1. Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns. (2024). Cepni, Oguzhan ; Serbest, Ozge ; Akyildirim, Erdinc ; Aysan, Ahmet Faruk.
   In: The European Journal of Finance.
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2. Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression. (2024). Li, Yushu ; Kim Karlsson, Hyunjoo.
   In: Working Papers in Economics and Statistics.
   RePEc:hhs:vxesta:2024_010.

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3. Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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4. The ZEW Financial Market Survey Panel. (2023). Schröder, Michael ; Brückbauer, Frank ; Frank, Bruckbauer.
   In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
   RePEc:jns:jbstat:v:243:y:2023:i:3-4:p:451-469:n:8.

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5. The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices. (2022). Grossmann, Axel ; Kim, Jintae.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000617.

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6. Exchange rate misalignments, capital flows and volatility. (2022). Grossmann, Axel ; Orlov, Alexei G.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200002x.

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7. Data resource profile: The ZEW FMS dataset. (2021). Schröder, Michael ; Brückbauer, Frank ; Schroder, Michael ; Bruckbauer, Frank.
   In: ZEW Discussion Papers.
   RePEc:zbw:zewdip:21100.

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8. Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach. (2021). Shahzad, Syed Jawad Hussain ; Kyei, Clement ; GUPTA, RANGAN ; Hussain, Syed Jawad ; Olson, Eric.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301422.

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9. Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors. (2021). Ali, Faek Menla ; Al-Nasseri, Alya ; Tucker, Allan.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002362.

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10. Investor sentiment and stock returns: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao ; Su, Chen.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:63:y:2021:i:c:p:365-391.

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11. Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach. (2020). Shahzad, Syed Jawad Hussain ; Olson, Eric ; Kyei, Clement ; GUPTA, RANGAN ; Hussain, Syed Jawad.
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12. Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696.

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13. The Roles of Investor Sentiment in Malaysian Stock Market. (2016). Ahmad, Zamri ; Tuyon, Jasman ; Matahir, Hylmee.
    In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
    RePEc:usm:journl:aamjaf012s1_43-75.

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14. Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market. (2014). Pouliasis, Panos ; Papapostolou, Nikos ; Nomikos, Nikos K. ; Kyriakou, Ioannis.
    In: Review of Finance.
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15. Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries. (2014). Aristei, David ; Martelli, Duccio.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:76:y:2014:i:c:p:55-84.

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16. Investor Sentiment, Limits to Arbitrage and Private Market Returns. (2014). Ling, David ; Scheick, Benjamin ; Naranjo, Andy.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:3:p:531-577.

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17. Beyond Fundamentals: Investor Sentiment and Exchange Rate Forecasting. (2013). Heiden, Sebastian ; Klein, Christian ; Zwergel, Bernhard.
    In: European Financial Management.
    RePEc:bla:eufman:v:19:y:2013:i:3:p:558-578.

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18. The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates. (2011). faff, robert.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:36:y:2011:i:3:p:387-403.

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19. Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates. (2009). Kühl, Michael ; Kuhl, Michael.
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20. Excess Comovements between the Euro/US dollar and British pound/US dollar exchange rates. (2009). Kühl, Michael ; Kuhl, Michael.
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21. Investor sentiment and stock returns: Some international evidence. (2009). Schmeling, Maik.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:394-408.

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1. Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Gramacy, Robert B ; Horst, Enrique Ter.
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2. Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis. (2015). Medel, Carlos A. ; Kania, Stefan ; Touloumtzoglou, Miltiadis ; Hsu, Hsiang-Ling ; Camilleri, Gilmour.
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3. Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US. (2015). Shields, Kalvinder ; Lee, Kevin ; Aristidou, Chrystalleni.
   In: Discussion Papers.
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4. Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?. (2015). Fuertes, Ana-Maria ; Todorovic, Natasa ; Kalotychou, Elena.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:45:y:2015:i:2:p:251-278.

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5. Real Exchange Rate Appreciation in Emerging Markets: Can Fiscal Policy Help?. (2014). Badia, Marialuz Moreno ; Segura-Ubiergo, Alex.
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6. The unbeatable random walk in exchange rate forecasting: Reality or myth?. (2014). Burns, Kelly ; Moosa, Imad.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:40:y:2014:i:c:p:69-81.

