1. Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). An, Henry ; Qiu, Feng ; Wei, Yanfeng ; Guo, Xiaoying ; Li, Changhong ; Zhang, Xindon.
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2. Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel.
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3. Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan.
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4. Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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5. Currency Factors. (2022). Bekaert, Geert ; Aloosh, Arash.
   In: Management Science.
   RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4042-4064.

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6. The time-varying risk price of currency portfolios. (2022). Sakemoto, Ryuta ; Ibrahim, Boulis Maher ; Byrne, Joseph P.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000390.

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7. Equity tail risk and currency risk premiums. (2022). Londono, Juan M. ; Xiao, Xiao ; Fan, Zhenzhen.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:143:y:2022:i:1:p:484-503.

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8. Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium. (2022). Park, Sunjin.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003447.

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9. Conditionally-hedged currency carry trades. (2022). Suh, Sangwon ; Ho, Jin.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000737.

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10. Are carry, momentum and value still there in currencies?. (2022). Sharma, Tripti ; O'Reilly, Philip ; O'Brien, John ; Kyziropoulos, Panagiotis E ; Hutchinson, Mark C.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002058.

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11. On the exercise of American quanto options. (2022). Sbuelz, Alessandro ; de Donno, Marzia ; Battauz, Anna.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000870.

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12. How does skewness perform in the Chinese commodity futures market?. (2021). Xu, Yang ; Han, Liyan ; Jiang, Xue.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1268-1285.

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13. Intermediary asset pricing in currency carry trade returns. (2021). Nie, Jing ; Yin, Libo.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1241-1267.

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14. An Effective Hybrid Approach for Forecasting Currency Exchange Rates. (2021). Liu, Hsiou-Hsiang ; Lee, Cheng-Feng ; Shen, Mei-Li ; Yang, Cheng-Hong ; Chang, Po-Yin.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:5:p:2761-:d:510193.

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15. Oil market uncertainty and excess returns on currency carry trade. (2021). Yin, Libo ; Mo, Xuan ; Su, Zhi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192100012x.

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16. Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

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17. Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

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18. On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530.

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19. The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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20. Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x.

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21. Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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22. A filtered currency carry trade. (2021). Suh, Sangwon ; Ho, Jin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000930.

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23. Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita .
    In: Financial Management.
    RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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24. Likelihood-based Dynamic Asset Pricing: Learning Time-varying Risk Premia from Cross-Sectional Models. (2020). Umlandt, Dennis.
    In: Working Paper Series.
    RePEc:trr:qfrawp:202006.

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25. Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets. (2020). Guo, Wenliang.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:10:y:2020:i:3:f:10_3_4.

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26. The Conditional Risk and Return Trade-Off on Currency Portfolios. (2020). Sakemoto, Ryuta ; Byrne, Joseph ; Joseph, Byrne.
    In: MPRA Paper.
    RePEc:pra:mprapa:99497.

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27. Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678.

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28. Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.

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29. Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167.

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30. Tales of tails: Jumps in currency markets. (2020). Wang, Minho ; Lee, Suzanne S.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830243x.

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31. Speculator activity and the cross-asset predictability of FX returns. (2020). Peltomaki, Jarkko ; Hasselgren, Anton ; Graham, Michael.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302052.

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32. From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand.
    In: The World Economy.
    RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780.

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33. Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26299.

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34. Currency Factors. (2019). Bekaert, Geert ; Aloosh, Arash.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25449.

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35. Good Carry, Bad Carry. (2019). Bekaert, Geert ; Panayotov, George.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25420.

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36. Pricing Risks Across Currency Denominations. (2019). Maurer, Thomas ; Tran, Ngoc-Khanh ; To, Thuy-Duong .
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:11:p:5308-5336.

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37. US Equity Tail Risk and Currency Risk Premia. (2019). Xiao, Xiao ; Londono, Juan M ; Fan, Zhenzhen.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1253.

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38. Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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39. Currency strategies based on momentum, carry trade and skewness. (2019). Jiang, Xue ; Yin, Libo ; Han, Liyan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:517:y:2019:i:c:p:121-131.

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40. Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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41. Carry trades and commodity risk factors. (2019). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:96:y:2019:i:c:p:121-129.

