1. The Role of Foreign Investors and Local Agents in the Derivatives Market and their Impact on the Exchange Rate in Colombia: A Wavelet Analysis. (2023). Gamboa-Estrada, Fredy.
   In: IHEID Working Papers.
   RePEc:gii:giihei:heidwp12-2023.

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2. Yield curve sensitivity to investor positioning around economic shocks. (2023). Saha, Shreyosi ; Kinston, Rafael ; Altmeyer, Patrick ; Boneva, Leva ; Stoja, Evarist.
   In: Bank of England working papers.
   RePEc:boe:boeewp:1029.

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3. El impacto potencial de los movimientos de portafolio de los inversionistas extranjeros sobre la tasa de cambio en Colombia. (2023). Gamboa-Estrada, Fredy ; Ariza-Murillo, Sara ; Orozco-Vanegas, Camilo Andres.
   In: Borradores de Economia.
   RePEc:bdr:borrec:1261.

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4. Trading behavior in bitcoin futures: Following the “smart money”. (2022). Smales, Lee ; Baur, Dirk G.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1304-1323.

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5. Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x.

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6. Carry Trade and Negative Policy Rates in Switzerland : Low-lying fog or storm ?. (2021). Vallet, Guillaume ; Tomio, Bruno Thiago.
   In: Post-Print.
   RePEc:hal:journl:halshs-03669561.

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7. The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types. (2021). Malhotra, Jatin ; Corelli, Angelo.
   In: Risks.
   RePEc:gam:jrisks:v:9:y:2021:i:6:p:111-:d:569825.

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8. Carry trade in developing and developed countries : a Granger causality analysis with the Toda-Yamamoto approach. (2020). Tomio, Bruno.
   In: Post-Print.
   RePEc:hal:journl:halshs-02968822.

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9. Financial Assets, Expected Return and Risk, Speculation, Uncertainty, and Exchange Rate Determination. (2020). Bianchi, Karen ; Malindretos, John ; Kallianiotis, Ioannis N ; Ndu, Ikechukwu ; Arize, Augustine C.
   In: European Research Studies Journal.
   RePEc:ers:journl:v:xxiii:y:2020:i:3:p:3-30.

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10. Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto appr. (2020). Tomio, Bruno.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-00720.

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11. Decision-Making, Sub-Additive Recursive Matching Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences. (2020). Nwogugu, Michael C.
    In: Papers.
    RePEc:arx:papers:2005.01708.

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12. Carry trade in developing and developed countries : a Granger-causality analysis with the Toda-Yamamo to approach. (2019). Tomio, Bruno.
    In: Post-Print.
    RePEc:hal:journl:halshs-03131073.

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13. El rol del sector real en el mercado de derivados y su impacto sobre la tasa de cambio. (2019). Gamboa-Estrada, Fredy ; Cardozo, Pamela ; Higuera-Barajas, Jesahel.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1079.

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14. Reassessing the information content of the Commitments of Traders positioning data for exchange rate changes. (2018). Steenkamp, Daan ; Mulligan, Nicholas.
    In: Reserve Bank of New Zealand Analytical Notes series.
    RePEc:nzb:nzbans:2018/03.

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15. Speculative Dynamics of Exchange Rates in Turkey: A System Dynamics Approach. (2017). Barlas, Yaman ; Dursun, Pek ; Ehreli, Ceren.
    In: Yildiz Social Science Review.
    RePEc:aye:journl:v:3:y:2017:i:2:p:103-120.

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16. US Dollar Carry Trades in the Era of “Cheap Money”. (2016). Moore, Michael ; Li, Youwei ; Erds, Peter ; Shehadeh, Ali.
    In: MPRA Paper.
    RePEc:pra:mprapa:70770.

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17. Trading activities and price discovery in foreign currency futures markets. (2016). Gau, Yin-Feng ; Chen, Yu-Lun ; Liao, Wen-Ju.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:4:d:10.1007_s11156-014-0486-9.

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18. Japans Currency Intervention Regimes: A Microstructural Analysis with Speculation and Sentiment. (2016). Mao, Xuxin ; MacDonald, Ronald ; McDonald, Ronald.
    In: Working Papers.
    RePEc:gla:glaewp:2016_06.

