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1. International R&D spillovers and asset prices. (2020). Santacreu, Ana Maria ; Gavazzoni, Federico.
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   RePEc:eee:jfinec:v:136:y:2020:i:2:p:330-354.

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2. Managing Macroeconomic Fluctuations with Flexible Exchange Rate Targeting. (2019). Santacreu, Ana Maria ; Mihov, Ilian ; Heipertz, Jonas.
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3. 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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4. Uncertainty, currency excess returns, and risk reversals. (2018). Rogers, John ; Husted, Lucas ; Sun, BO.
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   RePEc:eee:jimfin:v:88:y:2018:i:c:p:228-241.

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5. Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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6. Exchange Rate Exposure and Firm Dynamics. (2018). Varela, Liliana ; Salomao, Juliana.
   In: CEPR Discussion Papers.
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7. Currency Risk Factors in a Recursive Multicountry Economy. (2018). Gavazzoni, Federico ; Eady, Robert R ; Colacito, Riccardo ; Croce, Mariano Massimiliano.
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8. Monetary Policy and Currency Returns: the Foresight Saga. (2017). Pozdeev, Igor ; Borisenko, Dmitry .
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9. International correlation risk. (2017). Mueller, Philippe ; Vedolin, Andrea ; Stathopoulos, Andreas.
   In: LSE Research Online Documents on Economics.
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10. Can monetary policy cause the uncovered interest parity puzzle?. (2017). Park, Cheolbeom.
    In: Japan and the World Economy.
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11. The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Heipertz, Jonas ; Mihov, Ilian.
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12. Currency Risk Factors in a Recursive Multi-Country Economy. (2016). Gavazzoni, Federico ; Eady, Robert R ; Colacito, Riccardo ; Croce, Mariano.
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13. Volatility Risk Pass-Through. (2016). Liu, Yang ; Colacito, Ric ; Croce, Mariano ; Shaliastovich, Ivan.
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14. A Panel Data Analysis of the Validity of Uncovered Interest Rate Parity (UIRP) in Selected African Countries. (2016). Leneetorbira, Lezaasi ; Nwiado, Deebii.
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15. Unconventional Monetary Policy and International Risk Premia. (2016). Wright, Jonathan ; Scotti, Chiara ; Rogers, John.
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16. Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach. (2016). Hamzaoui, Nessrine ; Regaieg, Boutheina.
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17. International Trade Finance and the Cost Channel of Monetary Policy in Open Economies. (2016). Patel, Nikhil.
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18. Exchange Rates, Interest Rates, and the Risk Premium. (2016). Engel, Charles.
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19. Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan. (2015). Ugai, Hiroshi.
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20. A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle. (2015). Lee, Seungduck ; Jung, Kuk Mo.
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21. Exchange Rates, Interest Rates, and the Risk Premium. (2015). Engel, Charles.
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22. Funding liquidity constraints and the forward premium anomaly in a DSGE model. (2015). Chu, Shiou-Yen.
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23. International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle. (2015). Guender, Alfred.
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24. Term-structure of consumption risk premia in the cross-section of currency returns. (2014). Zviadadze, Irina.
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25. Global Variance Risk Premium and Forex Return Predictability. (2014). Aloosh, Arash.
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26. The Carry Trade: Risks and Drawdowns. (2014). Hodrick, Robert ; Daniel, Kent ; Lu, Zhongjin.
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27. Currency excess returns and global downside market risk. (2014). Nitschka, Thomas ; Atanasov, Victoria.
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28. Countercyclical currency risk premia. (2014). Verdelhan, Adrien ; Roussanov, Nikolai ; Lustig, Hanno.
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29. Exchange Rates and Interest Parity. (2014). Engel, Charles.
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30. Currency excess returns and global downside market risk. (2013). Nitschka, Thomas ; Galsband, Victoria .
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31. Exchange Rates and Interest Parity. (2013). Engel, Charles.
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32. Globally correlated nominal fluctuations. (2013). Sustek, Roman ; Kydland, Finn ; Henriksen, Espen.
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33. Risk, Monetary Policy, and the Exchange Rate. (2012). Nisticò, Salvatore ; Benigno, Gianluca ; Salvatore Nisticò, .
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34. The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises. (2012). Viegi, Nicola ; Hassan, Shakill ; Farrell, Greg.
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35. Crash Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy.
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36. The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises. (2012). Viegi, Nicola ; Hassan, Shakill ; Farrell, Greg.
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37. Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP. (2012). Jaramillo Franco, Miguel ; Lozano, Sergio Servan .
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38. On the Asset Market View of Exchange Rates. (2012). Burnside, Craig ; Graveline, Jeremy J..
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39. When does uncovered interest parity hold?. (2012). Roche, Maurice ; Moore, Michael.
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    RePEc:eee:jimfin:v:31:y:2012:i:4:p:865-879.

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40. Sources of Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy.
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41. International Portfolio Allocation under Model Uncertainty. (2012). Nisticò, Salvatore ; Benigno, Pierpaolo ; Nistico, Salvatore.
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42. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
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43. Risk, Monetary Policy and the Exchange Rate. (2011). Nisticò, Salvatore ; Benigno, Gianluca ; Nistico, Salvatore.
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44. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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45. Risk, Monetary Policy and the Exchange Rate. (2011). Nistico, Salvatore ; Benigno, Pierpaolo.
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46. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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47. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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48. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
    In: CEPR Discussion Papers.
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49. CPI Inflation Targeting and the UIP Puzzle: An Appraisal of Instrument and Target Rules. (2011). Guender, Alfred.
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    RePEc:cbt:econwp:11/18.

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50. Globally Correlated Nominal Fluctuations. (2009). Sustek, Roman ; Kydland, Finn ; Henriksen, Espen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15123.

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