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A Habit-Based Explanation of the Exchange Rate Risk Premium. (2006). Verdelhan, Adrien.
In: Computing in Economics and Finance 2006.
RePEc:sce:scecfa:217.

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  2. Is there a carry trade channel of monetary policy in emerging countries?. (2012). Kisgergely, Kornel .
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  7. The Forward Premium Puzzle in a Two-Country World. (2011). Martin, Ian.
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  9. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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  12. Modeling Exchange Rates with Incomplete Information. (2011). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
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  13. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
    In: Economics Series.
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  14. A sentiment-based explanation of the forward premium puzzle. (2011). Yu, Jianfeng.
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    RePEc:fip:feddgw:90.

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  15. Spot and forward volatility in foreign exchange. (2011). Tsiakas, Ilias ; Sarno, Lucio ; Della Corte, Pasquale.
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  16. Sources of entropy in representative agent models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
    In: CEPR Discussion Papers.
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  17. The “Forward Premium Puzzle” and the Sovereign Default Risk. (2011). Mignon, Valérie ; Coudert, Virginie.
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    RePEc:cii:cepidt:2011-17.

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  18. Properties of Foreign Exchange Risk Premia. (2010). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: MPRA Paper.
    RePEc:pra:mprapa:21302.

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  19. Predictability of Returns and Cash Flows. (2010). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J. Koijen, .
    In: NBER Working Papers.
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  20. Monetary Policy and the Uncovered Interest Parity Puzzle. (2010). Zin, Stanley ; Telmer, Chris ; Gavazzoni, Federico ; Backus, David.
    In: NBER Working Papers.
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  21. Macroeconomic stability and the real interest rate: a cross-country analysis. (2010). Zampolli, Fabrizio ; Groth, Charlotta .
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    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:585-598.

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  23. Spot and Forward Volatility in Foreign Exchange. (2010). Tsiakas, Ilias ; Sarno, Lucio ; Della Corte, Pasquale.
    In: CEPR Discussion Papers.
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  24. AMBIGUITY AVERSION: IMPLICATIONS FOR THE UNCOVERED INTEREST RATE PARITY PUZZLE. (2009). Ilut, Cosmin.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:328.

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  25. Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation. (2009). Wagner, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:21125.

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  26. Carry Trades and Global FX Volatility. (2009). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: MPRA Paper.
    RePEc:pra:mprapa:14728.

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  27. Crash Risk in Currency Markets. (2009). Verdelhan, Adrien ; Ranciere, Romain ; Gabaix, Xavier ; Farhi, Emmanuel ; Fraiberger, Samuel Paul .
    In: NBER Working Papers.
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  28. Comment on Carry Trades and Currency Crashes. (2009). Verdelhan, Adrien ; Lustig, Hanno.
    In: NBER Chapters.
    RePEc:nbr:nberch:7288.

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  29. The Forward Market in Emerging Currencies: Less Biased than in Major Currencies. (2009). Frankel, Jeffrey ; Poonawala, Jumana .
    In: Scholarly Articles.
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  30. Foreign exchange rate risk in a small open economy. (2009). Sondergaard, Jens ; De Paoli, Bianca.
    In: Bank of England working papers.
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  31. Why do risk premia vary over time? A theoretical investigation under habit formation. (2009). Zabczyk, Pawel ; De Paoli, Bianca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0361.

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    RePEc:red:sed008:47.

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  34. Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set. (2008). Moore, Michael ; Chinn, Menzie.
    In: NBER Working Papers.
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  35. The Wealth-Consumption Ratio. (2008). Verdelhan, Adrien ; Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13896.

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  36. The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply. (2008). Verdelhan, Adrien ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13812.

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  37. Rare Disasters and Exchange Rates. (2008). Gabaix, Xavier ; Farhi, Emmanuel.
    In: NBER Working Papers.
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  38. Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). Møller, Stig ; Moller, Stig Vinther .
    In: Finance Research Group Working Papers.
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    In: Journal of International Economics.
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  40. The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey. (2007). Fendoglu, Salih ; Ardic, Oya ; Alper, C. Emre.
    In: MPRA Paper.
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  41. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs. (2007). Roche, Maurice ; Moore, Michael.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n1750507.

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  42. The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk. (2007). Verdelhan, Adrien ; Lustig, Hanno.
    In: American Economic Review.
    RePEc:aea:aecrev:v:97:y:2007:i:1:p:89-117.

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    In: NBER Working Papers.
    RePEc:nbr:nberwo:12496.

    Full description at Econpapers || Download paper

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    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-35.

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  45. A Study of Inaction in Investment Games via the Early Exercise Premium Representation. (2006). Ruffino, Doriana ; Treussard, Jonathan .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-040.

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  46. Financial Markets and the Real Economy. (2005). Cochrane, John.
    In: NBER Working Papers.
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  47. The Cross-Section of Currency Risk Premia and US Consumption Growth Risk. (2005). Verdelhan, Adrien ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11104.

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  48. Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution (joint with Adrien Verdelhan, BU, forthcoming in Papers and Proceedings JEEA). (2005). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:368.

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  49. THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK. (2005). Verdelhan, Adrien ; Lustig, Hanno.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-019.

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  50. Research on exchange rates and monetary policy: an overview. (2005). Zhu, Feng ; von Peter, Goetz ; Galati, Gabriele ; Filardo, Andrew ; Amato, Jeffery D..
    In: BIS Working Papers.
    RePEc:bis:biswps:178.

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  51. The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006). (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:303.

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