1. Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination. (2025). Li, Yi-Hua ; Chen, Yu-Lun ; Mo, Wan-Shin ; Yang, Jimmy J.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000125.

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2. Does the Interest Parity Puzzle Hold for Central and Eastern European Economies?. (2024). Dąbrowski, Marek ; Dbrowski, Marek A ; Janus, Jakub.
   In: Open Economies Review.
   RePEc:kap:openec:v:35:y:2024:i:3:d:10.1007_s11079-023-09738-1.

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3. UIP deviations in times of uncertainty: not all countries behave alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva.
   In: Working Papers.
   RePEc:inf:wpaper:2024.5.

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4. Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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5. UIP deviations in times of uncertainty: Not all countries behave alike. (2024). Perego, Erica ; Gole, Purva ; Turcu, Camelia.
   In: Economics Letters.
   RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400332x.

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6. UIP Deviations in Times of Uncertainty: Not all Countries Behave Alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva.
   In: Working Papers.
   RePEc:cii:cepidt:2024-09.

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7. Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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8. The New Fama Puzzle. (2022). Heipertz, Jonas ; Ferrara, Laurent ; Chinn, Menzie ; Bussiere, Matthieu.
   In: IMF Economic Review.
   RePEc:pal:imfecr:v:70:y:2022:i:3:d:10.1057_s41308-022-00161-z.

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9. Exchange Markets and Stock Markets Integration in Latin-America. (2022). Delgado, Carlos ; Sepulveda, Sandra Maria ; Muoz, Jorge Andres ; Cornejo, Edinson Edgardo ; Veloso, Carmen Lissette.
   In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
   RePEc:imx:journl:v:17:y:2022:i:3:a:8.

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10. Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence. (2022). Nazlioglu, Saban ; Altuntas, Mehmet ; Kucukkaplan, Ilhan ; Kilic, Emre.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001301.

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11. Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach. (2022). Nepal, Rabindra ; Jayanthakumaran, Kankesu ; Bhatta, Guna Raj ; Harvie, Charles.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000811.

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12. Currency returns and systematic risk. (2022). Ferreira, Alex ; Scatimburgo, Pedro ; Gonalves, Fernanda.
    In: Manchester School.
    RePEc:bla:manchs:v:90:y:2022:i:6:p:609-647.

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13. Jumps in foreign exchange spot rates and the informational efficiency of currency forwards. (2021). Mollica, Vito ; Sun, Qiao ; Ibikunle, Gbenga.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1201-1219.

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14. Does the interest parity puzzle hold for Central and Eastern European economies?. (2021). Dąbrowski, Marek ; Dbrowski, Marek A ; Janus, Jakub.
    In: MPRA Paper.
    RePEc:pra:mprapa:107558.

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15. Local, global and regional shocks indices in emerging exchange rate markets. (2021). Geyikçi, Utku ; ERDEM, FATMA ; Geyikci, Utku Bora.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:98-113.

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16. Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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17. Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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18. The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies. (2021). Li, Youwei ; Wang, Yizhi ; Vigne, Samuel A ; Almaharmeh, Mohammad I ; Shehadeh, Ali A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002003.

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19. How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas.
    In: European Economic Review.
    RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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20. Currency news and international bond markets. (2021). Abuelfadl, Moustafa ; Yamani, Ehab.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001649.

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21. How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15817.

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22. Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben ; Biswas, Rita ; Piccotti, Louis R.
    In: Financial Management.
    RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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23. How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis. (2020). Zigraiova, Diana ; Novak, Jiri ; Havranek, Tomas.
    In: EconStor Preprints.
    RePEc:zbw:esprep:213578.

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24. A Liquidity‐Based Resolution of the Uncovered Interest Parity Puzzle. (2020). Lee, Seungduck ; Mo, Kuk.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:6:p:1397-1433.

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25. International spillovers and local credit cycles. (2020). Ulu, Mehmet ; di Giovanni, Julian ; Baskaya, Yusuf ; Kalemli-Ozcan, Sebnem.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1559.

