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2. Tail Probabilities for Regression Estimators. (2006). de Vries, Casper ; Mikosch, Thomas.
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3. Inflation and real short-term interest rates - A Kalman filter analysis of the term structure. (2001). Chen, Li-Hsueh.
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1. Extracting global factors from local yield curves. (2019). Stagnol, Lauren.
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2. Introducing global term structure in a risk parity framework. (2017). Stagnol, Lauren.
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3. Introducing global term structure in a risk parity framework. (2017). Stagnol, Lauren.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2017-23.

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4. 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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5. SMALL SAMPLE PROPERTIES OF PANEL COINTEGRATION TESTS IN THE PRESENCE OF STRUCTURAL CHANGE. (2016). Marinov, Georgi.
   In: Journal of Social and Economic Statistics.
   RePEc:aes:jsesro:v:5:y:2016:i:1:p:35-41.

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6. Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model. (2014). Huang, Lin ; Zhang, Rui ; Wu, Jia.
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7. Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data. (2013). Uctum, Remzi ; Prat, Georges.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:23:y:2013:i:c:p:33-54.

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8. Modeling the horizon-dependent risk premium in the forex market: evidence from survey data. (2012). Uctum, Remzi ; Prat, Georges.
   In: Working Papers.
   RePEc:hal:wpaper:hal-04141062.

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9. Modeling the horizon-dependent risk premium in the forex market: evidence from survey data. (2012). Uctum, Remzi ; Prat, Georges.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2012-29.

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10. Nominal Interest Rates and Stationarity. (2010). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
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11. International term structure of interest rates in the Euro area. (2009). Hamori, Shigeyuki.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:11:p:1113-1116.

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12. The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data. (2008). Uctum, Remzi ; Prat, Georges.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04140761.

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13. Significance of risk modelling in the term structure of interest rates. (2007). Papadamou, Stephanos ; HALKOS, GEORGE.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:3:p:237-247.

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14. Uncovered interest rate parity and the term structure. (2007). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:6:p:1038-1069.

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15. An investigation of bond term premia in international government bond indices. (2006). Papadamou, Stephanos ; HALKOS, GEORGE.
    In: Research in International Business and Finance.
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16. The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly. (2005). Whitelaw, Robert ; Richardson, Matthew ; Boudoukh, Jacob.
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17. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
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18. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
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19. Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes: Theory and evidence. (2003). Nucci, Francesco.
    In: Journal of Banking & Finance.
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20. Uncovered Interest Rate Parity and the Term Structure. (2002). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
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21. Exchange risk premia in the European monetary system. (2000). Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Frederick G. M. C. Nieuwland, ; Christian C. P. Wolff, .
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22. Estimation and simulation of risk premia in equity and foreign exchange markets. (2000). Salemi, Michael K. ; Kim, Inbae.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:4:p:561-582.

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23. An examination of causality and predictability between Australian domestic and offshore interest rates. (2000). Tan Hock Ann, Albert, ; Alles, Lakshman.
    In: Journal of International Financial Markets, Institutions and Money.
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24. The forward premium puzzle: different tales from developed and emerging economies. (2000). Bansal, Ravi ; Dahlquist, Magnus.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:51:y:2000:i:1:p:115-144.

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25. International Home Bias in International Finance and Business Cycles. (1998). Lewis, Karen.
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26. The Term Structure of Interest Rates and Financial Integration in the ERM.. (1997). Pentecost, Eric ; Holmes, Mark.
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27. Time series dynamics of short-term interest rates: evidence from Eurocurrency markets. (1997). Chiang, Thomas.
    In: Journal of International Financial Markets, Institutions and Money.
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28. Explaining the term structure of interest rates: A panel data approach. (1996). Murphy, Robert ; Mayfield, Scott E..
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29. The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles.
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30. The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence. (1995). Engel, Charles.
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31. Can Capital Controls Alter the Inflation-Unemployment Tradeoff?. (1995). Razin, Assaf ; Yuen, Chi-Wa.
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32. Term premia comovement in German, Japanese, and U.S. domestic markets. (1995). Popper, Helen.
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33. Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model. (1995). Chiang, Thomas.
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34. A note on Euroyen and domestic yen interest rates. (1995). Morse, Joel ; Lo, Wai-chung ; Fung, Hung-Gay.
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35. Predicting excess returns in financial markets. (1995). Canova, Fabio.
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36. Puzzles in International Financial Markets. (1994). Lewis, Karen.
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37. Irish Interest Rate Fluctuations in The European Monetary System. (1994). Honohan, Patrick ; Conroy, Charles .
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38. Single Beta Models and Currency Futures Prices. (1992). McCurdy, Thomas ; Morgan, Ieuan G.
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39. Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests:Small Transaction Costs, Big Hysteresis Bands. (1990). Baldwin, Richard.
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40. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. (1989). Hamao, Yasushi ; Campbell, John.
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41. Interest Rate Term Premiums and the Failure of the Speculative Efficiency Hypothesis: A Theoretical Investigation. (1989). Osler, Carol.
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42. International linkages in the term structure of interest rates. (1988). Tatom, John ; Kool, Clemens ; Clemens J. M. Kool, .
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43. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation. (1988). Andrews, Donald.
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