1. Global financial risk and uncovered interest parity premia in Central and Eastern Europe. (2025). Janus, Jakub.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000732.

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2. Uncertainty and the uncovered interest parity condition: How are they related?. (2024). Terrones, Marco ; Ramírez-Rondán, Nelson R. ; Ramrez-Rondn, Nelson R.
   In: Review of World Economics (Weltwirtschaftliches Archiv).
   RePEc:spr:weltar:v:160:y:2024:i:4:d:10.1007_s10290-024-00539-3.

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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. 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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5. Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

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6. 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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7. 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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8. 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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9. 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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10. 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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11. Which uncertainty is powerful to forecast crude oil market volatility? New evidence. (2022). Chen, Xiaodan ; Li, Xiafei ; Ma, Feng ; Liang, Chao ; Wei, YU.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4279-4297.

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12. Is oil risk important for commodity-related currency returns?. (2022). Su, Zhi ; Lu, Man ; Yin, Libo.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002257.

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13. Exchange rate dynamics with crash risk and interventions. (2022). Hui, Cho-Hoi ; Liu, Chi-Hei ; Lo, Chi-Fai.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:79:y:2022:i:c:p:18-37.

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14. 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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15. 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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16. Revisiting the return‐volatility relationship of exchange rates: New evidence from offshore RMB. (2022). Wu, Ximing ; Chen, Yue ; Lin, Juan.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:27:y:2022:i:3:p:277-294.

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17. 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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18. Rational repricing of risk during COVID‐19: Evidence from Indian single stock options market. (2021). Varma, Jayanth ; Virmani, Vineet ; Agarwalla, Sobhesh Kumar.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1498-1519.

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19. Economic policy uncertainty: Persistence and cross-country linkages. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000635.

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20. 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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21. 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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22. Should central banks communicate uncertainty in their projections?. (2021). Rholes, Ryan ; Petersen, Luba.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:183:y:2021:i:c:p:320-341.

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23. 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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24. Should central banks communicate uncertainty in their projections?. (2020). Petersen, Luba ; Rholes, Ryan.
    In: Discussion Papers.
    RePEc:sfu:sfudps:dp20-01.

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25. Optimal Combination of Currency Assets and Algorithm Simulation under Exchange Rate Risk. (2020). Wei, Jun.
    In: Complexity.
    RePEc:hin:complx:8816382.

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26. Can the intermediary capital risk predict foreign exchange rates?. (2020). Yin, Libo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305367.

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27. Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Chau, Po-Hon ; Hui, Cho-Hoi ; Lo, Chi-Fai ; Wong, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629.

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28. Economic Policy Uncertainty: Persistence and Cross-Country Linkages. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8289.

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29. Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; Ramírez-Rondán, Nelson R. ; Ramirez-Rondan, N R.
    In: MPRA Paper.
    RePEc:pra:mprapa:97524.

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30. 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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31. 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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1. Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier.
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2. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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3. Exchange Rate Policies at the Zero Lower Bound. (2017). Perri, Fabrizio ; Bocola, Luigi ; Bianchi, Javier ; Amador, Manuel.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:23266.

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4. The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises. (2017). Nakatani, Ryota.
   In: Emerging Markets Finance and Trade.
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5. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
   In: Koç University-TUSIAD Economic Research Forum Working Papers.
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6. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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7. Effect of net foreign assets on persistency of time-varying risk premium: Evidence from the Dollar-Yen exchange rate. (2017). Shimizu, Makoto.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:49:y:2017:i:c:p:255-265.

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8. Nominal Exchange Rates and Net Foreign Assets Dynamics: the Stabilization Role of Valuation Effects. (2017). Eugeni, Sara.
   In: Department of Economics Working Papers.
   RePEc:dur:durham:2017_09.