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26. How puzzling is the forward premium puzzle? A meta-analysis. (2020). Zigraiova, Diana ; Novak, Jiri ; Havranek, Tomas.
    In: Working Papers.
    RePEc:stm:wpaper:46.

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27. Inflation targeting and exchange rate volatility in emerging markets. (2020). Carneiro, Francisco ; Cabral, Rene ; Mollick, Andre Varella.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1478-8.

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28. How puzzling is the forward premium puzzle? A meta-analysis. (2020). Zigraiova, Diana ; Novak, Jiri ; Havranek, Tomas.
    In: MetaArXiv.
    RePEc:osf:metaar:348kc_v1.

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29. How puzzling is the forward premium puzzle? A meta-analysis. (2020). Zigraiova, Diana ; Novak, Jiri ; Havranek, Tomas.
    In: MetaArXiv.
    RePEc:osf:metaar:348kc.

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30. Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational. (2020). Ozabaci, Deniz ; Kozlova, Olesia ; Goldberg, Michael D.
    In: Econometrics.
    RePEc:gam:jecnmx:v:8:y:2020:i:4:p:43-:d:454906.

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31. Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates. (2020). Altiti, Omar ; Miah, Fazlul.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300640.

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32. Liquidity shocks: A new solution to the forward premium puzzle. (2020). Kumar, Vikram.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:445-454.

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33. Interest Rate Policy and Exchange Rates Volatility Lessons from Indonesia. (2020). Kuncoro, Haryo.
    In: Journal of Central Banking Theory and Practice.
    RePEc:cbk:journl:v:9:y:2020:i:2:p:19-42.

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34. A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle. (2019). Lee, Seungduck ; Mo, Kuk.
    In: Working Papers.
    RePEc:sgo:wpaper:1902.

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35. 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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36. An analysis of the unbiased forward rate hypothesis in developed and emerging economies. (2019). Bonga-Bonga, Lumengo ; Phungo, Muka.
    In: MPRA Paper.
    RePEc:pra:mprapa:92222.

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37. Does Uncovered Interest Rate Parity Hold After All?. (2019). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:24:y:2019:i:2:p:49-72.

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38. Inflation targeting and the forward bias puzzle in emerging countries. (2019). Kempf, Hubert ; Coulibaly, Dramane.
    In: Post-Print.
    RePEc:hal:journl:hal-01877454.

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39. Currency Market Efficiency Revisited: Evidence from Korea. (2019). Kang, Min-Woo.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:3:p:52-:d:267714.

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40. Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Schreiber, Ben ; Mantzura, Ariel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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41. Effectiveness of developed and emerging market FX options in active currency risk management. (2019). Fabozzi, Frank ; Vohra, Suprita.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:96:y:2019:i:c:p:130-146.

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42. Inflation targeting and the forward bias puzzle in emerging countries. (2019). Kempf, Hubert ; Coulibaly, Dramane.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:90:y:2019:i:c:p:19-33.

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43. Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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44. Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Jamali, Ibrahim ; Yamani, Ehab.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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45. The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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46. Exchange Rate Exposure and Firm Dynamics. (2018). Varela, Liliana ; Salomao, Juliana.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1157.

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47. Local, Regional and Global FX Shock Indices in Emerging Markets. (2018). Geyikçi, Utku ; ERDEM, FATMA ; Geyikci, Utku Bora.
    In: CBT Research Notes in Economics.
    RePEc:tcb:econot:1812.

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48. Exchange Rate Exposure and Firm Dynamics. (2018). Varela, Liliana ; Salomao, Juliana.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:523.

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49. The New Fama Puzzle. (2018). Heipertz, Jonas ; Ferrara, Laurent ; Chinn, Menzie ; Bussiere, Matthieu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24342.

