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3. The Impact of Financial Integration on the Labor Share of Income: An Empirical Evidence from a Panel Dataset. (2020). Le, Huong.
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4. THREE ESSAYS ON FINANCIAL INTEGRATION AND TRADE LIBERALIZATION. (2018). Mai, Nhat Chi.
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5. Finite sample weighting of recursive forecast errors. (2016). Stanescu, Silvia ; Burke, Simon P ; Brooks, Chris.
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6. Contribution à l’explication de la volatilité du taux de change en R.D Congo : Approche par la modélisation VAR. (2011). Kuma, Jonas Kibala.
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7. Forecasting and combining competing models of exchange rate determination. (2010). De Grauwe, Paul ; Altavilla, Carlo ; DeGrauwe, Paul.
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8. Exchange rates in the modern floating era: what do we really know?. (2009). Rogoff, Kenneth.
   In: Review of World Economics (Weltwirtschaftliches Archiv).
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9. REAL EXCHANGE RATE EURO-DOLLAR AND FOREIGN TRADE BALANCE: ANALYSIS OF SPAIN, GERMANY AND FRANCE IN COMPARISON WITH THE USA. 1960-2007. (2009). Guisan, Maria-Carmen.
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10. LES déterminants du taux de change au Maroc : Une étude empirique. (2008). Abdelhamid, EL BOUHADI ; El Bouhadi, A. ; Kchirid, El Mustapha ; Idriss, El Abbassi ; Elkhider, Abdelkader .
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11. The Continuing Puzzle of Short Horizon Exchange Rate Forecasting. (2008). Stavrakeva, Vania ; Rogoff, Kenneth.
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12. Currency Preferences in a Tri-Polar Model of Foreign Exchange. (2007). Melecký, Martin.
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13. Empirical exchange rate models fit: Evidence from the Brazilian economy. (2007). Moura, Marcelo ; Lima, Adauto R. S., .
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14. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas .
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15. Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis. (2006). West, Kenneth ; Clark, Todd.
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16. Forecast Evaluation. (2006). West, Kenneth D..
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17. CAN LONG HORIZON DATA BEAT RANDOM WALK UNDER ENGEL-WEST EXPLANATION?. (2005). Wang, Jian.
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18. Order Flow and Exchange Rate Dynamics in Brazil. (2005). De Medeiros, Otavio.
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19. Les modèles de taux de change: Équilibre de long terme, dynamique et hystérèse. (2005). Sterdyniak, Henri ; Bouveret, Antoine.
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20. Les modèles de taux de change : équilibre de long terme, dynamique et hystérèse. (2005). Bouveret, Antoine ; Sterdyniak, Henri.
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21. The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly. (2005). Boudoukh, Jacob ; Whitelaw, Robert ; Richardson, Matthew.
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22. Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics. (2005). Mark, Nelson.
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23. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference. (2005). West, Kenneth ; Clark, Todd.
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24. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2005). Cheung, Yin-Wong ; Chinn, Menzie ; Garcia-Pascual, Antonio.
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25. Les modèles de taux de change : équilibre de long terme, dynamique et hystérèse. (2005). Sterdyniak, Henri ; Bouveret, Antoine.
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26. Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting. (2005). Lyons, Richard ; Evans, Martin ; Martin D. D. Evans, .
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27. Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
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28. Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One. (2004). West, Kenneth ; Engel, Charles.
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29. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis. (2004). West, Kenneth ; Clark, Todd.
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30. Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1. (2004). West, Kenneth ; Engel, Charles.
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31. Financial asset returns, direction-of-change forecasting, and volatility dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
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32. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
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33. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
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34. Evaluating long-horizon forecasts. (2001). McCracken, Michael ; Clark, Todd.
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1. Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach. (2021). Kammoun, Aida ; Karoui, Ali Trabelsi.
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2. Robust learning in the foreign exchange market. (2020). Nguimkeu, Pierre ; Pierre, Nguimkeu ; Edouard, Djeutem.