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

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10. Exchange Rate Policies at the Zero Lower Bound. (2017). Perri, Fabrizio ; Bocola, Luigi ; Bianchi, Javier ; Amador, Manuel.
    In: CEPR Discussion Papers.
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11. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: BIS Working Papers.
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12. Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns. (2017). Sadaba, Barbara ; Ravazzolo, Francesco ; Foroni, Claudia.
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13. An incomplete markets explanation of the UIP puzzle. (2016). Rabitsch, Katrin.
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14. 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.
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15. Financial market segmentation and choice of exchange rate regimes. (2016). Mathur, Vipul ; Subramanian, Chetan.
    In: Economics Letters.
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16. Quantitative Easing in an Open Economy : Prices, Exchange Rates and Risk Premia. (2015). Polemarchakis, Herakles ; Peiris, Udara.
    In: CRETA Online Discussion Paper Series.
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17. Quantitative Easing in an Open Economy : Prices, Exchange Rates and Risk Premia. (2015). Peiris, Udara ; Polemarchakis, Herakles.
    In: The Warwick Economics Research Paper Series (TWERPS).
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18. Nominal Exchange Rates and Net Foreign Assets Dynamics: the Stabilization Role of Valuation Effects. (2015). Eugeni, Sara.
    In: MPRA Paper.
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19. Monetary Policy in Small Open Economies: The Role of Exchange Rate Rules. (2015). Santacreu, Ana Maria.
    In: Review.
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20. An Incomplete Markets Explanation to the UIP Puzzle. (2014). Rabitsch, Katrin.
    In: Department of Economics Working Paper Series.
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21. An Incomplete Markets Explanation to the UIP Puzzle. (2014). Rabitsch, Katrin.
    In: Department of Economics Working Papers.
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22. The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models. (2014). Nakatani, Ryota.
    In: UTokyo Price Project Working Paper Series.
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23. International monetary transmission with bank heterogeneity and default risk. (2014). Tsenova, Tsvetomira.
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24. Monetary policy and the cyclicality of risk. (2014). Lopez-Salido, David ; Gust, Christopher.
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25. Model uncertainty and the Forward Premium Puzzle. (2014). Djeutem, Edouard.
    In: Journal of International Money and Finance.
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26. Generating currency trading rules from the term structure of forward foreign exchange premia. (2014). Taylor, Mark ; Sager, Michael.
    In: Journal of International Money and Finance.
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27. Time-varying international diversification and the forward premium. (2014). Scheuring, Simon ; Jonen, Benjamin .
    In: Journal of International Money and Finance.
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28. Exchange Rates and Interest Parity. (2014). Engel, Charles.
    In: Handbook of International Economics.
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29. Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?. (2014). Tabak, Benjamin ; Bruno Freitas Boynard de Vasconcelos, .
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30. Exchange Rates and Interest Parity. (2013). Engel, Charles.
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31. A sentiment-based explanation of the forward premium puzzle. (2013). Yu, Jianfeng.
    In: Journal of Monetary Economics.
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32. International risk cycles. (2013). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
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33. Risk Pricing over Alternative Investment Horizons. (2013). Hansen, Lars Peter.
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34. Monetary Policy Shifts and the Forward Discount Puzzle. (2013). Nikolsko-Rzhevskyy, Alex ; Jetter, Michael.
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35. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
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36. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
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37. Country Size, Currency Unions, and International Asset Returns. (2012). Hassan, Tarek.
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38. Interest rates and prices in an inventory model of money with credit. (2012). Guerron, Pablo ; Guerron-Quintana, Pablo ; Dotsey, Michael.
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39. When does uncovered interest parity hold?. (2012). Roche, Maurice ; Moore, Michael.
    In: Journal of International Money and Finance.
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40. The Forward Discount Puzzle: Identi cation of Economic Assumptions. (2011). Velasco, Carlos ; Moon, Seongman.
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41. Tests for m-dependence Based on Sample Splitting Methods. (2011). Velasco, Carlos ; Moon, Seongman.
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42. International Risk Cycles. (2011). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
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43. Global Liquidity: Availability of Funds for Safe and Risky Assets. (2011). Matsumoto, Akito.
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44. A sentiment-based explanation of the forward premium puzzle. (2011). Yu, Jianfeng.
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45. Global asset pricing. (2011). Lewis, Karen.
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46. Regime switches in exchange rate volatility and uncovered interest parity. (2011). Ichiue, Hibiki ; Koyama, Kentaro.
    In: Journal of International Money and Finance.
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47. Speculative capital and currency carry trades. (2011). Jylha, Petri ; Suominen, Matti.
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48. Disasters implied by equity index options. (2009). Martin, Ian ; Chernov, Mikhail.
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