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50. Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound. (2018). Chinn, Menzie ; Zhang, YI.
    In: Open Economies Review.
    RePEc:kap:openec:v:29:y:2018:i:1:d:10.1007_s11079-017-9474-8.

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51. Is Mexicos Forward Exchange Rate Market Efficient?. (2018). Cortez, Willy ; Sanabria, Tania Pamela ; Islas-Camargo, Alejandro.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:v:13:y:2018:i:2:p:273-289.

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52. 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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53. Exchange Rate Exposure and Firm Dynamics. (2018). Varela, Liliana ; Salomao, Juliana.
    In: CAGE Online Working Paper Series.
    RePEc:cge:wacage:364.

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54. Forward Bias, Uncovered Interest Parity and Related Puzzles. (2018). Pippenger, John.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt2cm6p186.

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55. FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt1778z416.

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56. The real miss-specification in the forward rate premium puzzle. (2017). Scott, Robert C ; Horvath, Philip A ; Sinha, Amit K.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:41:y:2017:i:3:d:10.1007_s12197-016-9363-9.

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57. International Spillovers and Local Credit Cycles. (2017). Ulu, Mehmet ; di Giovanni, Julian ; Baskaya, Yusuf ; Kalemli-Ozcan, Sebnem.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1198.

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58. International Spillovers and Local Credit Cycles. (2017). Ulu, Mehmet ; Kalemli-Ozcan, Sebnem ; di Giovanni, Julian ; Baskaya, Yusuf.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23149.

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59. Inflation Targeting and the Forward Bias Puzzle in Emerging Countries. (2017). Kempf, Hubert ; Coulibaly, Dramane.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141661.

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60. An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR. (2017). Mandel, Martin ; Arlt, Josef.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:67:y:2017:i:3:p:199-220.

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61. Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts. (2017). Molodtsova, Tanya ; Ince, Onur.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:47:y:2017:i:c:p:131-151.

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62. Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

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63. Inflation Targeting and the Forward Bias Puzzle in Emerging Countries. (2017). Kempf, Hubert ; Coulibaly, Dramane.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2017-12.

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64. International Spillovers and Local Credit Cycles. (2017). Ulu, Mehmet ; Kalemli-Ozcan, Sebnem ; di Giovanni, Julian ; Baskaya, Yusuf.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11839.

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65. FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt2ff194s2.

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66. International Spillovers and Local Credit Cycles. (2017). Ulu, Mehmet ; di Giovanni, Julian ; Baskaya, Yusuf ; Kalemli-Ozcan, Sebnem.
    In: Working Papers.
    RePEc:bge:wpaper:953.

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67. Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi. (2016). Yang, Jian ; Wang, Zijun ; Tong, Jiadong.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:36:y:2016:i:7:p:695-718.

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68. Inflation targeting and exchange rate volatility in emerging markets. (2016). Mollick, Andre ; Cabral, Rene ; Carneiro, Francisco.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:7712.

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69. Co-movement of Exchange Rates with Interest Rate Differential, Risk Premium and FED Policy in �Fragile Economies�. (2016). Yılmaz, Erdal ; Ozmen, Utku.
    In: Working Papers.
    RePEc:tcb:wpaper:1621.

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70. Testing and Interpreting Uncovered Interest Parity in Russia. (2016). Busygin, Vladimir ; Vasilyev, Dmitry.
    In: Ekonomicheskaya Politika / Economic Policy.
    RePEc:rnp:ecopol:ep1642.

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71. The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali.
    In: MPRA Paper.
    RePEc:pra:mprapa:71709.

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72. Exchange Rate Exposure and Firm Dynamics. (2016). Salomao, Juliana.
    In: Working Papers.
    RePEc:hou:wpaper:2016-278-05.

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73. Japans Currency Intervention Regimes: A Microstructural Analysis with Speculation and Sentiment. (2016). Mao, Xuxin ; MacDonald, Ronald ; McDonald, Ronald.
    In: Working Papers.
    RePEc:gla:glaewp:2016_06.