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19. US Dollar Carry Trades in the Era of Cheap Money. (2016). Moore, Michael ; Li, Youwei ; Erdos, Peter ; Shehadeh, Ali.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:5:p:374-404.

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20. Volatility risk premia and exchange rate predictability. (2016). Sarno, Lucio ; Ramadorai, Tarun ; della Corte, Pasquale.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:1:p:21-40.

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21. Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market. (2016). Hossfeld, Oliver ; Rothig, Andreas.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:18:y:2016:i:c:p:218-225.

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22. Beyond capital controls: regulation of foreign currency derivatives markets in the Republic of Korea and Brazil after the global financial crisis. (2016). Prates, Daniela ; Fritz, Barbara.
    In: Revista CEPAL.
    RePEc:ecr:col070:40433.

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23. Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market. (2015). Hossfeld, Oliver ; Rothig, Andreas.
    In: Discussion Papers.
    RePEc:zbw:bubdps:412015.

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24. Foreign exchange predictability during the financial crisis: implications for carry trade profitability. (2015). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2015-06.

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25. Carry Trade Activities: A Multivariate Threshold Model Analysis. (2014). Gubler, Matthias.
    In: Working Papers.
    RePEc:snb:snbwpa:2014-06.

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26. Beyond capital controls: the regulation of foreign currency derivatives markets in South Korea and Brazil after the global financial crisis. (2013). Prates, Daniela ; Fritz, Barbara.
    In: Competence Centre on Money, Trade, Finance and Development.
    RePEc:mtf:wpaper:1307.

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27. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-19.

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28. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-019.

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29. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:19.

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30. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793724.

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31. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Post-Print.
    RePEc:hal:journl:hal-01613916.

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32. Footprints in the market: Hedge funds and the carry trade. (2013). Fong, Wai Mun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:41-59.

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33. Impact of macro-economic surprises on carry trade activity. (2013). Sushko, Vladyslav ; Hutchison, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:4:p:1133-1147.

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34. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11382.

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35. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1301.

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36. Speculation and the 2008 oil bubble: The DCOT Report analysis. (2012). Tokic, Damir.
    In: Energy Policy.
    RePEc:eee:enepol:v:45:y:2012:i:c:p:541-550.

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37. Measuring carry trade activity. (2011). Curcuru, Stephanie ; Hoek, Jasper ; Vega, Clara.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:34-31.

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38. Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates. (2009). Yuan, Chunming ; Tornell, Aaron.
    In: UMBC Economics Department Working Papers.
    RePEc:umb:econwp:09116.

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39. Carry Trades and Currency Crashes. (2008). Pedersen, Lasse ; Nagel, Stefan ; Brunnermeier, Markus.
    In: Working Papers.
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40. Carry Trades and Currency Crashes. (2008). Pedersen, Lasse ; Nagel, Stefan ; Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14473.

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41. What can the data tell us about carry trades in Japanese yen?. (2007). Gagnon, Joseph ; CHABOUD, ALAIN P..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:899.

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42. Relationship between the yen carry trade and the related financial variables. (2007). Nishigaki, Hideki.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-07m20002.

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43. Evidence of carry trade activity. (2007). McGuire, Patrick ; Galati, Gabriele ; Heath, Alexandra .
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0709e.

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44. Profits and Speculation in Intra-Day Foreign Exchange Trading. (2006). Menkhoff, Lukas ; Mende, Alexander.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-339.

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45. Price discovery in the foreign currency futures and spot market. (2006). Rosenberg, Joshua ; Traub, Leah G..
    In: Staff Reports.
    RePEc:fip:fednsr:262.

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46. Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis. (2006). Kallianiotis, Ioannis N. ; Frear, Dean .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:ix:y:2006:i:3-4:p:15-34.

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47. Profits and speculation in intra-day foreign exchange trading. (2006). Menkhoff, Lukas ; Mende, Alexander.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:9:y:2006:i:3:p:223-245.

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48. The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233.

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49. Speculative Activity and Copper Price. (2006). Selaive, Jorge ; JARAMILLO, PATRICIO.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:384.

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50. Is the Foreign Exchange Derivates Market Effective and Efficient in Reducing Currency Risk?. (2006). Selaive, Jorge ; Jadresic, Esteban.
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v10c08pp253-288.

