1. 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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2. Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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3. 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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4. 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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5. 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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6. Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty. (2023). Nguyen, Duc Khuong ; Nasir, Muhammad Ali ; Duc, Toan Luu.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:87:y:2023:i:c:p:191-199.

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7. An investment-based explanation of currency excess returns. (2023). Jamali, Ibrahim ; Yamani, Ehab ; Smallwood, Aaron D.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311.

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8. 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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9. Exchange Rate Uncertainty and the Interest Rate Parity. (2022). Fernández Mejía, Julián ; Fernandez, Julian.
   In: MPRA Paper.
   RePEc:pra:mprapa:116010.

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10. 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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11. Conditionally-hedged currency carry trades. (2022). Suh, Sangwon ; Ho, Jin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000737.

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12. Currency volatility and global technological innovation. (2022). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Xu, QI.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000393.

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13. Does previous carry trade position affect following investors decision-making and carry returns?. (2022). Zhang, Ziyun ; Chen, SU ; Li, BO.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s105752192200031x.

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14. Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151.

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15. Intermediary asset pricing in currency carry trade returns. (2021). Yin, Libo ; Nie, Jing.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1241-1267.

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16. What Factors Affect the RMB Carry Trade Return for Sustainability? An Empirical Analysis by Using an ARDL Model. (2021). Zhang, Ziyun ; Guo, Sen.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:24:p:13533-:d:696934.

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17. Responses of REITs index and commercial property prices to economic uncertainties: A VAR analysis. (2021). Tajaddini, Reza ; Gholipour Fereidouni, Hassan ; Farzanegan, Mohammad Reza ; Yam, Sharon.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000787.

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18. Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155.

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19. Oil market uncertainty and excess returns on currency carry trade. (2021). Su, Zhi ; Mo, Xuan ; Yin, Libo.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192100012x.

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20. 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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21. Economic uncertainty and business formation: A cross-country analysis. (2021). Tajaddini, Reza ; Gholipour Fereidouni, Hassan.
    In: Journal of Business Venturing Insights.
    RePEc:eee:jobuve:v:16:y:2021:i:c:s2352673421000524.

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22. The real effects of exchange rate risk on corporate investment: International evidence. (2021). Taylor, Mark ; Wang, Zigan ; Xu, QI.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000838.

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23. To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Geyikçi, Utku ; Geyiki, Utku Bora ; Ozyildirim, Suheyla.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779.

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24. US partisan conflict and high-yield exchange rates. (2021). Shen, Dehua ; Goodell, John W ; Jia, Boxiang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315993.

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25. Economic policy uncertainty and ADR mispricing. (2020). Grossmann, Axel ; Ngo, Thanh.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300165.

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26. Chinese Exchange Rate Policy: Lessons for Global Investors. (2020). Westermann, Frank ; Melvin, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8493.

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27. 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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28. Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Zhang, Qian ; Tseng, Ming-Lang ; Wu, Kuo-Jui.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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29. 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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30. Debt maturity, leverage, and political uncertainty. (2019). Pan, Wei-Fong ; Wang, Xinjie ; Yang, Shanxiang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830617x.

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31. The New Fama Puzzle. (2018). Heipertz, Jonas ; Ferrara, Laurent ; Chinn, Menzie ; Bussiere, Matthieu.
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    RePEc:nbr:nberwo:24342.

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32. Uncertainty, currency excess returns, and risk reversals. (2018). Rogers, John ; Husted, Lucas ; Sun, BO.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:88:y:2018:i:c:p:228-241.

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1. Proxy-identification of a structural MGARCH model for asset returns. (2024). Polivka, Jeannine ; Fengler, Matthias.
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2. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky.
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3. Impact of macro-economic surprises on carry trade activity. (2013). Sushko, Vladyslav ; Hutchison, Michael.
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   RePEc:eee:jbfina:v:37:y:2013:i:4:p:1133-1147.

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4. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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   RePEc:diw:diwwpp:dp1302.

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5. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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6. Price and trading response to public information. (2010). Malinowska, Magdalena.
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7. Intraday volatility responses to monetary policy events. (2009). Lunde, Asger ; Zebedee, Allan .
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   RePEc:kap:fmktpm:v:23:y:2009:i:4:p:383-399.

