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1. The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
   In: MPRA Paper.
   RePEc:pra:mprapa:80788.

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

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3. Arbitrage and the Law of One Price: Setting the Record Straight. (2015). Pippenger, John.
   In: University of California at Santa Barbara, Economics Working Paper Series.
   RePEc:cdl:ucsbec:qt27t4q265.

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4. Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?. (2014). Tsiakas, Ilias ; Wang, Wei ; Li, Jiahan.
   In: Working Paper series.
   RePEc:rim:rimwps:05_14.

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5. Foreign Exchange Risk and the Predictability of Carry Trade Returns. (2014). Tsiakas, Ilias ; Sarno, Lucio ; Cenedese, Gino.
   In: Working Paper series.
   RePEc:rim:rimwps:02_14.

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6. Common Macro Factors and Currency Premia. (2014). Taylor, Mark ; Filippou, Ilias.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10016.

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7. Information Acquisition in Ostensibly Efficient Markets. (2013). Brown, Alasdair.
   In: University of East Anglia Applied and Financial Economics Working Paper Series.
   RePEc:uea:aepppr:2012_43.

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8. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
   In: MPRA Paper.
   RePEc:pra:mprapa:53745.

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

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10. The performance of NDF carry trades. (2013). Doukas, John A. ; Zhang, Hao.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:36:y:2013:i:c:p:172-190.

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11. Are capital controls in the foreign exchange market effective?. (2013). Wolff, Christian ; Versteeg, Roald ; Straetmans, Stefan ; Wolff, Christian C. P., ; Straetmans, Stefan T. M., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:35:y:2013:i:c:p:36-53.

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12. The microstructure of covered interest arbitrage in a market with a dominant market maker. (2013). Witte, Mark ; Liu, Hao-Chen.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:24:y:2013:i:c:p:25-41.

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13. THE FAILURE OF UNCOVERED INTEREST PARITY, FORWARD BIAS AND RELATED PUZZLES. (2013). Pippenger, John.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt50n5p8bv.

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14. Information flows in foreign exchange markets: dissecting customer currency trades. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Mankhoff, Lukas .
    In: BIS Working Papers.
    RePEc:bis:biswps:405.

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15. Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity. (2012). Ranaldo, Angelo ; Griffoli, Tommaso Mancini.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:12.

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16. Interrelación entre los mercados de derivados y el mercado de bonos soberanos del Perú y su impacto en las tasas de interés. (2012). Choy, Marylin ; Cerna, Jorge.
    In: Working Papers.
    RePEc:rbp:wpaper:2012-021.

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17. Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets. (2012). Ito, Takatoshi ; Takayasu, Misako ; Yamada, Kenta.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18541.

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18. Dollar Funding and the Lending Behavior of Global Banks. (2012). Stein, Jeremy ; Scharfstein, David ; Ivashina, Victoria.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18528.

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19. Overcoming the Fear of Free Falling: Monetary Policy Graduation in Emerging Markets. (2012). Vuletin, Guillermo ; Vegh, Carlos.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18175.

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20. Dollar funding and the lending behavior of global banks. (2012). Stein, Jeremy ; Scharfstein, David.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-74.

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21. Global liquidity risk in the foreign exchange market. (2012). Sarno, Lucio ; Phylaktis, Kate ; Banti, Chiara.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:2:p:267-291.

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22. 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.

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23. A new interpretation of known facts: The case of two-way causality between trading and volatility. (2012). www.s-e-i.ch, deactivated account ; Mller, Christian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:664-670.

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

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25. 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.

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26. The solution to the forward-bias puzzle: Reply. (2011). John, Pippenger .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:4:p:629-636.

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27. A comment on: The solution to the forward-bias puzzle. (2011). Alan, King .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:4:p:623-628.

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28. 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.

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29. 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.

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30. The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?. (2011). Sestieri, Giulia ; Sarno, Lucio ; Della Corte, P..
    In: Working papers.
    RePEc:bfr:banfra:313.

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31. Convertibility Restriction Determination in Chinas Foreign Exchange Market and its Impact of Forward Pricing. (2010). Wang, YI.
    In: Discussion Papers.
    RePEc:sip:dpaper:09-024.

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32. The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market. (2010). Perlin, Marcelo ; Dufour, Alfonso ; Brooks, Chris.
    In: MPRA Paper.
    RePEc:pra:mprapa:23381.

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33. A stochastic dominance analysis of yen carry trades. (2010). Fong, Wai Mun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1237-1246.

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34. Covered interest arbitrage profits: The role of liquidity and credit risk. (2010). Valente, Giorgio ; Fong, Wai-Ming ; Fung, Joseph K. W., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:1098-1107.

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35. Timing exchange rates using order flow: The case of the Loonie. (2010). Sojli, Elvira ; Sarno, Lucio ; King, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2917-2928.

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36. Exchange rate forecasting, order flow and macroeconomic information. (2010). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:80:y:2010:i:1:p:72-88.

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37. The forward premium puzzle in the interwar period and deviations from covered interest parity. (2010). Peel, David ; Paya, Ivan ; Spiru, Alina.
    In: Economics Letters.
    RePEc:eee:ecolet:v:108:y:2010:i:1:p:55-57.

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38. A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7791.

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39. The Solution to the Forward-Bias and Related Puzzles. (2010). Pippenger, John E.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt6br3599r.

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40. Puzzle solver. (2009). www.s-e-i.ch, deactivated account ; Christian, Mueller-Kademann .
    In: MPRA Paper.
    RePEc:pra:mprapa:19852.

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41. Carry Trades and Global FX Volatility. (2009). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: MPRA Paper.
    RePEc:pra:mprapa:14728.

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42. Crash Risk in Currency Markets. (2009). Verdelhan, Adrien ; Ranciere, Romain ; Gabaix, Xavier ; Fraiberger, Samuel Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15062.

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43. From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers. (2009). Packer, Frank ; Baba, Naohiko.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:8:p:1350-1374.

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44. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08. (2009). Packer, Frank ; Baba, Naohiko.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:1953-1962.

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45. Does the law of one price hold in international financial markets? Evidence from tick data. (2009). Sarno, Lucio ; Rime, Dagfinn ; Akram, Qaisar.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:10:p:1741-1754.

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46. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

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47. The Forward-Bias Puzzle: A Solution Based on Covered Interest Parity. (2009). Pippenger, John.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt4dd1075r.

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48. The Forward-Bias Puzzle: A Solution Based on Covered Interest Parity. (2009). Pippenger, John E.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt05d0t24b.

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49. From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers. (2009). Packer, Frank ; Baba, Naohiko.
    In: BIS Working Papers.
    RePEc:bis:biswps:285.

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50. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08. (2008). Packer, Frank ; Baba, Naohiko.
    In: BIS Working Papers.
    RePEc:bis:biswps:267.

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