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51. The microstructure approach to exchange rates: a survey from a central bank’s viewpoint. (2005). Kiss M., Norbert ; Gyomai, Gyorgy ; Gereben, Áron.
    In: MNB Occasional Papers.
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52. Is The FX Derivatives Market Effective and Efficient in Reducing Currency Risk?. (2005). Selaive, Jorge ; Jadresic, Esteban.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:325.

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53. Actividad del Mercado Cambiario y Movimiento del Tipo de Cambio Nominal. (2005). Selaive, Jorge ; Jorge Selaive C., .
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:8:y:2005:i:3:p:75-83.

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54. The Profitability of Speculators in Currency Futures Markets. (2004). Manners, Philip ; Kearns, Jonathan.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2004-07.

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1. Clarida, Richard, Lucio Sarno, Mark P. Taylor, and Giorgio Valente. 2003. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. Journal of International Economics 60, no. 1 (May): 61-83.

2. Evans, Martin, and Richard Lyons. 2002. Order Flow and Exchange Rate Dynamics. Journal of Political Economy 110, no.1 (February): 170-80.

3. Exchange Rate Changes and Net Positions of Speculators Andersen, Torben, Tim Bollerslev, Francis Diebold, and Clara Vega. 2003. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. American Economic Review 93, no. 1 (March): 38-62.

4. Flood, Robert, and Mark Taylor. 1996. Exchange Rate Economics: Whats Wrong with the Conventional Macro Approach? In J. A. Frankel, ed., The Microstructure of Foreign Exchange Markets, 261-94. NBER Conference Report. Chicago: University of Chicago Press.

5. Osler, Carol. 2000. Support for Resistance: Technical Analysis and Interday Exchange Rates. Federal Reserve Bank of New York Economic Policy Review 6, no. 2 (July): 53-68.

6. Saywell, Steven. 2003. Current Account and Capital Flow Trends Diverge. CitiFX Views Capital Flow Update: Euro Area, May 27.
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7. Wang, Changyun. 2003. The Behavior and Performance of Major Types of Futures Traders. Journal of Futures Markets 23, no. 1 (January): 1-31.

1. Exchange Rate Predictability. (2013). Rossi, Barbara.
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2. Exchange rate bifurcation in a stochastic evolutionary finance model. (2012). Gagnon, Gregory.
   In: Decisions in Economics and Finance.
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3. External imbalance, valuation adjustments and real Exchange rate: evidence of predictability in an emerging economy.. (2011). Selaive, Jorge ; Pincheira, Pablo.
   In: Revista de Analisis Economico – Economic Analysis Review.
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4. Measuring the economic significance of structural exchange rate models. (2011). Kaleem, Muhammad ; cerrato, mario ; Crosby, John.
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5. Nonlinear exchange rate dynamics under stochastic official intervention. (2011). LEE, HSIU-YUN .
   In: Economic Modelling.
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6. Discretionary Policy and Multiple Equilibria in LQ RE Models. (2010). Kirsanova, Tatiana ; Blake, Andrew.
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7. Predicting nominal exchange rate movements using skewness information from options prices. (2010). Ratcliff, Ryan .
   In: International Journal of Finance & Economics.
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8. Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation. (2009). Wagner, Christian.
   In: MPRA Paper.
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9. Evaluating volatility dynamics and the forecasting ability of Markov switching models. (2009). Merika, Anna ; Parikakis, George S..
   In: Journal of Forecasting.
   RePEc:jof:jforec:v:28:y:2009:i:8:p:736-744.

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10. Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil. (2009). Ferreira, Alex.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:46:y:2009:i:133:p:51-66.

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11. Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets. (2008). Wagner, Christian.
    In: Working Papers.
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12. A New Variant of ARFIMA Process and Its Predictive Ability. (2008). Yin, Yip ; Hoe, Quah.
    In: Modern Applied Science.
    RePEc:ibn:masjnl:v:2:y:2008:i:2:p:142.

