1. The forward premium anomaly and the currency carry trade hypothesis. (2024). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

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2. The out-of-sample performance of carry trades. (2024). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

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3. Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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4. A thousand words tell more than just numbers: Financial crises and historical headlines. (2024). Ristolainen, Kim ; Roukka, Tomi ; Nyberg, Henri.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001092.

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5. Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

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6. Forecasting the U.S. Dollar in the 21st Century. (2023). Wu, Steve Pak Yeung ; Engel, Charles ; Yeung, Steve Pak.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016.

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7. Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Cepni, Oguzhan ; Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan.
   In: Economic Systems.
   RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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8. On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

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9. Pricing Currency Risks. (2023). Chernov, Mikhail ; Dahlquist, Magnus ; Lochstoer, Lars.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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10. Exchange Rate Sensitivity and the Net Foreign Asset Composition. (2022). Gardberg, Malin.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:569-598.

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11. Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy. (2022). Yang, Xiaoguang ; Zhang, Shu ; Du, Helen S.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10169-8.

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12. 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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13. The time-varying risk price of currency portfolios. (2022). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000390.

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14. The missing risk premium in exchange rates. (2022). Penasse, Julien ; Dahlquist, Magnus.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:2:p:697-715.

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15. Government policy approval and exchange rates. (2022). Liu, Yang ; Shaliastovich, Ivan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:303-331.

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16. 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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17. Hedging local currency risk with precious metals. (2022). Kunkler, Michael.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001923.

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18. Boosting carry with equilibrium exchange rate estimates. (2022). Rubaszek, Michał ; Ca' Zorzi, Michele ; Beckmann, Joscha ; Kwas, Marek.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222731.

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19. How does skewness perform in the Chinese commodity futures market?. (2021). Xu, Yang ; Jiang, Xue ; Han, Liyan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1268-1285.

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20. An Effective Hybrid Approach for Forecasting Currency Exchange Rates. (2021). Chang, Po-Yin ; Shen, Mei-Li ; Liu, Hsiou-Hsiang ; Yang, Cheng-Hong ; Lee, Cheng-Feng.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:5:p:2761-:d:510193.

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21. Currency returns and downside risk: Debt, volatility, and the gap from benchmark values. (2021). Stillwagon, Josh ; Cavusoglu, Nevin ; Goldberg, Michael D.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000161.

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22. Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

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23. The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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24. Forecasting the U.S. Dollar in the 21st Century. (2021). Wu, Steve Pak Yeung ; Engel, Charles.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15915.

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25. Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets. (2020). Guo, Wenliang.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:10:y:2020:i:3:f:10_3_4.

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26. Factor Investing and forex Portfolio Management. (2020). cerrato, mario ; Zhang, Zhekai ; Li, Dangyang.
    In: Working Papers.
    RePEc:gla:glaewp:2020_01.

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27. Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678.

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28. Economic momentum and currency returns. (2020). Dahlquist, Magnus ; Hasseltoft, Henrik.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167.

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29. Speculator activity and the cross-asset predictability of FX returns. (2020). Graham, Michael ; Peltomaki, Jarkko ; Hasselgren, Anton.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302052.

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30. Pricing Currency Risks. (2020). Chernov, Mikhail ; Dahlquist, Magnus ; Lochstoer, Lars.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15571.

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31. Bubbles and crises: Replicating the Anundsen et al. (2016) results. (2019). Fu, Bowen.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:34:y:2019:i:5:p:822-826.

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32. Effects of Capital Flows on Carry Trade Activities: The Case of TurkeyAbstract: Carry trade is described as the capital flow coming into a country based on interest rate differential. A negative change in capital flow affects carry trade activities negatively, which in turn distorts particually the exchange rate and the financial stability of a country. In order to examine the effects of capital flows on carry trade in Turkey for different states of its economy (e.g. contraction or expansion) between January 2005 and April 2018, Markov Switching Vector Autoregressive Model (MSVAR) is employed. According to the findings, an increase in capital flows in the previous period enhances carry trade activity in the current period when expansion regime is in effect. However, for the contraction regime, no evidence is found toward a significant relationship between carry trade and capital flows. Moreover, it is seen that exchange rate uncertainty is considered as an important risk factor by investors in contraction periods when risk aversion levels of investors are high.. (2019). Erer, Deniz ; Gacener-Ati, Aydanur.
    In: Sosyoekonomi Journal.
    RePEc:sos:sosjrn:190403.

