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Risks For The Long Run And The Real Exchange Rate. (2005). Croce, Mariano ; Colacito, Riccardo.
In: 2005 Meeting Papers.
RePEc:red:sed005:794.

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  2. Real Exchange Variability in a Two-Country Business Cycle Model. (2018). Tretvoll, Hakon.
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  5. Why Are Exchange Rates So Smooth? A Household Finance Explanation. (2017). Naknoi, Kanda ; Lustig, Hanno ; Chien, YiLi.
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  7. Why Are Exchange Rates So Smooth? A Heterogeneous Portfolio Explanation. (2017). Naknoi, Kanda ; Chien, YiLi ; Lustig, Hanno.
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    In: Working Papers.
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  14. Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert.
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  18. Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks. (2016). Kollmann, Robert.
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  21. Volatility Risk Pass-Through. (2016). Liu, Yang ; Colacito, Ric ; Shaliastovich, Ivan ; Croce, Mariano .
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  22. The Risky Capital of Emerging Markets. (2016). Simonovska, Ina ; Henriksen, Espen ; David, Joel.
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  23. Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2016). Verdelhan, Adrien ; Lustig, Hanno.
    In: 2016 Meeting Papers.
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  24. International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert.
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    RePEc:pra:mprapa:70183.

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  26. Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy. (2016). Schreger, Jesse ; Pflueger, Carolin ; Du, Wenxin .
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  27. Risk Preferences and The Macro Announcement Premium. (2016). Bansal, Ravi ; Ai, Hengjie.
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  28. Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2016). Verdelhan, Adrien ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22023.

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  29. Rare Events and Long-Run Risks. (2016). Jin, Tao ; Barro, Robert.
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    RePEc:nbr:nberwo:21871.

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  31. U.S. Dollar Dynamics; How Important Are Policy Divergence and FX Risk Premiums?. (2016). Laséen, Stefan ; Pescatori, Andrea ; Laseen, Stefan ; Balakrishnan, Ravi.
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  33. International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert.
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    In: Staff Working Papers.
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    In: 2015 Meeting Papers.
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  38. The Carry Trade and UIP when Markets are Incomplete. (2015). Garlappi, Lorenzo ; Favilukis, Jack.
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  39. Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite. (2015). Kollmann, Robert.
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  41. Not so Disconnected: Exchange Rates and the Capital Stock. (2015). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas .
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    In: Finance and Economics Discussion Series.
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  51. Financial Integration and Growth in a Risky World. (2015). Rey, Helene ; Coeurdacier, Nicolas ; Winant, Pablo.
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  52. Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert.
    In: CEPR Discussion Papers.
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  53. Not so Disconnected: Exchange Rates and the Capital Stock. (2015). Hassan, Tarek ; Mertens, Thomas M ; Zhang, Tony .
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  57. International Comovement through Endogenous Long Run Risk. (2014). Santacreu, Ana Maria ; Gavazzoni, Federico.
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  60. Global Variance Risk Premium and Forex Return Predictability. (2014). Aloosh, Arash.
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  63. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
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  64. Exchange rates dynamics with long-run risk and recursive preferences. (2014). Kollmann, Robert.
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  65. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
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  66. Long-run productivity risk: A new hope for production-based asset pricing?. (2014). Croce, Mariano Massimiliano.
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  67. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: Working Papers ECARES.
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  68. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: CEPR Discussion Papers.
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  69. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
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  70. A Consumption-Based Approach to Exchange Rate Predictability. (2014). Ojeda-Joya, Jair.
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  71. Cross-Country Heterogeneity in Intertemporal Substitution. (2014). Rusnák, Marek ; Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas ; Rusnak, Marek .
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  72. A Consumption-Based Approach to Exchange Rate Predictability. (2014). Ojeda-Joya, Jair.
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  73. How Much Would You Pay to Resolve Long-Run Risk?. (2014). Strzalecki, Tomasz ; Farhi, Emmanuel ; Epstein, Larry.
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  74. Systematic consumption risk in currency returns. (2013). Hoffmann, Mathias ; Suter, Rahel .
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  75. Cross-Country Heterogeneity in Intertemporal Substitution. (2013). Rusnák, Marek ; Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas.
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  76. Time-Varying Risk Premia and Capital Flows to Developing Countries. (2013). Henriksen, Espen ; Simonovska, Ina.
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  77. The Conditional CAPM, Cross-Section Returns and Stochastic Volatility. (2013). Lau, Chi Keung ; Fung, Ka Wai Terence ; Chan, Kwok Ho ; Fung, Ka Wai Terence, ; Lau, Chi Keung Marco, .
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  78. Terrorism and the macroeconomy: Evidence from Pakistan. (2013). Mehmood, Sultan.
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  79. The Term Structure of Currency Carry Trade Risk Premia. (2013). Verdelhan, Adrien ; Lustig, Hanno ; Stathopoulos, Andreas.
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  85. A sentiment-based explanation of the forward premium puzzle. (2013). Yu, Jianfeng.
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  88. Assessing International Efficiency. (2013). Perri, Fabrizio ; Heathcote, Jonathan.
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  89. Systematic Consumption Risk in Currency Returns. (2013). Studer-Suter, Rahel ; Hoffmann, Mathias.
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  90. How Much Would You Pay to Resolve Long-Run Risk?. (2013). Farhi, Emmanuel ; Epstein, Larry ; Strzaleck, Tomasz .
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  91. Real exchange rate variability in a two country business cycle model. (2012). Tretvoll, Hakon.
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  92. Portfolio Home Bias and External Habit Formation. (2012). Stathopoulos, Andreas.
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  93. Variance Risk Premium Differentials and Foreign Exchange Returns. (2012). Aloosh, Arash ; Arash, Aloosh .
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  94. On the Asset Market View of Exchange Rates. (2012). Burnside, Craig ; Graveline, Jeremy J..
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  95. Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2012). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi.
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  96. An estimation of economic models with recursive preferences. (2012). Ludvigson, Sydney ; Chen, Xiaohong.
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  97. An Estimation of Economic Models with Recursive Preferences. (2012). Sunder, Shyam ; Ludvigson, Sydney ; Chen, Xiaohong ; Fuvilukis, Jack .
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  98. International Portfolio Allocation under Model Uncertainty. (2012). Nisticò, Salvatore ; Benigno, Pierpaolo ; Nistico, Salvatore.
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  99. RATIONAL IGNORANCE IN LONG-RUN RISK MODELS. (2011). d'Addona, Stefano ; Brevik, Frode.
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  100. Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George ; Ghosh, Anisha.
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  101. The Forward Premium Puzzle in a Two-Country World. (2011). Martin, Ian.
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  102. International Risk Cycles. (2011). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
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  103. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17116.

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

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  105. 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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  106. International Asset Pricing with Risk-Sensitive Rare Events. (2010). Colacito, Riccardo ; Croce, Mariano M.
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