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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.
RePEc:cpr:ceprdp:5527.

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  2. Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina.
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  5. A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium. (2021). Frömmel, Michael ; Afat, Dinçer ; Frommel, Michael.
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  6. Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4. (2021). Salisu, Afees ; Musa, Abdullahi ; Mevweroso, Chioma R ; Aliyu, Victoria O.
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  7. Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina.
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  8. Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8961.

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  9. Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union. (2020). Krištoufek, Ladislav ; Ferreira, Paulo.
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  12. Can policy shifts explain the forward discount puzzle?. (2019). Ogrokhina, Olena ; Nikolsko-Rzhevskyy, Alex ; Jetter, Michael.
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  14. Exchange Rate and Interest Rate Disconnect: The Role of Capital Flows, Currency Risk and Default Risk. (2019). Varela, Liliana ; Kalemli-Ozcan, Sebnem.
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  15. Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R.
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  16. An analysis of the unbiased forward rate hypothesis in developed and emerging economies. (2019). Bonga-Bonga, Lumengo ; Phungo, Muka.
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  17. Inflation targeting and the forward bias puzzle in emerging countries. (2019). Coulibaly, Dramane ; Kempf, Hubert.
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  18. Inflation targeting and the forward bias puzzle in emerging countries. (2019). Coulibaly, Dramane ; Kempf, Hubert.
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    RePEc:eee:jimfin:v:90:y:2019:i:c:p:19-33.

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  19. Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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  20. Statistical Learning and Exchange Rate Forecasting. (2019). Pelagatti, Matteo ; Colombo, Emilio.
    In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo.
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  21. Resolving the unbiasedness and forward premium puzzles. (2019). Thornton, Daniel.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:66:y:2019:i:1:p:5-27.

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  22. THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE. (2019). Pilbeam, Keith ; Litsios, Ioannis.
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  23. Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R.
    In: Working Papers.
    RePEc:apc:wpaper:156.

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  24. SMOOTH BREAKS AND NONLINEAR MEAN REVERSION IN REAL INTEREST PARITY: EVIDENCE FROM EAST ASIAN COUNTRIES. (2018). Gulcu, Abdullah ; Yildirim, Dilem.
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  25. Is Mexicos Forward Exchange Rate Market Efficient?. (2018). Islas-Camargo, Alejandro ; Sanabria, Tania Pamela ; Cortez, Willy Walter.
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    RePEc:imx:journl:v:13:y:2018:i:2:p:273-289.