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3. DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency. (2020). Werner, Sam M ; Gudgeon, Lewis ; Knottenbelt, William J ; Perez, Daniel .
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4. Monetary Policy Regime Shifts and Uncovered Interest Parity Revisited: The Euro–US Dollar Exchange Rate. (2016). Se, Young ; Seol, Gwi Hwan.
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5. Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound. (2015). Chinn, Menzie ; Zhang, YI.
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6. Exchange Rate Economics. (2014). Miller, Norman C..
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7. Exchange Rates and Interest Parity. (2013). Engel, Charles.
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8. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Shaliastovich, Ivan ; Bansal, Ravi .
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9. Long Horizon Uncovered Interest Parity Re-Assessed. (2012). Chinn, Menzie ; MenzieD. Chinn, ; Quayyum, Saad.
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10. The carry trade and fundamentals: Nothing to fear but FEER itself. (2012). Taylor, Alan ; Jorda, Oscar.
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11. Performance Evaluation of Zero Net-Investment Strategies. (2011). Taylor, Alan ; Jorda, Oscar.
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12. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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13. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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14. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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15. For Rich or for Poor: When does Uncovered Interest Parity Hold?. (2010). Roche, Maurice ; Moore, Michael.
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16. Uncovered Interest Parity and Financial Market Volatility. (2009). Horobet, Alexandra ; Dumitrescu, Sorin .
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17. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar.
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18. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar.
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19. Comparing Forecast Performance of Exchange Rate Models. (2008). Yu, Ip-wing ; Lam, Lillie ; Fung, Laurence .
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20. Time-varying risk, interest rates, and exchange rates in general equilibrium. (2008). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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21. The Forward Premium Puzzle only emerges gradually. (2007). von Hagen, Juergen ; Bernoth, Kerstin ; de Vries, Casper G. ; Jürgen von Hagen, .
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22. Uncovered Interest Parity: Cross-sectional Evidence. (2007). Lee, Byung-Joo.
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23. 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.
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24. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs. (2007). Roche, Maurice ; Moore, Michael.
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25. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun.
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26. Official interventions and the forward premium anomaly. (2007). Moh, Young-Kyu ; Mark, Nelson.
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27. Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity. (2007). Ichiue, Hibiki ; Koyama, Kentaro .
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28. Interest Rates and Exchange Rate Movements: Analyzing Short-term Investments in Long-term Bonds. (2006). Sax, Christoph.
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29. 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, .
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30. Forecasting the Colombian Exchange Rate: Capital Adjustments and Politics vs. Traditional IRP, Trade Adjustments and Random Walk Frameworks. (2006). RESTREPO, Daniel MITCHELL .
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31. Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era. (2005). Chinn, Menzie ; Meredith, Guy .
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32. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics. (2004). Sul, Donggyu ; Mark, Nelson.
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33. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics. (2004). Sul, Donggyu ; Mark, Nelson.
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34. Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market. (2004). Moh, Young-Kyu ; Mark, Nelson.
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35. A Theory of Exchange Rates and the Term Structure of Interest Rates. (2003). Ogaki, Masao ; Lim, Hyoung-Seok .
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36. Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market. (2003). Moh, Young-Kyu ; Mark, Nelson.
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38. Booms and Busts in EMU. (2003). Gottfries, Nils.
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39. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Garcia-Pascual, Antonio.
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40. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
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41. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
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42. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
    In: Santa Cruz Department of Economics, Working Paper Series.
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43. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
    In: Santa Cruz Department of Economics, Working Paper Series.
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44. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
    In: Santa Cruz Center for International Economics, Working Paper Series.
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45. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia .
    In: Santa Cruz Center for International Economics, 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.
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47. Can Endogenous Monetary Policy Explain the Deviations from UIP. (2002). Alexius, Annika.
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48. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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49. Fin de Siecle Real Interest Parity. (2000). Fujii, Eiji ; Chinn, Menzie.
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50. Another look at long-horizon uncovered interest parity. (). Montañés, Antonio ; Montaes, Antonio ; Sanso-Navarro, Marcos.
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