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1. .

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2. Model-Free Evaluation of Directional Predictability in Foreign Exchange. (2013). Hong, Yongmiao ; Chung, Jaehun.
   In: Working Papers.
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3. Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis. (2010). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
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4. International Interest-Rate Risk Premia in Affine Term Structure Models. (2009). Geiger, Felix.
   In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
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5. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2007). Wu, Shu.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:423-442.

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6. Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates. (2007). Darvas, Zsolt ; Rappai, Gbor ; Schepp, Zoltn.
   In: Money Macro and Finance (MMF) Research Group Conference 2006.
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7. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun.
   In: Journal of Applied Econometrics.
   RePEc:jae:japmet:v:22:y:2007:i:5:p:855-889.

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8. Uncovered interest rate parity and the term structure. (2007). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:26:y:2007:i:6:p:1038-1069.

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9. The ex ante real rate and inflation premium under a habit consumption model. (2007). Madureira, Leonardo.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:14:y:2007:i:3:p:355-382.

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10. Expectations hypotheses tests at Long Horizons. (2007). Rossi, Barbara.
    In: Econometrics Journal.
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11. Inflation compensation and inflation expectations in Chile. (2007). Larrain, Mauricio.
    In: Monetaria.
    RePEc:cml:moneta:v:xxx:y:2007:i:3:p:305-329.

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12. Un modelo económico pequeño para Argentina. (2007). Garegnani, Maria ; Escudé, Guillermo ; Elosegui, Pedro ; Juan Martin Sotes Paladino, .
    In: Monetaria.
    RePEc:cml:moneta:v:xxx:y:2007:i:3:p:265-303.

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13. Inflación e incertidumbre inflacionaria en Nicaragua: una aplicación usando un modelo. (2007). Bello, Egarch Oknan ; Gamez, Oscar .
    In: Monetaria.
    RePEc:cml:moneta:v:xxx:y:2007:i:3:p:243-263.

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14. Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de pérdida asimétricas. (2007). Misas, Martha ; Jalil, Munir ; Martha Misas A., ; Munir A. Jalil B., .
    In: Monetaria.
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15. Inflation Compensation and Inflation Expectations in Chile. (2007). Larrain, Mauricio.
    In: Working Papers Central Bank of Chile.
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16. Inflation Compensation and Its Components in Chile. (2007). Jervis, Pamela.
    In: Journal Economía Chilena (The Chilean Economy).
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17. Currency and yield Co-integration between a developed and an emerging Country: The Case of Turkey. (2007). nci, Ahmet Can .
    In: Bogazici Journal, Review of Social, Economic and Administrative Studies.
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18. Survey of Literature on Covered and Uncovered Interest Parities. (2006). Pasricha, Gurnain.
    In: MPRA Paper.
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19. The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets. (2006). Chinn, Menzie.
    In: Journal of International Money and Finance.
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20. Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates. (2006). Darvas, Zsolt ; Gábor Rappai, ; Zoltán Schepp, .
    In: DNB Working Papers.
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21. Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework. (2006). Carriero, Andrea.
    In: Oxford Bulletin of Economics and Statistics.
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22. 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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23. Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era. (2005). Chinn, Menzie ; Meredith, Guy .
    In: NBER Working Papers.
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24. Structural Econometric Models in Forecasting Inflation at the National Bank of Poland. (2005). Wróbel, Ewa ; Przystupa, Jan ; Łyziak, Tomasz ; Kokoszczyński, Ryszard ; Kłos, Bohdan ; Klos, Bohdan ; Wrobel, Ewa .
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25. 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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26. The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio.
    In: CEPR Discussion Papers.
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27. Net Foreign Assets And Imperfect Financial Integration: An Empirical Approach. (2004). Tuesta, Vicente ; Selaive, Jorge.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:90.

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28. Uncovered Interest Rate Parity Over the Past Two Centuries. (2003). Wu, Liuren ; Lothian, James.
    In: International Finance.
    RePEc:wpa:wuwpif:0311009.

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29. Befektetői horizont és a „forwardrejtély”. (2003). Schepp, Zoltan .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:646.

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30. Foreign Currency for Long-Term Investors. (2003). Viceira, Luis ; Campbell, John ; White, Joshua .
    In: Scholarly Articles.
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31. Foreign Currency for Long-Term Investors. (2002). Viceira, Luis ; Campbell, John ; White, Josh S..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3463.

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32. 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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