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42. The impact of jumps on carry trade returns. (2019). Wang, Minho ; Lee, Suzanne S.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:2:p:433-455.

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43. Cross-sectional seasonalities in international government bond returns. (2019). Zaremba, Adam.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:80-94.

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44. Unexploited currency carry trade profit opportunity. (2019). Suh, Sangwon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:236-254.

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45. Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14015.

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46. Exchange rate predictability and dynamic Bayesian learning. (2018). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schussler, Rainer.
    In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
    RePEc:zbw:vfsc18:181523.

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47. 151 Trading Strategies. (2018). Serur, Juan Andres ; Kakushadze, Zura.
    In: Springer Books.
    RePEc:spr:sprbok:978-3-030-02792-6.

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48. Uncertainty, currency excess returns, and risk reversals. (2018). Husted, Lucas ; Sun, BO ; Rogers, John.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:88:y:2018:i:c:p:228-241.

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49. Assessing the predictive ability of sovereign default risk on exchange rate returns. (2018). Ravazzolo, Francesco ; Foroni, Claudia ; Sadaba, Barbara .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:81:y:2018:i:c:p:242-264.

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50. Do precious and industrial metals act as hedges and safe havens for currency portfolios?. (2018). Sakemoto, Ryuta.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:256-262.

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51. Optimal combination of currency strategies. (2018). Laborda, Ricardo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:43:y:2018:i:c:p:129-140.

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52. From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182149.

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53. Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: MPRA Paper.
    RePEc:pra:mprapa:80789.

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54. The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: MPRA Paper.
    RePEc:pra:mprapa:80788.

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55. The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

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56. Variance risk premiums and the forward premium puzzle. (2017). Londono, Juan M ; Zhou, Hao.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:2:p:415-440.

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57. Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211.

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58. Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco.
    In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo.
    RePEc:dis:wpaper:dis1705.

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59. Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph .
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    RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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60. Risk and Return Spillovers among the G10 Currencies. (2016). Greenwood-Nimmo, Matthew ; Rafferty, Barry ; Nguyen, Viet Hoang.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2016n04.

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61. Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Horst, Enrique Ter ; Gramacy, Robert B.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:1:p:15-:d:65565.

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62. Do carry trade returns show signs of long memory?. (2016). Hoffmann, Andreas ; Auer, Benjamin R.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:201-208.

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63. Cross-asset return predictability: Carry trades, stocks and commodities. (2016). Lu, Helen ; Jacobsen, Ben.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:64:y:2016:i:c:p:62-87.

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64. Risk and return spillovers among the G10 currencies. (2016). Greenwood-Nimmo, Matthew ; Nguyen, Viet Hoang ; Rafferty, Barry .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:31:y:2016:i:c:p:43-62.

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65. What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis. (2016). Min, Hong-Ghi ; Shin, Sang-Ook ; McDonald, Judith A.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2016:v:17:i:2:min.

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66. Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option. (2015). Stockl, Stefan ; Rudolph, David ; Rathgeber, Andreas.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:18:y:2015:i:2:p:107-143.

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67. 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.
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68. Benefits of wavelet-based carry trade diversification. (2015). Orlov, Vitaly ; Aijo, Janne.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:34:y:2015:i:c:p:17-32.

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69. Can implied volatility predict returns on the currency carry trade?. (2015). Swinkels, Laurens ; Egbers, Tom .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:14-26.

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70. Australian Dollar carry trades: Time varying probabilities and determinants. (2015). Kim, Suk-Joong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:40:y:2015:i:c:p:64-75.

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71. European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?. (2014). Smith, Peter ; Clare, Andrew ; Thomas, Stephen ; Seaton, James .
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72. Global Variance Risk Premium and Forex Return Predictability. (2014). Aloosh, Arash.
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    RePEc:pra:mprapa:59931.

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73. The Carry Trade: Risks and Drawdowns. (2014). Hodrick, Robert ; Daniel, Kent ; Lu, Zhongjin .
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74. Countercyclical currency risk premia. (2014). Roussanov, Nikolai ; Verdelhan, Adrien ; Lustig, Hanno.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:3:p:527-553.

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75. Common Macro Factors and Currency Premia. (2014). Taylor, Mark ; Filippou, Ilias.
    In: CEPR Discussion Papers.
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