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2. Model-Free Evaluation of Directional Predictability in Foreign Exchange. (2013). Hong, Yongmiao ; Chung, Jaehun.
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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.
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5. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2007). Wu, Shu.
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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.
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7. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun.
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8. Uncovered interest rate parity and the term structure. (2007). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
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9. Expectations hypotheses tests at Long Horizons. (2007). Rossi, Barbara.
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10. Inflation compensation and inflation expectations in Chile. (2007). Larrain, Mauricio.
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11. Un modelo económico pequeño para Argentina. (2007). Garegnani, Maria ; Escudé, Guillermo ; Elosegui, Pedro ; Juan Martin Sotes Paladino, .
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12. Inflación e incertidumbre inflacionaria en Nicaragua: una aplicación usando un modelo. (2007). Bello, Egarch Oknan ; Gamez, Oscar .
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13. 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., .
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14. Inflation Compensation and Inflation Expectations in Chile. (2007). Larrain, Mauricio.
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15. Currency and yield Co-integration between a developed and an emerging Country: The Case of Turkey. (2007). nci, Ahmet Can .
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16. Survey of Literature on Covered and Uncovered Interest Parities. (2006). Pasricha, Gurnain.
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17. The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets. (2006). Chinn, Menzie.
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18. 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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19. Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework. (2006). Carriero, Andrea.
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20. 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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21. Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era. (2005). Chinn, Menzie ; Meredith, Guy .
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22. 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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23. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
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24. The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio.
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25. Net Foreign Assets And Imperfect Financial Integration: An Empirical Approach. (2004). Tuesta, Vicente ; Selaive, Jorge.
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26. Uncovered Interest Rate Parity Over the Past Two Centuries. (2003). Wu, Liuren ; Lothian, James.
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27. Befektetői horizont és a „forwardrejtély”. (2003). Schepp, Zoltan .
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28. Foreign Currency for Long-Term Investors. (2003). Viceira, Luis ; Campbell, John ; White, Joshua .
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29. Foreign Currency for Long-Term Investors. (2002). Viceira, Luis ; Campbell, John ; White, Josh S..
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7. On the Need for a New Approach to Analyzing Monetary Policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
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9. Time-varying risk, interest rates, and exchange rates in general equilibrium. (2008). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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11. Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing. (2008). Lebedinsky, Alex .
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14. Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes. (2007). Kool, Clemens ; Hadzi-Vaskov, Metodij ; Clemens J. M. Kool, .
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16. Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models. (2007). Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton ; Gallmeyer, Michael.
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17. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs. (2007). Roche, Maurice ; Moore, Michael.
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22. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
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24. Foreign Exchange Risk Premium Determinants: Case of Armenia. (2006). Poghosyan, Tigran ; Kočenda, Evžen.
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25. The Returns to Currency Speculation. (2006). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac .
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