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13. The dynamic interaction of order flows and the CAD/USD exchange rate. (2008). Neely, Christopher ; Gradojevic, Nikola.
    In: Working Papers.
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14. The Taylor rule and forecast intervals for exchange rates. (2008). Wu, Jason ; Wang, Jian.
    In: Globalization Institute Working Papers.
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15. External Imbalances, Valuation Adjustments and Real Exchange Rate: Evidence of Predictability in an Emerging Economy. (2008). Selaive, Jorge ; Pincheira, Pablo ; Pablo Pincheira B., .
    In: Working Papers Central Bank of Chile.
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16. Expectativas de depreciación y diferencial de tasas de interés: ¿Hay regímenes cambiantes? El caso de Perú. (2007). Humala, Alberto.
    In: Revista Estudios Económicos.
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17. Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates. (2007). Darvas, Zsolt ; Schepp, Zoltn ; Rappai, Gbor.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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18. Inflation regimes in the US term structure of interest rates. (2007). Tillmann, Peter.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:24:y:2007:i:2:p:203-223.

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19. The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: The Warwick Economics Research Paper Series (TWERPS).
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20. Some Empirical Observations on the Forward Exchange Rate Anomaly. (2006). O'Brien, Edward ; Hession, Niall ; Bond, Derek ; Harrison, Michael J..
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:tep2006.

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21. Depreciation expectations and interest rate differentials: Are there regime switches? The Peruvian case. (2006). Humala, Alberto.
    In: Working Papers.
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22. Forecasting and Combining Competing Models of Exchange rate Determination. (2006). De Grauwe, Paul ; Altavilla, Carlo.
    In: Discussion Papers.
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23. Long maturity forward rates of major currencies are stationary. (2006). Darvas, Zsolt ; Schepp, Zoltan.
    In: Working Papers.
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24. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2257-2279.

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25. Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle. (2006). Valente, Giorgio ; Sarno, Lucio ; Leon, Hyginus .
    In: CEPR Discussion Papers.
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26. Forecasting and Combining Competing Models of Exchange Rate Determination. (2006). De Grauwe, Paul ; Altavilla, Carlo.
    In: CESifo Working Paper Series.
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27. Some Empirical Observations on the Forward Exchange Rate Anomaly. (2006). O'Brien, Edward ; Hession, Niall ; Bond, Derek ; Harrison, Michael J ; OBrien, Edward J..
    In: Research Technical Papers.
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28. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
    In: Staff Working Papers.
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29. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan. (2006). Lee, Kevin ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
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30. Money - Inflation Nexus in Indonesia: Evidence from a P-Star Analysis. (2005). Anglingkusumo, Reza.
    In: Tinbergen Institute Discussion Papers.
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31. Detecting Switching Strategies in Equity Hedge Funds. (2005). Alexander, Carol ; Dimitriu, Anca .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2005-07.

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32. Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?. (2005). Tuesta, Vicente ; Selaive, Jorge.
    In: Working Papers.
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33. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference. (2005). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
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34. New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market. (2005). Sarno, Lucio ; Nikolaou, Kleopatra.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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35. Real interest rates linkages between the USA and the UK in the postwar period. (2005). Tsiotas, Georgios ; Kanas, Angelos.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:10:y:2005:i:3:p:251-262.

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36. Indexing, cointegration and equity market regimes. (2005). Alexander, Carol ; Dimitriu, Anca .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:10:y:2005:i:3:p:213-231.

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37. US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore. (2005). Valente, Giorgio.
    In: Working Papers.
    RePEc:hkm:wpaper:092005.

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38. Markov switching regimes in a monetary exchange rate model. (2005). Menkhoff, Lukas ; MacDonald, Ronald ; Frömmel, Michael.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:22:y:2005:i:3:p:485-502.

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39. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates. (2005). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4835.

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40. Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?. (2004). Tuesta, Vicente ; Selaive, Jorge.
    In: International Finance.
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41. Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates. (2004). Tillmann, Peter.
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42. Volatility Comovement: A Multifrequency Approach. (2004). Fisher, Adlai ; Calvet, Laurent ; Thompson, Samuel B..
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43. Exchange rate changes and net positions of speculators in the futures market. (2004). Klitgaard, Thomas ; Weir, Laura.
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44. Improving forecast accuracy by combining recursive and rolling forecasts. (2004). McCracken, Michael ; Clark, Todd.
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45. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis. (2004). West, Kenneth ; Clark, Todd.
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46. Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates. (2004). Tillmann, Peter.
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47. Nonlinear Exchange Rate Models: A Selective Overview. (2003). Sarno, Lucio.
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48. Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency. (2003). Alexander, Carol ; Dimitriu, Anca .
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49. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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50. Evaluating long-horizon forecasts. (2001). McCracken, Michael ; Clark, Todd.
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