1. Carry Trade and Capital Market Returns in South Africa. (2022). Bonga-Bonga, Lumengo ; Rangoanana, Sefora Motena.
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2. Systemic risk in carry-trade portfolios. (2017). Yang, Hsin-Feng ; Liu, Chih-Liang.
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3. The interaction between monetary and macro-prudential policy. (2014). Dunstan, Ashley.
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4. Structural adjustment in New Zealand since the commodity boom. (2014). Steenkamp, Daan.
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5. New Zealand’s short- and medium-term real exchange rate volatility: drivers and policy implications. (2013). Steenkamp, Daan ; Ng, Tim ; Chetwin, Willy .
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6. Kiwi drivers the New Zealand dollar experience. (2012). McDonald, Chris.
   In: Reserve Bank of New Zealand Analytical Notes series.
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7. The Relationship between Currency Carry Trades and U.S. Stocks The article examines the relationship between daily returns of currency carry trades and U.S. stocks from January 1995 through September . (2011). Tse, Yiuman ; Zhao, Lin.
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8. New Zealands Exchange Rate Cycles: Evidence and Drivers. (2010). Mabin, Gemma .
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9. Global currency trends through the financial crisis. (2010). Wallis, Zoe .
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1. 5 Conclusions In this article, we have examined the impact of the global financial crisis on the NZD. The NZD fell sharply, on a trade-weighted basis, during the peak of the crisis, but has recovered some of its value since then. Movements in exchange rates against individual currencies have varied. There have been some changes in the underlying drivers of the exchange rate and trading behaviour in the currency market. Before the global financial crisis, movements in the Reserve Bank of New Zealand: Bulletin, Vol. 73, No. 3, September 2010 Gagnon, J and A Chaboud (2007) âWhat can the data tell us about carry trades in Japanese Yen?â, Board of Governors of the Federal Reserve System International Finance Discussion Paper No.899.
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2. Brooks, C (2008) Introductory econometrics for finance, Second Edition, Cambridge University Press Burnside, C, M Eichenbaum and S Rebelo (2009) âUnderstanding the forward premium puzzle: A microstructure approachâ, American Economic Journal: Macroeconomics Vol 1 (2), pp.127-154.
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3. Burnside, C, M Eichenbaum, I Kleshchelski, and S Rebelo (2006) âThe returns to currency speculationâ, National Bureau of Economic Research Working Paper 12489 Burnside, C, M Eichenbaum, I Kleshchelski and S Rebelo (2008) âDo Peso problems explain the returns to the carry trade?â, National Bureau of Economic Research Working Paper 14054.

4. Drage, D, A Munro and C Sleeman (2005) âAn update on Eurokiwi and Uridashi bondsâ, Reserve Bank of New Zealand Bulletin, Vol. 68 (3).

5. Goodhart, C (2008) âThe background to the 2007 financial crisisâ, International Economics and Economic Policy, 4 (4 ) pp. 331-346.
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6. Kohler, M (2010) âExchange rate during financial crisesâ, Bank for International Settlements Quarterly Review, March Lewis, K (1995) âPuzzles in international financial marketsâ in G Grossman and K Rogoff (eds) Handbook of International Economics, Vol. 3, Amsterdam: North Holland.

7. Melvin, M and M Taylor (2009) âThe crisis in the foreign exchange marketâ, Centre for Economic Policy Research Discussion Paper 7472.
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8. Munro, A (2004) âWhat drives the NZD?â, Reserve Bank of New Zealand Bulletin, Vol. 67 No.2 Terada, T, N Higashio and J Iwasaki (2008) âRecent trends in Japanese foreign-exchange margin tradingâ, Bank of Japan Review, September
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1. A Liquidity‐Based Resolution of the Uncovered Interest Parity Puzzle. (2020). Lee, Seungduck ; Mo, Kuk.
   In: Journal of Money, Credit and Banking.
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2. A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle. (2019). Lee, Seungduck ; Mo, Kuk.
   In: Working Papers.
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3. 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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4. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
   In: MPRA Paper.
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5. A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle. (2015). Lee, Seungduck ; Jung, Kuk Mo.
   In: MPRA Paper.
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6. Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; Modise, Mampho P..
   In: Working Papers.
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7. Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; Modise, Mampho P..
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:33:y:2014:i:c:p:367-378.

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8. Looking at the other side of carry trades: Are there any safe haven currencies?. (2014). Guillaumin, Cyriac ; Coudert, Virginie.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2014-13.

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9. Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?. (2014). Guillaumin, Cyriac ; Coudert, Virginie ; Raymond, Helene.
   In: Working Papers.
   RePEc:cii:cepidt:2014-03.

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10. Commodity Trade and the Carry Trade: a Tale of Two Countries. (2013). Roussanov, Nikolai ; Eady, Robert R ; Ward, Colin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19371.

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11. Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Hammoudeh, Shawkat ; Modise, Mampho P.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-20.

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12. Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?. (2013). Hammoudeh, Shawkat ; Gupta, Rangan ; Modise, Mampho P..
    In: Working Papers.
    RePEc:ipg:wpaper:2013-020.

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13. Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?. (2013). Hammoudeh, Shawkat ; Modise, Mampho P. ; Khuong, Duc .
    In: Working Papers.
    RePEc:ipg:wpaper:20.

