1. Exchange Rates, Uncovered Interest Parity, and Time‐Varying Fama Regressions. (2025). Haque, Qazi ; Li, Mengheng ; Fu, Bowen.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:40:y:2025:i:3:p:310-324.

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2. 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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3. Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

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4. 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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5. Uncovered interest rate parity phenomenon and determinants of domestic interest rates: an analysis of Pakistan and China economies. (2024). Faizan, Muhammad ; Ahmad, Ishtiaq ; Ali, Malik Saqib.
   In: Future Business Journal.
   RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00320-w.

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6. 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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7. 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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8. Measuring systemic risk in Asian foreign exchange markets. (2024). Chen, Yanghan ; Lin, Juan.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001220.

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9. 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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10. 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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11. Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio.
    In: Economica.
    RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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12. The Movement of Exchange Rate and Expected Income: Case of South Africa. (2023). Msomi, Simiso ; Ngalawa, Harold.
    In: Journal of Economics and Financial Analysis.
    RePEc:trp:01jefa:jefa0068.

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13. Sovereign default network and currency risk premia. (2023). Yang, Lu ; Cui, Xue.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00485-3.

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14. Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience. (2023). Fernandez-Gamez, Manuel A ; Alaminos, David ; Salas, Belen M.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01836-2.

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15. The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Fatum, Rasmus ; Chen, Binwei.
    In: Discussion paper series.
    RePEc:hit:hiasdp:hias-e-132.

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16. 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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17. Uncertainty is bad for Business. Really?. (2023). VAUDAY, Julien ; SERRANITO, Francisco ; Himounet, Nicolas.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2023-26.

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18. A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Haque, Qazi ; Doko Tchatoka, Firmin ; Cross, Jamie ; Asimakopoulos, Stylianos ; Terrell, Madison.
    In: Working Papers.
    RePEc:bny:wpaper:0121.

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19. 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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20. Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks. (2022). Himounet, Nicolas.
    In: Post-Print.
    RePEc:hal:journl:hal-05113023.

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21. Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043.

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22. Measuring exchange rate risks during periods of uncertainty. (2022). Ferrara, Laurent ; Yapi, Joseph.
    In: International Economics.
    RePEc:eee:inteco:v:170:y:2022:i:c:p:202-212.

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23. Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks. (2022). Himounet, Nicolas.
    In: International Economics.
    RePEc:eee:inteco:v:170:y:2022:i:c:p:1-31.

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24. A reconsideration of the failure of uncovered interest parity for the U.S. dollar. (2022). Engel, Charles ; Xiang, Nan ; Wang, Mengqi ; Kazakova, Katya.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000344.

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25. 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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26. 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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27. Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Ulm, M ; Hambuckers, J.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148.

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28. 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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29. 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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30. Searching for the Nature of Uncertainty: Macroeconomic VS Financial. (2021). Himounet, Nicolas.
    In: Working Papers.
    RePEc:inf:wpaper:2021.05.

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31. Uncertainty is bad for Business. Really?. (2021). VAUDAY, Julien ; SERRANITO, Francisco ; Himounet, Nicolas.
    In: Working Papers.
    RePEc:inf:wpaper:2021.03.

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32. 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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33. 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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34. 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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35. 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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36. Measurement and effects of euro/dollar exchange rate uncertainty. (2021). Beckmann, Joscha.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:183:y:2021:i:c:p:773-790.

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37. Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1165.

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38. Comparing Forecast Performance with State Dependence. (2020). Sekhposyan, Tatevik ; Odendahl, Florens ; Rossi, Barbara.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15217.

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39. Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, G.
    In: Working Papers.
    RePEc:bol:bodewp:wp1141.

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40. 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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41. 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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42. 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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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. 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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45. International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Poon, Aubrey ; Cross, Jamie ; Hou, Chenghan.
    In: Working Papers.
    RePEc:bny:wpaper:0070.

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1. Do market participants’ forecasts of financial variables outperform the random-walk benchmark?. (2021). Österholm, Pär ; Osterholm, Par ; Kladivko, Kamil.
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2. Tail risk and return predictability for the Japanese equity market. (2021). Andersen, Torben ; Todorov, Viktor ; Ubukata, Masato.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:222:y:2021:i:1:p:344-363.

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3. A new approach to exchange rate forecast: The role of global financial cycle and time-varying parameters. (2020). Raheem, Ibrahim ; Vo, Xuan Vinh.
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   RePEc:pra:mprapa:105359.

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4. Global financial cycles and exchange rate forecast: A factor analysis. (2020). Raheem, Ibrahim.
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5. Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, G.
   In: Working Papers.
   RePEc:bol:bodewp:wp1141.

