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2. Sovereign CDS and mutual funds: Global evidence. (2021). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader J.
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3. Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate. (2020). Tiwari, Aviral ; Olayeni, Olaolu ; Wohar, Mark E.
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4. A consumption-based approach to exchange rate predictability. (2019). Ojeda-Joya, Jair.
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1. Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier.
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2. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
   In: Policy Research Working Paper Series.
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3. Exchange Rate Policies at the Zero Lower Bound. (2017). Perri, Fabrizio ; Bocola, Luigi ; Bianchi, Javier ; Amador, Manuel.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:23266.

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4. The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises. (2017). Nakatani, Ryota.
   In: Emerging Markets Finance and Trade.
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5. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
   In: Koç University-TUSIAD Economic Research Forum Working Papers.
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6. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
   In: CAMA Working Papers.
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7. Effect of net foreign assets on persistency of time-varying risk premium: Evidence from the Dollar-Yen exchange rate. (2017). Shimizu, Makoto.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:49:y:2017:i:c:p:255-265.

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8. Nominal Exchange Rates and Net Foreign Assets Dynamics: the Stabilization Role of Valuation Effects. (2017). Eugeni, Sara.
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   RePEc:dur:durham:2017_09.

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9. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
   In: CEPR Discussion Papers.
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10. Exchange Rate Policies at the Zero Lower Bound. (2017). Perri, Fabrizio ; Bocola, Luigi ; Bianchi, Javier ; Amador, Manuel.
    In: CEPR Discussion Papers.
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11. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: BIS Working Papers.
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12. Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns. (2017). Sadaba, Barbara ; Ravazzolo, Francesco ; Foroni, Claudia.
    In: Staff Working Papers.
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13. An incomplete markets explanation of the UIP puzzle. (2016). Rabitsch, Katrin.
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14. Co-movement of Exchange Rates with Interest Rate Differential, Risk Premium and FED Policy in “Fragile Economies”. (2016). Yılmaz, Erdal ; Ozmen, Utku.
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15. Financial market segmentation and choice of exchange rate regimes. (2016). Mathur, Vipul ; Subramanian, Chetan.
    In: Economics Letters.
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16. Quantitative Easing in an Open Economy : Prices, Exchange Rates and Risk Premia. (2015). Polemarchakis, Herakles ; Peiris, M. Udara.
    In: CRETA Online Discussion Paper Series.
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17. Quantitative Easing in an Open Economy : Prices, Exchange Rates and Risk Premia. (2015). Peiris, M. Udara ; Polemarchakis, Herakles.
    In: The Warwick Economics Research Paper Series (TWERPS).
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18. Nominal Exchange Rates and Net Foreign Assets Dynamics: the Stabilization Role of Valuation Effects. (2015). Eugeni, Sara.
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19. Monetary Policy in Small Open Economies: The Role of Exchange Rate Rules. (2015). Santacreu, Ana Maria.
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20. An Incomplete Markets Explanation to the UIP Puzzle. (2014). Rabitsch, Katrin.
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21. An Incomplete Markets Explanation to the UIP Puzzle. (2014). Rabitsch, Katrin.
    In: Department of Economics Working Papers.
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22. The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models. (2014). Nakatani, Ryota.
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23. International monetary transmission with bank heterogeneity and default risk. (2014). Tsenova, Tsvetomira.
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24. Monetary policy and the cyclicality of risk. (2014). Lopez-Salido, David ; Gust, Christopher .
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25. Model uncertainty and the Forward Premium Puzzle. (2014). Djeutem, Edouard.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:46:y:2014:i:c:p:16-40.

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26. Generating currency trading rules from the term structure of forward foreign exchange premia. (2014). Taylor, Mark ; Sager, Michael .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:44:y:2014:i:c:p:230-250.

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27. Time-varying international diversification and the forward premium. (2014). Jonen, Benjamin ; Scheuring, Simon .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:40:y:2014:i:c:p:128-148.

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28. Exchange Rates and Interest Parity. (2014). Engel, Charles.
    In: Handbook of International Economics.
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29. Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?. (2014). Tabak, Benjamin ; Bruno Freitas Boynard de Vasconcelos, .
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30. Exchange Rates and Interest Parity. (2013). Engel, Charles.
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31. A sentiment-based explanation of the forward premium puzzle. (2013). Yu, Jianfeng.
    In: Journal of Monetary Economics.
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32. International risk cycles. (2013). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
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33. Risk Pricing over Alternative Investment Horizons. (2013). Hansen, Lars Peter.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1571-1611.

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34. Monetary Policy Shifts and the Forward Discount Puzzle. (2013). Nikolsko-Rzhevskyy, Alex ; Jetter, Michael.
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    RePEc:col:000122:010729.

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35. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Shaliastovich, Ivan ; Bansal, Ravi .
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36. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
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37. Country Size, Currency Unions, and International Asset Returns. (2012). Hassan, Tarek.
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38. Interest rates and prices in an inventory model of money with credit. (2012). Guerron, Pablo ; Dotsey, Michael ; Guerron-Quintana, Pablo.
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39. When does uncovered interest parity hold?. (2012). Roche, Maurice ; Moore, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:4:p:865-879.

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40. The Forward Discount Puzzle: Identi cation of Economic Assumptions. (2011). Velasco, Carlos ; Moon, Seongman.
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41. Tests for m-dependence Based on Sample Splitting Methods. (2011). Velasco, Carlos ; Moon, Seongman.
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42. International Risk Cycles. (2011). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
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43. Global Liquidity; Availability of Funds for Safe and Risky Assets. (2011). Matsumoto, Akito.
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44. A sentiment-based explanation of the forward premium puzzle. (2011). Yu, Jianfeng.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:90.

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45. Global asset pricing. (2011). Lewis, Karen K..
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46. Regime switches in exchange rate volatility and uncovered interest parity. (2011). Ichiue, Hibiki ; Koyama, Kentaro .
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    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1436-1450.

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47. Speculative capital and currency carry trades. (2011). Suominen, Matti ; Jylha, Petri.
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48. Disasters implied by equity index options. (2009). Martin, Ian ; Chernov, Mikhail ; Backus, David.
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49. Globally Correlated Nominal Fluctuations. (2009). Sustek, Roman ; Kydland, Finn ; Henriksen, Espen.
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50. Disasters implied by equity index options. (2009). Martin, Ian ; Chernov, Mikhail ; Backus, David.
    In: CEPR Discussion Papers.
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