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74. Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Demirtas, Ozgur K ; Simsek, Koray D.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102.

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75. The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility. (2016). Hamzaoui, Nessrine ; Regaieg, Boutheina.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-04-42.

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76. 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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77. Uncovered interest parity and monetary integration in East Asian countries based on China. (2015). Chang, Hsu-Ling ; Su, Chi Wei.
    In: The Journal of International Trade & Economic Development.
    RePEc:taf:jitecd:v:24:y:2015:i:4:p:451-464.

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78. Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound. (2015). Chinn, Menzie ; Zhang, YI.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21159.

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

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80. Exchange Rate Dynamics under Financial Market Frictions. (2015). Terra, Cristina ; Ryou, Hyunjoo.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2015-03.

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81. Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro. (2015). Grossmann, Axel ; Simpson, Marc W..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:55:y:2015:i:c:p:124-139.

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82. Non-stationary Interest Rate Differentials and the Role of Monetary Policy. (2014). Weber, Enzo ; Matros, Philipp .
    In: International Economic Journal.
    RePEc:taf:intecj:v:28:y:2014:i:3:p:497-512.

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83. 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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84. Exchange Rate Economics. (2014). Miller, Norman C..
    In: Books.
    RePEc:elg:eebook:14981.

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85. The forward premium puzzle and the Euro. (2014). Nagayasu, Jun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:436-451.

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86. Unbiasedness and risk premiums in the Indian currency futures market. (2014). Trueck, Stefan ; Kumar, Satish ; Truck, Stefan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:29:y:2014:i:c:p:13-32.

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

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88. Forward premium anomaly of the British pound and the euro. (2014). Grossmann, Axel ; Simpson, Marc W. ; Lee, Allissa A..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:140-156.

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89. Can time-varying risk premiums explain the excess returns in the interest rate parity condition?. (2014). Lee, Sanglim ; Aysun, Uluc.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:18:y:2014:i:c:p:78-100.

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90. An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry. (2014). Grossmann, Axel ; Simpson, Marc W..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:221-238.