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14. The “forward premium puzzle” and the sovereign default risk. (2013). Mignon, Valérie ; Coudert, Virginie.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:491-511.

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15. Do momentum-based trading strategies work in emerging currency markets?. (2012). Tajaddini, Reza ; Crack, Timothy Falcon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:521-537.

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16. The carry trade and fundamentals: Nothing to fear but FEER itself. (2012). Taylor, Alan ; Jorda, Oscar.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:1:p:74-90.

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17. The Forward Premium Puzzle in a Two-Country World. (2011). Martin, Ian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17564.

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18. Uncovered interest-rate parity over the past two centuries. (2011). Wu, Liuren ; Lothian, James.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:3:p:448-473.

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19. Intertemporal risk-return trade-off in foreign exchange rates. (2011). Christiansen, Charlotte ; Charlotte, Christiansen .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:4:p:535-549.

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20. Carry trades, momentum trading and the forward premium anomaly. (2011). Chang, Sanders ; Baillie, Richard T..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:3:p:441-464.

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21. The “Forward Premium Puzzle” and the Sovereign Default Risk. (2011). Mignon, Valérie ; Coudert, Virginie.
    In: Working Papers.
    RePEc:cii:cepidt:2011-17.

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22. CPI Inflation Targeting and the UIP Puzzle: An Appraisal of Instrument and Target Rules. (2011). Guender, Alfred.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:11/18.

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23. Explaining the returns of active currency managers. (2011). Rehman, Scheherazade S ; Nasypbek, Sam .
    In: BIS Papers chapters.
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24. Macroeconomic determinants of carry trade activity. (2011). Fornari, Fabio ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_817_11.

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25. The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply. (2011). Verdelhan, Adrien ; Lustig, Hanno.
    In: American Economic Review.
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26. Discussion: The Swiss Franc Exchange Rate and Deviations from Uncovered Interest Parity: Global vs Domestic Factors. (2010). Griffoli, Tommaso Mancini ; Ross, Kevin.
    In: Swiss Journal of Economics and Statistics (SJES).
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27. The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region. (2010). Nagayasu, Jun.
    In: MPRA Paper.
    RePEc:pra:mprapa:24549.

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28. Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania. (2010). Guender, Alfred ; Cook, Bevan.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2010/12.

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29. The New Zealand dollar through the global financial crisis. (2010). Wallis, Zoe ; Cassino, Enzo.
    In: Reserve Bank of New Zealand Bulletin.
    RePEc:nzb:nzbbul:sept2010:2.

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30. Crises and Recoveries in an Empirical Model of Consumption Disasters. (2010). Steinsson, Jon ; Nakamura, Emi ; Barro, Robert ; Ursua, Jose .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15920.

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31. Exchange Rate Flexibility across Financial Crises. (2010). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00845254.

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32. Exchange Rate Flexibility across Financial Crises. (2010). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
    In: CEPN Working Papers.
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33. Timing exchange rates using order flow: The case of the Loonie. (2010). Sojli, Elvira ; Sarno, Lucio ; King, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2917-2928.

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34. Combining mean reversion and momentum trading strategies in foreign exchange markets. (2010). Serban, Alina F..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2720-2727.

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35. Spot and Forward Volatility in Foreign Exchange. (2010). Tsiakas, Ilias ; Sarno, Lucio ; della Corte, Pasquale.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7893.

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36. Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?. (2010). Coudert, Virginie ; Raymond, Helene.
    In: Working Papers.
    RePEc:cii:cepidt:2010-13.

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37. Forward premium puzzle and term structure of interest rates: the case of New Zealand. (2010). Silva, Carmen Gloria .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:570.

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38. Carry Trade. (2010). Jorda, Oscar.
    In: Working Papers.
    RePEc:cda:wpaper:196.

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39. Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania. (2010). Guender, Alfred ; Cook, Bevan.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/71.

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40. AMBIGUITY AVERSION: IMPLICATIONS FOR THE UNCOVERED INTEREST RATE PARITY PUZZLE. (2009). Ilut, Cosmin.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:328.

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41. Carry Trades and Global FX Volatility. (2009). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: MPRA Paper.
    RePEc:pra:mprapa:14728.

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42. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15518.

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43. Comment on Carry Trades and Currency Crashes. (2009). Burnside, Craig.
    In: NBER Chapters.
    RePEc:nbr:nberch:7287.

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44. The Determinants of Carry Trade Risk Premia. (2009). Corcoran, Aidan.
    In: The Institute for International Integration Studies Discussion Paper Series.
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45. Leveraged carry trade portfolios. (2009). Darvas, Zsolt.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:5:p:944-957.

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46. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08. (2009). Packer, Frank ; Baba, Naohiko.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:1953-1962.

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47. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar.
    In: CEPR Discussion Papers.
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48. Tails, Fears and Risk Premia. (2009). Bollerslev, Tim ; Todorov, Viktor.
    In: CREATES Research Papers.
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49. Emerging Market Currency Excess Returns. (2008). Hayashi, Fumio ; Gilmore, Stephen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14528.

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50. Leveraged carry trade portfolios. (2008). Darvas, Zsolt.
    In: Working Papers.
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