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7. Exchange Rates and Interest Parity. (2014). Engel, Charles.
   In: Handbook of International Economics.
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8. Forecasting exchange rates using panel model and model averaging. (2014). Mise, Emi ; Garratt, Anthony.
   In: Economic Modelling.
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9. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques. (2013). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
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10. Exchange Rates and Interest Parity. (2013). Engel, Charles.
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11. On the unstable relationship between exchange rates and macroeconomic fundamentals. (2013). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Journal of International Economics.
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12. On policymakers’ loss functions and the evaluation of early warning systems. (2013). Sarlin, Peter.
    In: Economics Letters.
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13. On policymakers loss function and the evaluation of early warning systems. (2013). Sarlin, Peter.
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14. Exchange Rate Predictability. (2013). Rossi, Barbara.
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15. Exchange rate bifurcation in a stochastic evolutionary finance model. (2012). Gagnon, Gregory.
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16. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael ; Belke, Ansgar.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
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17. Measuring the economic significance of structural exchange rate models. (2011). Kaleem, Muhammad ; cerrato, mario ; Crosby, John.
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18. The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?. (2011). Sestieri, Giulia ; Sarno, Lucio ; Della Corte, P..
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19. A new approach to forecasting exchange rates. (2010). Clements, Kenneth ; Lan, Yihui.
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20. Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan. (2010). Lee, Kevin ; Garratt, Anthony.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:403-422.

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21. Timing exchange rates using order flow: The case of the Loonie. (2010). Sojli, Elvira ; Sarno, Lucio ; King, Michael.
    In: Journal of Banking & Finance.
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22. The monetary model strikes back: Evidence from the world. (2010). Saxena, Sweta ; Cerra, Valerie.
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23. Exchange rate forecasting, order flow and macroeconomic information. (2010). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Journal of International Economics.
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24. A century of equity premium predictability and the consumption-wealth ratio: An international perspective. (2010). Valente, Giorgio ; Sarno, Lucio ; della Corte, Pasquale.
    In: Journal of Empirical Finance.
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25. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kühl, Michael ; Beckmann, Joscha ; Belke, Ansgar ; Kuhl, Michael.
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26. Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates. (2009). Yuan, Chunming ; Tornell, Aaron.
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27. How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach. (2009). Kuhl, Michael.
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28. A High-Low Model of Daily Stock Price Ranges. (2009). Wan, Alan ; Cheung, Yin-Wong ; Alan T. K. Wan, .
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29. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
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30. Revisiting the predictability of bond risk premia. (2009). Valente, Giorgio ; Thornton, Daniel.
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31. The economic value of fundamental and technical information in emerging currency markets. (2009). van Dijk, Dick ; Swinkels, Laurens ; Markwat, Thijs ; de Zwart, Gerben.
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32. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
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33. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
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34. Exchange rate determination of TL/US$: a co-integration approach. (2008). KORAP, LEVENT ; Levent, Korap .
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35. Do Euro exchange rates follow a martingale? Some out-of-sample evidence. (2008). Yang, Jian ; Su, Xiaojing ; Kolari, James W..
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    RePEc:eee:jbfina:v:32:y:2008:i:5:p:729-740.

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36. Overnight information and stochastic volatility: A study of European and US stock exchanges. (2008). Tsiakas, Ilias.
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37. Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP. (2008). Menkhoff, Lukas ; Rebitzky, Rafael R..
    In: Journal of Empirical Finance.
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38. Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey. (2008). Uz Akdogan, Idil ; Ketenci, Natalya.
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39. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
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40. A High-Low Model of Daily Stock Price Ranges. (2008). Wan, Alan ; Cheung, Yin-Wong ; Alan T. K. Wan, .
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41. Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
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42. The Economic Value of Fundamental and Technical Information in Emerging Currency Markets. (2007). van Dijk, Dick ; Swinkels, Laurens ; van Dijk, D. J. C., ; Markwat, T. D. ; Swinkels, L. A. P., ; de Zwart, G. J..
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43. Exchange rate forecasting, order flow and macroeconomic information. (2007). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
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44. A New Approach to Forecasting Exchange Rates. (2006). Clements, Kenneth ; Lan, Yihui.
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45. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas.
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46. Early warning systems for sovereign debt crises: The role of heterogeneity. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena.
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47. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan. (2006). Lee, Kevin ; Garratt, Anthony.
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