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33. The relationship between carry trade and asset markets in South Africa. (2019). Bonga-Bonga, Lumengo ; Maake, Tebogo.
    In: MPRA Paper.
    RePEc:pra:mprapa:96667.

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34. Nowcasting and forecasting US recessions: Evidence from the Super Learner. (2019). Maas, Benedikt.
    In: MPRA Paper.
    RePEc:pra:mprapa:96408.

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35. Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26299.

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36. Good Carry, Bad Carry. (2019). Bekaert, Geert ; Panayotov, George.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25420.

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37. On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data. (2019). Meyer, Tim.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:58:y:2019:i:3:d:10.1007_s11146-017-9637-9.

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38. The quanto theory of exchange rates. (2019). Martin, Ian ; Kremens, Lukas.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:89839.

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39. Currency strategies based on momentum, carry trade and skewness. (2019). Yin, Libo ; Jiang, Xue ; Han, Liyan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:517:y:2019:i:c:p:121-131.

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40. Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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41. Residential investment and recession predictability. (2019). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1790-1799.

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42. Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14015.

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43. Good Carry, Bad Carry. (2019). Bekaert, Geert ; Panayotov, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13463.

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44. Multihorizon Currency Returns and Purchasing Power Parity. (2018). Creal, Drew ; Chernov, Mikhail.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24563.

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45. Linking Net Foreign Portfolio Debt and Equity to Exchange Rate Movements. (2018). Gardberg, Malin.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:1246.

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46. Building of monetary and currency markets models. (2018). Trunin, Pavel ; Sinelnikova-Muryleva, Elena ; Petrova, Diana ; Bozhechkova, Alexandra ; Pavel, Trunin ; Elena, Sinelnikova-Muryleva ; Diana, Petrova ; Alexander, Chentsov ; Alexandra, Bozhechkova.
    In: Research Paper Series.
    RePEc:gai:rpaper:rpaper-2018-175p-910.

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47. Measures of global uncertainty and carry-trade excess returns. (2018). Mark, Nelson ; Berg, Kimberly.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:88:y:2018:i:c:p:212-227.

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48. Conditioning carry trades: Less risk, more return. (2018). Tims, Ben ; Mulder, Arjen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:85:y:2018:i:c:p:1-19.

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49. Global macro risks in currency excess returns. (2018). Mark, Nelson ; Berg, Kimberly.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315.

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50. Multihorizon Currency Returns and Purchasing Power Parity. (2018). Creal, Drew ; Chernov, Mikhail.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12893.

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51. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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52. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:8259.

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53. Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: MPRA Paper.
    RePEc:pra:mprapa:80789.

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54. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1718.

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55. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2017-76.

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56. The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities. (2017). Grossmann, Axel ; Simpson, Marc W ; Paul, Chris.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:77:y:2017:i:c:p:57-76.

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57. Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211.

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58. Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco.
    In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo.
    RePEc:dis:wpaper:dis1705.

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59. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12460.

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60. Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are.
    In: Working Papers.
    RePEc:bny:wpaper:0057.

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61. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: BIS Working Papers.
    RePEc:bis:biswps:676.

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62. Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the basis of Data-driven Techniques. The Case of the Euro Area. (2016). Girardi, Alessandro ; Gayer, Christian ; Reuter, Andreas.
    In: Working Papers LuissLab.
    RePEc:lui:lleewp:16125.

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63. Do carry trade returns show signs of long memory?. (2016). Hoffmann, Andreas ; Auer, Benjamin R.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:201-208.

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64. What predicts US recessions?. (2016). Moench, Emanuel ; Liu, Weiling.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:4:p:1138-1150.