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91. Short-rate expectations and term premia: experiences from Hungary and other emerging market economies. (2014). Kocsis, Zalan ; Kalman, Peter ; Ligeti, Imre ; Horvath, Daniel.
    In: BIS Papers chapters.
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92. The forward premium puzzle and the euro. (2013). Nagayasu, Jun.
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93. Carry-trades on the yen and the Swiss franc: are they different?. (2013). Mollick, Andre ; Assefa, Tibebe .
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94. The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis. (2013). Nath, Golaka .
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95. The Forward Premium Puzzle And The Euro. (2013). Nagayasu, Jun.
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96. Exchange Rates and Interest Parity. (2013). Engel, Charles.
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97. Forward-Rate Bias, Imperfect Knowledge, and Risk: Evidence from Developed and Developing Countries. (2013). Kozlova, Olesia.
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98. Uncovered interest parity puzzle: Asymmetric responses. (2013). Lee, Byung-Joo.
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99. The relationship between the Renminbi future spot return and the forward discount rate. (2013). Scholtens, Bert ; de Haan, Jakob ; Zhao, Yanping ; Yang, Haizhen.
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100. An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model. (2013). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan.
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101. An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?. (2013). lucey, brian ; Loring, Grace .
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102. The Forward Premium Puzzle and The Euro. (2013). Nagayasu, Jun ; Jun, Nagayasu .
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103. The determinants of the deviations from the interest rate parity condition. (2013). Lee, Sanglim ; Aysun, Uluc.
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104. THE FAILURE OF UNCOVERED INTEREST PARITY, FORWARD BIAS AND RELATED PUZZLES. (2013). Pippenger, John.
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105. The forward rate premium puzzle: a case of misspecification?1). (2013). Tavlas, George ; Kenjegaliev, Amangeldi ; Hall, Stephen ; Tavlas George S., ; Swamy P. A. V. B., ; Amangeldi, Kenjegaliev ; Hall Stephen G., .
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106. Expected Currency Excess Returns and International Business Cycles. (2012). Lee, Sanglim.
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107. Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
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108. The Forward Premium Puzzle And Risk Premiums. (2012). Nagayasu, Jun.
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109. Long Horizon Uncovered Interest Parity Re-Assessed. (2012). Chinn, Menzie ; Quayyum, Saad.
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110. Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract:. (2012). lucey, brian ; Loring, Grace .
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111. Measuring the risk premium in uncovered interest parity using the component GARCH-M model. (2012). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan.
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112. Foreign exchange market efficiency under recent crises: Asia-Pacific focus. (2012). Wong, Yuen Meng ; Ahmad, Rubi ; Rhee, Ghon S..
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113. When does uncovered interest parity hold?. (2012). Roche, Maurice ; Moore, Michael.
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114. Properties of foreign exchange risk premiums. (2012). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
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115. What Covered Interest Parity Implies about the Theory of Uncovered Interest Parity.. (2012). Pippenger, John.
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116. Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis. (2011). Kumar, Rohit ; Azouzi, Dhekra.
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117. A comment on: The solution to the forward-bias puzzle. (2011). Alan, King .
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118. The solution to the forward-bias puzzle. (2011). Pippenger, John.
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119. Monetary Policy in Emerging Markets: A Survey. (2011). Frankel, Jeffrey.
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120. Properties of Foreign Exchange Risk Premiums. (2011). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
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121. A COMPLETE SOLUTION TO THE FORWARD-BIAS PUZZLE. (2011). Pippenger, John.
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122. The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region. (2010). Nagayasu, Jun.
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123. Monetary Policy in Emerging Markets. (2010). Frankel, Jeffrey.
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124. Solving exchange rate puzzles with neither sticky prices nor trade costs. (2010). Roche, Maurice ; Moore, Michael.
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125. Currency crisis and the forward discount bias: Evidence from emerging economies under breaks. (2010). Mollick, Andre ; Bai, Shuming.
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126. The Solution to the Forward-Bias and Related Puzzles. (2010). Pippenger, John E.
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127. The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity. (2006). Kool, Clemens ; Hadzi-Vaskov, Metodij.
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128. Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era. (2005). Chinn, Menzie ; Meredith, Guy.
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2. Subjective Currency Risk Premia and Deviations from Moving Averages. (2015). Stillwagon, Josh ; Furnagiev, Steve .
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3. Funding liquidity constraints and the forward premium anomaly in a DSGE model. (2015). Chu, Shiou-Yen.
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4. Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben.
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5. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
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6. An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?. (2013). lucey, brian ; Loring, Grace .
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7. Getting beyond carry trade: What makes a safe haven currency?. (2012). Stracca, Livio ; Habib, Maurizio M..
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8. 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.
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9. Forward rate unbiased hypothesis, risk premium and exchange rate expectations: estimates on Pakistan Rupee-US Dollar. (2010). Waheed, Muhammad.
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10. Solving exchange rate puzzles with neither sticky prices nor trade costs. (2010). Roche, Maurice ; Moore, Michael.
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11. The forward market in emerging currencies: Less biased than in major currencies. (2010). Frankel, Jeffrey ; Poonawala, Jumana .
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12. Puzzle solver. (2009). www.s-e-i.ch, deactivated account ; Christian, Mueller-Kademann .
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13. The Forward Market in Emerging Currencies: Less Biased than in Major Currencies. (2009). Frankel, Jeffrey ; Poonawala, Jumana .
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14. Safe Haven Currencies. (2009). Söderlind, Paul ; Ranaldo, Angelo.
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15. Emerging Market Currency Excess Returns. (2008). Hayashi, Fumio ; Gilmore, Stephen.
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16. Common and idiosyncratic factors of the exchange risk premium in emerging European markets. (2008). Nagayasu, Jun ; Byrne, Joseph.
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17. Time-varying risk, interest rates, and exchange rates in general equilibrium. (2008). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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18. New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates. (2008). Uhlig, Harald ; Scholl, Almuth.
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19. Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model.. (2008). Amri, Sofiane .
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20. Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model.. (2008). Amri, Sofiane .
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21. Dispersion of Beliefs in the Foreign Exchange Market. (2008). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Jongen, Ron .
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22. The New Keynesian Business Cycle Achievements and Challenges. (2007). Saroliya, Gaurav.
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23. Managing new-style currency crises: the swan diagram approach revisited. (2007). Rajan, Ramkishen.
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24. Investor Overconfidence and the Forward Discount Puzzle. (2007). Hirshleifer, David ; han, bing ; Wang, Tracy.
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25. Uncovered Interest Parity: Cross-sectional Evidence. (2007). Lee, Byung-Joo.
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26. Understanding the Forward Premium Puzzle: A Microstructure Approach. (2007). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig.
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27. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs. (2007). Roche, Maurice ; Moore, Michael.
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28. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun .
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29. Understanding the Forward Premium Puzzle: A Microstructure Approach. (2007). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig.
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30. Irving Fisher, Expectational Errors, and the UIP Puzzle. (2007). Mahieu, Ronald ; Lothian, James ; Pownall, Rachel ; Campbell, Rachel ; Koedijk, Kees.
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31. Testing Uncovered Interest Parity: A Continuous-Time Approach. (2007). Sentana, Enrique ; Diez de los Rios, Antonio.
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32. Foreign Exchange Risk Premium Determinants: Case of Armenia. (2006). Poghosyan, Tigran ; Kočenda, Evžen.
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41. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
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42. Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms. (2006). Papaioannou, Michael.
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45. Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle. (2006). Valente, Giorgio ; Sarno, Lucio ; Leon, Hyginus .
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47. The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk. (2006). Verdelhan, Adrien ; Lustig, Hanno.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-045.