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8. The Effects of Economic News on Commodity Prices: Is Gold Just Another Commodity?. (2009). Roache, Shaun K ; Rossi, Marco.
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9. Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility. (2008). Bos, Charles.
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10. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
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11. Anchoring bias in consensus forecasts and its effect on market prices. (2007). Sharpe, Steven ; Campbell, Sean D..
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    RePEc:fip:fedgfe:2007-12.

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12. The Impact of Macroeconomic News on Exchange Rate Volatility. (2007). Laakkonen, Helinä.
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    RePEc:fep:journl:v:20:y:2007:i:1:p:23-40.

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13. The transmission of emerging market shocks to global equity markets. (2007). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Saez, Lucia Cuadro.
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14. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Kraussl, Roman ; Canto, Bea.
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15. Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko.
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16. Resolving Macroeconomic Uncertainty in Stock and Bond Markets. (2006). Beber, Alessandro ; Brandt, Michael W..
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17. Expectations and Exchange Rate Policy. (2006). Engel, Charles ; Devereux, Michael.
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18. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
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19. Global asset prices and FOMC announcements. (2006). Wongswan, Jon ; Hausman, Joshua.
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20. Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data. (2006). Wright, Jonathan ; Berger, David ; Chernenko, Sergey V. ; Iyer, Raj S. ; Howorka, Edward ; Liu, David ; CHABOUD, ALAIN P..
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21. Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden. (2006). Swanson, Eric ; Levin, Andrew ; Gürkaynak, Refet.
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22. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Andersson, Magnus ; Hansen, Lars Jul .
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23. Expectations and Exchange Rate Policy. (2006). Engel, Charles ; Devereux, Michael.
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24. Shock Identification of Macroeconomic Forecasts based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
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25. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan .
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26. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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27. Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting. (2005). Lyons, Richard ; Evans, Martin.
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28. Do Currency Markets Absorb News Quickly?. (2005). Lyons, Richard ; Evans, Martin.
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29. Establishing Credibility: Evolving Perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
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30. CEE Banking Sector Co-Movement: Contagion or Interdependence?. (2005). lucey, brian ; Jokipii, Terhi.
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31. Establishing credibility: evolving perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
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32. Shock identification of macroeconomic forecasts based on daily panels. (2005). Fischer, Andreas ; Amstad, Marlene.
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33. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
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34. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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35. Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements. (2005). .
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36. Have markets reacted differently to macroeconomic and monetary policy news since 1997? An empirical analysis of UK intraday trades and prices.. (2004). wetherilt, anne ; Burrows, Oliver .
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37. The Consequences of ‘In-Work’ Benefit Reform in Britain: New Evidence from Panel Data. (2004). van der Klaauw, Wilbert ; Francesconi, Marco.
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38. Exchange rate changes and net positions of speculators in the futures market. (2004). Klitgaard, Thomas ; Weir, Laura.
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39. The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market. (2004). Wright, Jonathan ; Chernenko, Sergey ; Raj S. Krishnasami Iyer, ; Howorka, Edward ; Liu, David ; CHABOUD, ALAIN P..
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40. Equal size, equal role? interest rate interdependence between the euro area and the United States. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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41. The consequences of ‘in-work’ benefit reform in Britain: new evidence from panel data. (2004). van der Klaauw, Wilbert ; Francesconi, Marco.
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42. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
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43. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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44. Communication and exchange rate policy. (2004). Fratzscher, Marcel.
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45. Taking stock: monetary policy transmission to equity markets. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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46. Equal size, equal role? Interdependence between the euro area and the United States. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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47. Econometrics of testing for jumps in financial economics using bipower variation. (2003). Shephard, Neil.
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48. Inventory Information. (2003). Lyons, Richard ; Evans, Martin ; Cao, Huining.
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49. What moves sovereign bond markets? The effects of economic news on U.S. and German yields. (2003). Goldberg, Linda ; Leonard, Deborah.
    In: Current Issues in Economics and Finance.
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50. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2003). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
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