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The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
In: Working Papers.
RePEc:hkm:wpaper:272011.

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Cited: 19

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Cites: 56

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  1. Exchange rate fluctuations and interest rate policy. (2022). Lee, Chien-Chiang ; Liu, Tieying.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3531-3549.

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  2. An Alternative Version of Purchasing Power Parity. (2020). Afat, Dinçer ; Frommel, Michael.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:25:y:2020:i:4:p:511-517.

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  3. An incomplete markets explanation of the UIP puzzle. (2016). Rabitsch, Katrin.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:53.

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  4. Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. (2016). Works, Richard.
    In: MPRA Paper.
    RePEc:pra:mprapa:76382.

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  5. Bayesian forecasting of real exchange rates with a Dornbusch prior. (2015). Rubaszek, Michał ; Kociecki, Andrzej ; Ca' Zorzi, Michele ; Kocicki, Andrzej ; Ca'Zorzi, Michele, ; Ca' Zorzi, Michele, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:46:y:2015:i:c:p:53-60.

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  6. Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate. (2014). Macchiarelli, Corrado.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:2:p:242-256.

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  7. Inflation targeting and exchange rate volatility smoothing: A two-target, two-instrument approach. (2014). Castillo-Maldonado, Carlos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:330-345.

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  8. Forward-Rate Bias, Imperfect Knowledge, and Risk: Evidence from Developed and Developing Countries. (2013). Kozlova, Olesia.
    In: 2013 Papers.
    RePEc:jmp:jm2013:pko627.

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  9. A sentiment-based explanation of the forward premium puzzle. (2013). Yu, Jianfeng.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:4:p:474-491.

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  10. Interest rate and the exchange rate: A non-monotonic tale. (2013). Vegh, Carlos ; Lahiri, Amartya ; Hnatkovska, Viktoria ; CARLOS A. VÉGH, .
    In: European Economic Review.
    RePEc:eee:eecrev:v:63:y:2013:i:c:p:68-93.

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  11. Comment. (2012). Engel, Charles.
    In: NBER Macroeconomics Annual.
    RePEc:ucp:macann:doi:10.1086/664007.

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  12. Long Horizon Uncovered Interest Parity Re-Assessed. (2012). Chinn, Menzie ; MenzieD. Chinn, ; Quayyum, Saad.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18482.

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  13. Exchange-Rate Dark Matter. (2012). Evans, Martin D.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/066.

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  14. Exchange-Rate Dark Matter. (2012). Evans, Martin ; Martin D. D. Evans, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~12-12-01.

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  15. 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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  16. Systematic monetary policy and the forward premium puzzle. (2012). Tarashev, Nikola ; TAMBAKIS, DEMOSTHENES.
    In: BIS Working Papers.
    RePEc:bis:biswps:396.

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  17. Comment on Risk, Monetary Policy and the Exchange Rate. (2011). Engel, Charles.
    In: NBER Chapters.
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  18. A sentiment-based explanation of the forward premium puzzle. (2011). Yu, Jianfeng.
    In: Globalization Institute Working Papers.
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  19. Bond market co-movements, expected inflation and the equilibrium real exchange rate. (2011). Macchiarelli, Corrado.
    In: Working Paper Series.
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  46. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9393.

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  47. Can Endogenous Monetary Policy Explain the Deviations from UIP. (2002). Alexius, Annika.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2002_017.

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  48. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
    In: Review.
    RePEc:fip:fedlrv:y:2002:i:sep:p:51-74:n:v.84no.5.

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  49. Fin de Siecle Real Interest Parity. (2000). Fujii, Eiji ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7880.

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  50. Another look at long-horizon uncovered interest parity. (). Montañés, Antonio ; Montaes, Antonio ; Sanso-Navarro, Marcos.
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:221.

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