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After the tide: Commodity currencies and global trade. (2017). Roussanov, Nikolai ; Eady, Robert R ; Ward, Colin.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:85:y:2017:i:c:p:69-86.

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  1. UNCERTAINTY, LONG‐RUN, AND MONETARY POLICY RISKS IN A TWO‐COUNTRY MACRO MODEL. (2024). Mark, Nelson ; Berg, Kimberly.
    In: International Economic Review.
    RePEc:wly:iecrev:v:65:y:2024:i:3:p:1387-1413.

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  2. A Currency Premium Puzzle. (2024). Mertens, Thomas ; Hassan, Tarek ; Wang, Jingye.
    In: Working Paper Series.
    RePEc:fip:fedfwp:99017.

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  3. Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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  4. Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

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  5. Currency portfolios and global foreign exchange ambiguity. (2024). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005646.

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  6. Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486.

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  7. International trade and the risk in bilateral exchange rates. (2023). Hassan, Ramin ; Loualiche, Erik ; Ward, Colin ; Pecora, Alexandre R.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001435.

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  8. Origins of international factor structures. (2023). Jiang, Zhengyang ; Richmond, Robert J.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:147:y:2023:i:1:p:1-26.

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  9. The time-varying risk price of currency portfolios. (2022). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000390.

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  10. One hundred years of rare disaster concerns and commodity prices. (2021). Zhang, Qunzi.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1891-1915.

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  11. Commodity futures returns and policy uncertainty. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar.
    In: International Review of Economics & Finance.
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  12. Entangled risks in incomplete FX markets. (2021). Maurer, Thomas ; Tran, Ngoc-Khanh.
    In: Journal of Financial Economics.
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  13. The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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  14. Curve momentum in currency markets. (2021). Lei, Jian.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317177.

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  15. Modeling extreme risks in commodities and commodity currencies. (2018). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:51:y:2018:i:c:p:108-120.

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  16. Modeling fluctuations in the global demand for commodities. (2018). Zhou, Xiaoqing ; Kilian, Lutz.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:88:y:2018:i:c:p:54-78.

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  17. Uncovered Return Parity: Equity Returns and Currency Returns. (2018). Dunbar, Geoffrey ; Djeutem, Edouard.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-22.

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  18. Modeling Fluctuations in the Global Demand for Commodities. (2017). Zhou, Xiaoqing ; Kilian, Lutz.
    In: CESifo Working Paper Series.
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