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1. Jumps in foreign exchange spot rates and the informational efficiency of currency forwards. (2021). Sun, Qiao ; Mollica, Vito ; Ibikunle, Gbenga.
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2. Foreign Safe Asset Demand and the Dollar Exchange Rate. (2021). KRISHNAMURTHY, ARVIND ; Lustig, Hanno ; Jiang, Zhengyang.
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3. Can policy shifts explain the forward discount puzzle?. (2019). Ogrokhina, Olena ; Nikolsko-Rzhevskyy, Alex ; Jetter, Michael.
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4. Figuring Figures: Exploring Europeans’ Knowledge of Official Economic Statistics. (2017). López-Menéndez, Ana ; Maria, Vicente.
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5. Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens .
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6. Non-linear exchange rate relationships: An automated model selection approach with indicator saturation. (2016). Stillwagon, Josh.
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7. Subjective Currency Risk Premia and Deviations from Moving Averages. (2015). Stillwagon, Josh ; Furnagiev, Steve .
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8. Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben .
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9. Forward-Rate Bias, Imperfect Knowledge, and Risk: Evidence from Developed and Developing Countries. (2013). Kozlova, Olesia.
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10. An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?. (2013). lucey, brian ; Loring, Grace .
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11. Monetary Policy Shifts and the Forward Discount Puzzle. (2013). Nikolsko-Rzhevskyy, Alex ; Jetter, Michael.
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12. A new interpretation of known facts: The case of two-way causality between trading and volatility. (2012). www.s-e-i.ch, deactivated account ; Mller, Christian .
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13. The open economy consequences of U.S. monetary policy. (2011). Bowdler, Christopher ; Bluedorn, John.
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14. Forward rate unbiased hypothesis, risk premium and exchange rate expectations: estimates on Pakistan Rupee-US Dollar. (2010). Waheed, Muhammad .
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15. Interest differentials and extreme support for uncovered interest rate parity. (2010). Davis, George ; Craighead, William ; Miller, Norman C..
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16. Solving exchange rate puzzles with neither sticky prices nor trade costs. (2010). Roche, Maurice ; Moore, Michael.
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17. The forward market in emerging currencies: Less biased than in major currencies. (2010). Frankel, Jeffrey ; Poonawala, Jumana .
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18. Puzzle solver. (2009). www.s-e-i.ch, deactivated account ; Christian, Mueller-Kademann .
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19. The Forward Market in Emerging Currencies: Less Biased than in Major Currencies. (2009). Frankel, Jeffrey ; Poonawala, Jumana .
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20. Foreign exchange rate risk in a small open economy. (2009). Sondergaard, Jens ; De Paoli, Bianca.
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21. Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction. (2008). Aggarwal, Raj ; ZONG, SIJING.
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22. New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates. (2008). Uhlig, Harald ; Scholl, Almuth.
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23. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs. (2007). Roche, Maurice ; Moore, Michael.
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24. Irving Fisher, Expectational Errors, and the UIP Puzzle. (2007). Mahieu, Ronald ; Lothian, James ; Pownall, Rachel ; Koedijk, Kees ; Campbell, Rachel .
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25. HEDGING CURRENCY RISK IN INTERNATIONAL INVESTMENT AND TRADE. (2007). Muralidhar, Arun ; Arikawa, Masakazu .
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26. Open economy codependence: US monetary policy and interest rate pass-through. (2006). .
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27. Open Economy Codependence: U.S. Monetary Policy and Interest Rate Pass-through. (2006). Bowdler, Christopher ; Bluedorn, John ; Bluedoen, John C..
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28. The Open Economy Consequences of U.S. Monetary Policy. (2006). Bowdler, Christopher ; Bluedorn, John.
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29. The Open Economy Consequences of U.S. Monetary Policy. (2006). Bowdler, Christopher ; Bluedorn, John.
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30. The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies. (2006). Frankel, Jeffrey ; Poonawala, Jumana .
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31. Complementarities in information acquisition with short-term trades. (2006). Verdelhan, Adrien.
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32. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
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