties of Foreign Exchange Risk Premiums. (2011). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8503.

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29. A Macro-Finance Approach to Exchange Rate Determination. (2010). Tsang, Kwok Ping ; Chen, Yu-chin.
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    RePEc:udb:wpaper:uwec-2009-24-r.

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

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31. Optimal investment strategies in an international economy with stochastic interest rates. (2010). Larsen, Linda Sandris.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:1:p:145-165.

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32. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation. (2009). Zhang, Xibin ; King, Maxwell ; Brooks, Robert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:1:p:21-32.

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33. Bond risk premia, macroeconomic fundamentals and the exchange rate. (2008). Taboga, Marco ; Pericoli, Marcello.
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    RePEc:pra:mprapa:9523.

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34. Is the forward bias economically small? Evidence from European rates. (2008). Wu, Xueping ; Sercu, Piet ; Vandebroek, Martina.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:8:p:1284-1302.

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35. The Japanese yen futures returns, spot returns, and the risk premium. (2008). Inci, Ahmet Can.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:18:y:2008:i:3:p:385-399.

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36. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). Zhang, Xibin ; King, Maxwell ; Brooks, Robert D.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2007-11.

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37. Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates. (2007). Darvas, Zsolt ; Schepp, Zoltn ; Rappai, Gbor.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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38. Currency futures-spot basis and risk premium. (2007). Lu, Biao ; Inci, Ahmet Can.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:2:p:180-197.

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39. US-Swiss term structures and exchange rate dynamics. (2007). Inci, Ahmet Can.
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    RePEc:eee:glofin:v:18:y:2007:i:2:p:270-288.

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40. Co‐integrating currencies and yield differentials. (2006). Inci, Ahmet Can.
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    RePEc:wly:revfec:v:15:y:2006:i:2:p:159-175.

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41. Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage. (2006). Dong, Sen.
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42. Co-integrating currencies and yield differentials. (2006). Inci, Ahmet Can.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:15:y:2006:i:2:p:159-175.

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43. Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates. (2006). Darvas, Zsolt ; Zoltán Schepp, ; Gábor Rappai, .
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44. Modelling International Bond Markets with Affine Term Structure Models. (2005). Schneider, Paul ; Mosburger, Georg.
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45. ERM effects on currency spot and futures markets. (2005). Inci, Ahmet Can.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:16:y:2005:i:2:p:145-163.

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1. The Economic Impact of Oil on Industry Portfolios. (2013). Casassus, Jaime ; Higuera, Freddy .
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2. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
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3. Yield curve in an estimated nonlinear macro model. (2009). Doh, Taeyoung.
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4. A Simple Model of the Nominal Term Structure of Interest Rates. (2008). Wirjanto, Tony ; Choi, Yougsoo.
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5. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
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6. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
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7. On the Generalized Brownian Motion and its Applications in Finance. (2008). Høg, Esben ; Frederiksen, Per ; Hog, Esben ; Schiemert, Daniel .
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8. Zero bound, option-implied PDFs, and term structure models. (2008). Kim, Don H..
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9. Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing. (2008). Lebedinsky, Alex.
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10. Econometric Asset Pricing Modelling.. (2008). Pegoraro, Fulvio ; Monfort, Alain ; Bertholon, H..
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11. Extended-Gaussian Term Structure Models and Credit Risk Applications. (2007). Realdon, Marco.
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12. A Two Factor Black-Karasinski Credit Default Swap Pricing Model (forthcoming in the Icfai Journal of Derivatives Markets, Vol IV, No 4, October 2007; all copyrights rest with the Icfai University Pres. (2007). Realdon, Marco.
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13. Calibration and Pricing in a Multi-Factor Quadratic Gaussian Model. (2007). Assefa, Samson ; Bruti-Liberati, Nicola ; Platen, Eckhard ; Nikitopoulos-Sklibosios, Christina.
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14. The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
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15. The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
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16. Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices. (2007). Gabaix, Xavier.
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17. Semi-analytical MBS Pricing. (2007). Rom-Poulsen, Niels .
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18. Complex Times: Asset Pricing and Conditional Moments under Non-affine Diffusions. (2007). Kimmel, Robert L..
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19. The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value. (2007). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
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20. Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options. (2007). Kim, Don H.
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21. Switching VARMA Term Structure Models - Extended Version.. (2007). Pegoraro, Fulvio ; Monfort, Alain.
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22. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models. (2007). Benzoni, Luca ; Andersen, Torben.
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23. Equity Valuation Under Stochastic Interest Rates. (2006). Realdon, Marco.
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24. Quadratic Term Structure Models in Discrete Time. (2006). Realdon, Marco.
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25. The Fractional OU Process: Term Structure Theory and Application. (2006). Høg, Esben ; Hoeg, Esben.
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26. The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application. (2006). Frederiksen, Per H. ; Hog, Espen P..
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27. Modelling Term-Structure Dynamics for Risk Management: A Practitioners Perspective. (2006). Bolder, David.
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28. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
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29. ESTIMATING SINGLE FACTOR JUMP DIFFUSION INTEREST RATE MODELS. (2005). Sorwar, Ghulam.
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30. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates. (2005). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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31. Taking Positive Interest Rates Seriously. (2004). Wu, Liuren ; Pan, Enlin.
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32. Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Junker, Markus ; Szimayer, Alexander.
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33. General Quadratic Term Structures of Bond, Futures and Forward Prices. (2004). Gaspar, Raquel.
    In: SSE/EFI Working Paper Series in Economics and Finance.
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34. Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?. (2004). LI, HAITAO ; Jarrow, Robert ; Zhao, Feng.
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35. Nonlinearity in the Term Structure. (2004). Kim, Dong Heon.
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36. Modeling Yield-Factor Volatility. (2004). Smith, Daniel ; Parignon, Christophe.
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37. Pseudo-diffusions and Quadratic term structure models. (2004). Levendorskii, Sergei.
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38. Credit Risk Modeling and the Term Structure of Credit Spreads. (2003). Chen, Li.
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39. Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates. (2003). Chen, Li.
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40. Parametric Estimation of Quadratic Term Structure Models of Interest Rates. (2003). Poor, Vincent H. ; Chen, LI.
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41. Time-Consistent No-Arbitrage Models of the Term Structure. (2003). Yaron, Amir ; Brandt, Michael W..
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42. How to Discount Cashflows with Time-Varying Expected Returns. (2003). LIU, JUN ; Ang, Andrew.
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43. Evaluating an Alternative Risk Preference in Affine Term Structure Models. (2003). Duarte, Jefferson., .
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44. Regime-shifts, risk premiums in the term structure, and the business cycle. (2003). Zhou, Hao ; Tauchen, George ; Bansal, Ravi.
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45. Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility. (2003). Scaillet, Olivier.
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46. Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus.
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47. Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus.
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48. Which Model for the Italian Interest Rates?. (2002). Renò, Roberto ; M. Gentile, R. Reno, ; Dosi, Giovanni ; Castaldi, Carolina.
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49. An Econometric Model of the Yield Curve with Macroeconomic Jump Effects. (2001). Piazzesi, Monika.
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50. An Eigenfunction Approach for Volatility Modeling. (2001). Meddahi, Nour.
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