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65. Dodging the steamroller: Fundamentals versus the carry trade. (2016). Lu, Wenna ; Copeland, Laurence.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:115-131.

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66. Currency Value. (2016). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11324.

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67. When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds. (2016). Melvin, Michael ; Shand, Duncan.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6210.

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68. Global Macro Risks in Currency Excess Returns. (2016). Mark, Nelson ; Berg, Kimberly.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-32.

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69. The puzzle that just isnt. (2016). www.s-e-i.ch, deactivated account ; Mueller-Kademann, Christian .
    In: Papers.
    RePEc:arx:papers:1604.08895.

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70. Exchange Rates, Interest Rates, and the Risk Premium. (2016). Engel, Charles.
    In: American Economic Review.
    RePEc:aea:aecrev:v:106:y:2016:i:2:p:436-74.

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

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72. Japan€™s exorbitant privilege. (2015). Rogoff, Kenneth ; Tashiro, Takeshi.
    In: Scholarly Articles.
    RePEc:hrv:faseco:34299169.

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73. Foreign exchange predictability during the financial crisis: implications for carry trade profitability. (2015). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2015-06.

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74. On the directional accuracy of forecasts of emerging market exchange rates. (2015). Pierdzioch, Christian ; Rulke, Jan-Christoph.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:369-376.

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75. Japan’s exorbitant privilege. (2015). Tashiro, Takeshi ; Rogoff, Kenneth.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:35:y:2015:i:c:p:43-61.

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76. The behavior of currencies during risk-off episodes. (2015). de Carvalho Filho, Irineu ; De Bock, Reinout ; de Carvalho Filho, Irineu, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:53:y:2015:i:c:p:218-234.

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77. Can implied volatility predict returns on the currency carry trade?. (2015). Swinkels, Laurens ; Egbers, Tom .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:14-26.

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78. Predicting exchange rate cycles utilizing risk factors. (2015). Straetmans, Stefan ; Ahmed, Jameel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:112-130.

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79. Country Fundamentals and Currency Excess Returns. (2014). Kim, Daehwan ; Song, Chi-Young.
    In: East Asian Economic Review.
    RePEc:ris:eaerev:0041.

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80. International Diversification Benefits with Foreign Exchange Investment Styles. (2014). Schrimpf, Andreas ; Kroencke, Tim ; Schindler, Felix.
    In: Review of Finance.
    RePEc:oup:revfin:v:18:y:2014:i:5:p:1847-1883..

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81. The Carry Trade: Risks and Drawdowns. (2014). Hodrick, Robert ; Daniel, Kent ; Lu, Zhongjin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20433.

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82. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20294.

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83. Japans Exorbitant Privilege. (2014). Tashiro, Takeshi ; Rogoff, Kenneth ; Takeshi, TASHIRO .
    In: Discussion papers.
    RePEc:eti:dpaper:14047.

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84. Optimal currency carry trade strategies. (2014). Olmo, Jose ; Laborda, Ricardo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:52-66.

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85. Exchange Rates and Interest Parity. (2014). Engel, Charles.
    In: Handbook of International Economics.
    RePEc:eee:intchp:4-453.

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86. Trade intensity and purchasing power parity. (2014). Doblas-Madrid, Antonio ; Cho, Dooyeon.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:93:y:2014:i:1:p:194-209.

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87. Is Implied Taylor Rule Interest Rate Applicable as a Carry Trade Strategy?. (2014). Ogruk, Gokcen.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2014-04-17.

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88. Out-of-Sample Evidence on the Returns to Currency Trading. (2014). Accominotti, Olivier ; Chambers, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9852.

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89. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10060.

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90. 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.

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

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93. The Behavior of Currencies during Risk-off Episodes. (2013). de Carvalho Filho, Irineu ; De Bock, Reinout.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/008.

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94. Does the forward premium puzzle disappear over the horizon?. (2013). Snaith, Stuart ; Kellard, Neil ; Coakley, Jerry.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3681-3693.

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95. Forecasting Exchange Rates: an Investor Perspective. (2013). Melvin, Michael ; Prins, John ; Shand, Duncan.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-721.

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