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48. Complementarities in information acquisition with short-term trades. (2006). Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-042.

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49. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:552-576.

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50. The Cross-Section of Currency Risk Premia and US Consumption Growth Risk. (2005). Verdelhan, Adrien ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11104.

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51. Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:19:y:2005:i:3:p:297-311.

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52. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200519.

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53. Time-varying risk, interest rates and exchange rates in general equilibrium. (2005). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Working Papers.
    RePEc:fip:fedmwp:627.

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54. THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK. (2005). Verdelhan, Adrien ; Lustig, Hanno.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-019.

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55. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:817.

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56. Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market. (2004). Moh, Young-Kyu ; Mark, Nelson.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:762.

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57. The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006). (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:303.

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58. Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad. (2003). Valachy, Juraj ; Kočenda, Evžen.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2003-622.

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59. Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market. (2003). Moh, Young-Kyu ; Mark, Nelson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9948.

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60. Following in their Footsteps: Comparing Interest Parity Conditions in Central European Economies to the Euro Countries. (2003). Mansori, Kashif.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1020.

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61. Uncovered Interest Parity and the USD/COP Echange Rate. (2003). Rowland, Peter .
    In: Borradores de Economia.
    RePEc:bdr:borrec:227.

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62. Uncovered Interest Rate Parity and the Term Structure. (2002). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8795.

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63. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Hunter, Delroy ; Francis, Bill.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-16.

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64. A New Representation for the Foreign Currency Risk Premium. (2001). Adao, Bernardino ; Maria de Fatima Silva, ; Ado, Bernardino.
    In: Working Papers.
    RePEc:ptu:wpaper:w200103.

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65. Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?. (2001). Hodrick, Robert ; Vassalou, Maria .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3056.

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66. Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s. (2001). Rose, Andrew ; Flood, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2943.

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67. Daily exchange rate behaviour and hedging of currency risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:6:p:671-696.

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68. Too much cocited documents. This list is not complete

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