Alexius, A.(2001). â€Uncovered Interest Parity Revisitedâ€, Review of International Economics 9, 505-517.
Bacchetta, P. and van Wincoop, E (2006). â€Incomplete Information Processing: A Solution to the Forward Discount Puzzleâ€, mimeo.
Bacchetta, P. and van Wincoop, E (2007). â€Random Walk Expectations and the Forward Discount Puzzleâ€, mimeo.
Baillie, R.T. and Bollerslev, T. (1989). â€Common Stochastic Trends in a System of Exchange Ratesâ€, Journal of Finance 44, 167-181.
Baillie, R.T. and Bollerslev, T. (2000). â€The Forward Premium Anomaly is not as bad as you thinkâ€, Journal of International Money and Finance 19, 471-488.
Bekaert, G. and Hodrick, R.J. (1993). â€On Biases in the Measurement of Foreign Exchange Risk Premiumsâ€, Journal of International Money and Finance 12, 115138.
Bilson, J.F.O. (1981). â€The ’Speculative Efficiency’ Hypothesisâ€, Journal of Business 54, 435-451.
Cavaglia, S., Verschoor, W. and Wolff, C. (1994). â€On the Biasedness of Forward Foreign Exchange Eates: Irrationality or Risk Premia?â€, Journal of Business 67, 321-343.
Chaboud, A.P. and Wright, J.H. (2005). â€Uncovered Interest Parity, it works, but not for longâ€, Journal of International Economics 66(2), 349-362.
Chang, C.W. and J.S.K. (1990). â€Forward and future prices: Evidence from the foreign exchange marketsâ€, Journal of Finance 45, 1333-35.
Chinn, D.C. and Meredith, G. (2004). â€Monetary Policy and Long Horizon Uncovered Interest Parityâ€, IMF Staff Papers 51(3), 409-430.
Chinn, M.D. (2006). â€The (partial) Rehabilitation of the Interest Parity in the Floating Rate Era: Longer Horizons, Alternative Expectations, and Emerging Marketsâ€, Journal of International Money and Finance 25, 7-21.
Clarida, R.H. and Taylor, M.P. (1997). â€The Term Structure of Forward Exchange Premiums and the Forecastability of Spot Exchange Rates: Correcting the Errorsâ€, The Review of Economics and Statistics 79, 353-361.
Engel, C. (1996). â€The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidenceâ€, Journal of Empirical Finance 3, 123-192.
Evans, M.D.D. and Lewis, K. (1995). â€Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premium?â€, The Review of Financial Studies 8, 709-742.
Fama, F.E. (1984). â€Forward and Spot Exchange Ratesâ€, Journal of Monetary Economics 14, 319-338.
Fama, F.E. (2006). â€The Behavior of Interest Ratesâ€, Review of Financial Studies 19, 359-379.
Frankel, J., Chinn, M. (1993). â€Exchange Rate Expectations and the Risk Premium: Test for a Cross Section of 17 Currenciesâ€, Review of International Economics 1, 136-144.
Frenkel, J.A. (1977). â€The Forward Exchange Rate, Expectations and the Demand for Money: the German Hyperinflationâ€, American Economic Review 67, 653-670.
- Frenkel, J.A. (1980). â€Exchange Rates, Prices and Money: Lessons from the 1920sâ€, American Economic Review, Papers and Proceedings, 70, 235-242.
Paper not yet in RePEc: Add citation now
Froot, K.A. and Frankel, A. (1989). â€Forward Discount Bias: Is it an Exchange Risk Premium?â€, The Quarterly Journal of Economics 104, 139-161.
- Froot, K.A. and Frankel, A. (1990). â€Anomalies: Foreign Exchangeâ€, Journal of Economic Perspectives 4, 179-92.
Paper not yet in RePEc: Add citation now
Gourinchas, P.-O. and Tornell, A. (2004). â€Exchange Rate Puzzles and Distorted Beliefsâ€, Journal of International Economics 63, 303-333.
Hodrick, R.J. and Srivastava, S. (1986). â€The Covariation of Risk Premiums and Expected Future Spot Exchange Ratesâ€, Journal of International Finance 5, 5-21.
Hsieh, D.A. (1984). â€Tests of Rational Expectations and no Risk Premium in Forward Exchange Marketsâ€, Journal of International Economics 17, 173-84.
- Hull, J. C. (2006). Options, Futures, and other Derivatives. Pearson Prentice Hall.
Paper not yet in RePEc: Add citation now
Krasker, W. (1980). â€The Peso Problem in Testing the Efficiency of Forward Exchange Marketsâ€, Journal of Monetary Economy 6, 269-276.
- Levich, R. (1978). â€Test of the Forecasting Models and Market Efficiency in the International Money Marketâ€, in The Economics of Exchange Rates, edited by J.A. Frenkel and H.G. Johnson, Addison-Wesley, 128-158.
Paper not yet in RePEc: Add citation now
Levich, R.M. (1985). â€Empirical Studies of Exchange Rates: Price Behavior, Rate Determination and Market Efficiencyâ€, in Handbook of International Economics Vol. II, edited by G. Grossman and K. Rogoff, 979-1040.
- Lewis, K.K. (1995). â€Puzzles in International Financial Marketsâ€, in Handbook of International Economics, Vol.III, edited by G. Grossman and K. Rogoff, 19131971.
Paper not yet in RePEc: Add citation now
Mark, N.C. (1985). â€On Time Varying Risk Premia in the Foreig Exchange Marketâ€, Journal of Monetary Economics 16, 3-18.
Mark, N.C., Wu, Y. (1998). â€Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noiseâ€, The Economic Journal 108.
Mark, N.C., Wu, Y. and Hai, W. (1997). â€Understanding Spot and Forward Exchange Rate Regressionsâ€, Journal of Applied Econometrics 12, 715-734.
McCallum, B.T. (1994). â€A Reconsideration of the Uncovered Interest Parity Relationshipâ€, Journal of Monetary Economics 33, 105-132.
Meese, R. A. and K. Rogoff (1983). â€Empirical exchange rate models of the seventies: Do they fit out-of-sample?â€, Journal of International Economics 14, 3–24.
Meese, R., Singleton, K.J. (1982). â€On Unit Roots and the Empirical Modeling of Exchange Ratesâ€, Journal of Finance 37, 1029-1035.
Newbold, P., Wohar, M., Rayner, T., Kellard, N. and Ennew, C. (1998). â€Two puzzles in the Analysis of Foreign Exchange Market Inefficiencyâ€, International Review of Financial Analysis 7, 95-111.
Polakoff, M.A. and Grier, P.C. (1991). â€A comparison of foreign exchange forward and futures pricesâ€, Journal of Banking and Finance 15, 1057-80.
Pope, P.F. and Peel, D. (1991). â€Forward Foreign Exchange Rates and Risk Premia-A Reappraisalâ€, Journal of International Money and Finance 10, 443456.