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  26. Forward Unbiasedness in the Short End of the Interest Rate Market. (2018). Azar, Samih Antoine.
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  27. Does international-reserves targeting decrease the vulnerability to capital flights?. (2018). Semmler, Willi ; Kato, Mika ; Proao, Christian R.
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  28. FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John .
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  29. Uncovered Interest Rate Parity: The Turkish Evidence. (2018). Pelin, Oge Guney.
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  30. The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective. (2017). Kurihara, Yutaka ; Fukushima, Akio .
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  31. The real miss-specification in the forward rate premium puzzle. (2017). Scott, Robert C ; Horvath, Philip A ; Sinha, Amit K.
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  32. Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models. (2017). Buncic, Daniel.
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  33. Inflation Targeting and the Forward Bias Puzzle in Emerging Countries. (2017). Kempf, Hubert ; Coulibaly, Dramane.
    In: Working Papers.
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  34. Inflation Targeting and the Forward Bias Puzzle in Emerging Countries. (2017). Kempf, Hubert ; Coulibaly, Dramane.
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  35. Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco.
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  36. FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John .
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  37. US Dollar Carry Trades in the Era of “Cheap Money”. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali ; Erds, Peter .
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  38. Still crazy after all these years: the returns on carry trade. (2016). Colombo, Emilio ; Roberto, Rossignoli ; Gianfranco, Forte ; Emilio, Colombo .
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  39. Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.. (2016). Peel, David ; Promponas, Pantelis .
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  40. US Dollar Carry Trades in the Era of Cheap Money. (2016). Moore, Michael ; Li, Youwei ; Erdos, Peter ; Shehadeh, Ali .
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  41. The price of freedom: Idiosyncratic currency devaluations. (2016). Stocker, Marshall L.
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  42. Uncovered interest parity: The long and the short of it. (2016). Lothian, James.
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  43. Carry trades and exchange rate volatility: a TVAR approach. (2016). Anzuini, Alessio ; Brusa, Francesca .
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  44. Understanding the price of volatility risk in carry trades. (2015). Valente, Giorgio ; Ahmed, Shamim .
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  45. Foreign exchange market inefficiency and exchange rate anomalies. (2015). Li, Jing ; Miller, Norman C..
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  46. FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John .
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  49. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
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  50. Tests of Rationality in Turkish Foreign Exchange Market. (2014). Turguttopbas, Neslihan.
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  52. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
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  79. Trading the forward bias: Are there limits to speculation?. (2010). Wagner, Christian ; Hochradl, Markus .
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  84. The Solution to the Forward-Bias and Related Puzzles. (2010). Pippenger, John E.
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  85. Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle. (2010). van Wincoop, Eric ; Bacchetta, Philippe.
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  89. Analysis of the Relationship Between the Exchange Rate Policy of the Russian Central Bank and the Interest Rates: Uncovered and Covered Parity. (2009). Sokolov, Vladimir ; Ulyukaev, Alexey ; Gurvich, Evsey.
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  28. Including environmental variables in the effi ciency analysis: A three-step method/El análisis de efi ciencia con variables de entorno: un método de programas con tres etapas.. (2006). MARTINEZ-PAZ, J. ; PLEITE, FEDERICO MARTNEZCARRASCO ; PALOMARES, RAFAELA DIOS ; MARTÍNEZ PAZ, JOSÉ MIGUEL, ; Martinez Paz, Jose Miguel, .
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  29. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
    In: CEPR Discussion Papers.
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  30. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: CEPR Discussion Papers.
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  31. Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle. (2006). Valente, Giorgio ; Sarno, Lucio ; Leon, Hyginus .
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  32. TESTING EFFICIENCY AND THE UNBIASEDNESS HYPOTHESIS OF THE EMERGING GREEK FUTURES MARKET. (2005). Kenourgios, Dimitris.
    In: Finance.
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  33. Modelling International Bond Markets with Affine Term Structure Models. (2005). Schneider, Paul ; Mosburger, Georg.
    In: Finance.
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  34. Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?. (2005). Sarno, Lucio.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
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  35. The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly. (2005). Boudoukh, Jacob ; Whitelaw, Robert ; Richardson, Matthew.
    In: NBER Working Papers.
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  36. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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  37. Time-varying risk, interest rates and exchange rates in general equilibrium. (2005). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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  38. Risk, uncertainty, and asset prices. (2005). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: Finance and Economics Discussion Series.
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  39. Let’s Take a Break: Trends and Cycles in US Real GDP?. (2005). Wada, Tatsuma ; Perron, Pierre ; Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
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  40. Exchange rate volatility and its impact on the transaction costs of covered interest rate parity. (2004). Kim, Suk-Joong ; Bhar, Ramprasad ; Pham, Toan M..
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:16:y:2004:i:4:p:503-525.

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  41. Risk neutral valuation and uncovered interest rate parity in a stochastic two-country-economy with two goods. (2004). Costa, Vincenzo .
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    RePEc:ebl:ecbull:eb-04c00007.

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  42. International Capital Markets and Foreign Exchange Risk. (2004). Brennan, Michael ; Xia, Yihong .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt53z0s29k.

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  43. The term structure of deviations from the interest parity. (2003). Drakos, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:1:p:57-67.

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  44. Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect. (2002). Engel, Charles ; Devereux, Michael.
    In: NBER Working Papers.
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  45. Uncovered Interest Rate Parity and the Term Structure. (2002). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8795.

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  46. The spot-forward relationship revisited: an ERM perspective. (2001). Moore, Michael ; MacDonald, Ronald.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:11:y:2001:i:1:p:29-52.

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  47. The Foreign Exchange Risk Premium: Real and Nominal Factors. (2001). Hollifield, Burton ; Yaron, Amir.
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  48. Conditioning Information and Variance on Pricing Kernals. (2001). LIU, JUN ; Bekaert, Geert.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt9m7392rq.

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  49. Stock and Bond Pricing in an Affine Economy. (1999). Bekaert, Geert ; Grenadier, Steven R..
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  50. Less of a puzzle: a new look at the forward forex market. (1999). Roche, Maurice ; Moore, Michael.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n910799.

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