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6. Comparative analysis of government spending, external debt, domestic credit to private sector, exchange rate and net investment to non-financial companies. (2019). Aipoh, Godwin.
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7. Short-term exchange rate predictability. (2019). Ren, Yu ; Zhang, Xiangyu ; Wang, Qin.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:28:y:2019:i:c:p:148-152.

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8. Re-Examining the Nexus between Exchange and Interest Rates in Nigeria. (2018). Shobande, Olatunji ; BOKANA, KOYE ; Oke, David Mautin.
   In: Journal of Economics and Behavioral Studies.
   RePEc:rnd:arjebs:v:9:y:2018:i:6:p:47-56.

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9. Does Pak-Rupee Exchange Rate Respond to Monetary Fundamentals? A Structural Analysis. (2018). Nawaz, Saima ; Khan, Muhammad.
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   RePEc:pid:journl:v:57:y:2018:i:2:p:175-202.

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10. Linking Net Foreign Portfolio Debt and Equity to Exchange Rate Movements. (2018). Gardberg, Malin.
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11. Uncertainty and deviations from uncovered interest rate parity. (2018). Rossi, Barbara ; Ismailov, Adilzhan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:88:y:2018:i:c:p:242-259.

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12. FACTOR MODELS AND TIME€ VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha.
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13. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
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14. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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15. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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16. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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17. Evaluating exchange rate forecasts along time and frequency. (2017). Caraiani, Petre.
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18. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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19. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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20. Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.. (2016). Peel, David ; Promponas, Pantelis .
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21. Exchange Rate Returns and External Adjustment: Evidence from Switzerland. (2016). Nitschka, Thomas ; Grisse, Christian.
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23. Currency Premia and Global Imbalances. (2015). Sarno, Lucio ; Riddiough, Steven ; della Corte, Pasquale.
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24. Modelling the Australian Dollar. (2015). Smith, Penelope ; Wright, Michelle ; Cockerell, Lynne ; Hambur, Jonathan ; Potter, Christopher.
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29. The Taylor Rule and Forecast Intervals for Exchange Rates. (2012). Wang, Jian ; Wu, Jason J.
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30. Balance of payments flows and exchange rate prediction in Japan. (2012). Müller-Plantenberg, Nikolas ; Muller-Plantenberg, Nikolas .
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31. Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set. (2011). Moore, Michael ; Chinn, Menzie.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:8:p:1599-1624.

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32. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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33. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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34. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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35. Nonlinearity and time-variation in the monetary model of exchange rates. (2011). Korhonen, Marko ; Junttila, Juha.
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36. The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?. (2011). Sestieri, Giulia ; Sarno, Lucio ; Della Corte, P..
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37. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2010). Beutler, Toni ; Bacchetta, Philippe ; van Wincoop, Eric.
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38. The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?. (2010). Sestieri, Giulia ; Sarno, Lucio ; della Corte, Pasquale.
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39. Reglas de Taylor y previsibilidad fuera de muestra de la tasa de cambio en Latinoamérica. (2010). Ojeda-Joya, Jair ; Daniel Andres Jaimes Cardenas, .
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40. Reglas de Taylor y previsibilidad fuera de muestra de la tasa de cambio en Latinoamérica. (2010). Ojeda-Joya, Jair ; Daniel Andres Jaimes Cardenas, .
    In: Borradores de Economia.
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41. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
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42. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: Cahiers de Recherches Economiques du Département d'économie.
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43. Commodity prices, interest rates and the dollar. (2009). Akram, Qaisar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:6:p:838-851.

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44. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
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45. Beggar‐Thy‐Neighbour Exchange Rate Regime Misadvice from Misapplications of Mundell (1961) and the Remedy. (2009). Pope, Robin.
    In: The World Economy.
    RePEc:bla:worlde:v:32:y:2009:i:2:p:326-350.

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46. Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies. (2008). Ardic, Oya ; Ergin, Onur ; Senol, Bahar G..
    In: MPRA Paper.
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47. Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set. (2008). Moore, Michael ; Chinn, Menzie.
    In: NBER Working Papers.
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48. Commodity prices, interest rates and the dollar. (2008). Akram, Qaisar.
    In: Working Paper.
    RePEc:bno:worpap:2008_12.

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49. Non‐linearities, Business Cycles and Exchange Rates. (2008). Chinn, Menzie.
    In: Economic Notes.
    RePEc:bla:ecnote:v:37:y:2008:i:3:p:219-239.

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50. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:5:p:855-889.

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