1. Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden.
   In: LCERPA Working Papers.
   RePEc:wlu:lcerpa:jc0148.

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2. Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Schepp, Zoltan ; Darvas, Zsolt.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000548.

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3. Do forward premium rates predict the spot rates? Comparison of developed and emerging economies. (2023). Ahmed, Ijlal ; Khattak, Shoaib.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2178-2187.

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4. Forecasting the INR/USD Exchange Rate: A BVAR Framework. (2023). Goel, Deepika ; Ranjan, Rajiv ; Dua, Pami.
   In: Springer Books.
   RePEc:spr:sprchp:978-981-19-7592-9_8.

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5. Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina.
   In: Open Economies Review.
   RePEc:kap:openec:v:33:y:2022:i:4:d:10.1007_s11079-021-09640-8.

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6. Application of Taylor Rule Fundamentals in Forecasting Exchange Rates. (2021). Agyapong, Joseph.
   In: Economies.
   RePEc:gam:jecomi:v:9:y:2021:i:2:p:93-:d:579027.

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7. Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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8. Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_9027.

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9. Efficiency of Tanzanias foreign exchange market. (2021). Kazungu, Khatibu ; Epaphra, Manamba.
   In: African Development Review.
   RePEc:bla:afrdev:v:33:y:2021:i:2:p:368-381.

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10. Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

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11. Exchange rates in India: current account monetarism in a nonlinear context. (2020). CHAUBAL, ADITI ; Aditi, Chaubal.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:24:y:2020:i:5:p:27:n:3.

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12. Using extracted forward rate term structure information to forecast foreign exchange rates. (2019). Murphy, Finbarr ; Cummins, Mark ; Kearney, Fearghal.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:53:y:2019:i:c:p:1-14.

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13. Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110.

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14. Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi. (2016). Yang, Jian ; Wang, Zijun ; Tong, Jiadong.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:36:y:2016:i:7:p:695-718.

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15. Foreign exchange rates with the Taylor rule and VECMs. (2016). Nakmai, Siwat ; Rizzati, Massimiliano ; Piersanti, Fabio Massimo .
    In: MPRA Paper.
    RePEc:pra:mprapa:68888.

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16. Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.. (2016). Peel, David ; Promponas, Pantelis .
    In: Working Papers.
    RePEc:lan:wpaper:144439514.

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17. Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis. (2016). Medel, Carlos A. ; Kania, Stefan ; Hsu, Hsiang-Ling ; Camilleri, Gilmour ; Touloumtzoglou, Miltiadis .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:784.

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18. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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19. Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis. (2015). Medel, Carlos A. ; Camilleri, Gilmour ; Touloumtzoglou, Miltiadis ; Kania, Stefan ; Hsu, Hsiang-Ling .
    In: MPRA Paper.
    RePEc:pra:mprapa:65290.

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20. Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis. (2014). Hernandez, Juan R.
    In: MPRA Paper.
    RePEc:pra:mprapa:100653.

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21. Can interest rate factors explain exchange rate fluctuations?. (2014). Yung, Julieta.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:207.

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22. Exchange Rate Economics. (2014). Miller, Norman C..
    In: Books.
    RePEc:elg:eebook:14981.

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23. Generating currency trading rules from the term structure of forward foreign exchange premia. (2014). Taylor, Mark ; Sager, Michael .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:44:y:2014:i:c:p:230-250.

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24. Forecasting exchange rates using panel model and model averaging. (2014). Garratt, Anthony ; Mise, Emi .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:32-40.

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25. Rethinking Long Memory and Structural Breaks in the Forward Premium. (2014). Li, Xiao-Ming.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:61:y:2014:i:4:p:455-485.

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26. Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis. (2014). Hernandez, Juan.
    In: Working Papers.
    RePEc:bdm:wpaper:2014-09.

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27. Behavioural Asymmetries in the G7 Foreign Exchange Market. (2013). mamatzakis, emmanuel ; Christodoulakis, G.
    In: MPRA Paper.
    RePEc:pra:mprapa:51615.

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28. Behavioural asymmetries in the G7 foreign exchange market. (2013). mamatzakis, emmanuel ; Christodoulakis, George .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:261-270.

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29. Exchange Rate Predictability. (2013). Rossi, Barbara.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.

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30. The Taylor Rule and Forecast Intervals for Exchange Rates. (2012). Wu, Jason J ; Wang, Jian.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:44:y:2012:i:1:p:103-144.

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31. Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient. (2012). Kanas, Angelos ; Ioannidis, Christos.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:36:y:2012:i:1:p:148-161.

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32. FOREIGN EXCHANGE MARKET EFFICIENCY. EMPIRICAL RESULTS FOR THE USD/EUR MARKET. (2012). Waszkowski, Adam ; Czech, Katarzyna Anna .
    In: e-Finanse.
    RePEc:rze:efinan:v:8:y:2012:i:3:p:1-9.

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33. Risk-premia, carry-trade dynamics, and economic value of currency speculation. (2012). Wagner, Christian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1195-1219.

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34. Short-run forecasting of the euro-dollar exchange rate with economic fundamentals. (2012). Perez Quiros, Gabriel ; Dal Bianco, Marcos ; Camacho, Maximo ; Perezquiros, Gabriel .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:2:p:377-396.

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35. Measuring Financial Market Integration over the Long Run: Is there a U-Shape?. (2011). Volosovych, Vadym.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110018.

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36. External imbalance, valuation adjustments and real Exchange rate: evidence of predictability in an emerging economy.. (2011). Selaive, Jorge ; Pincheira, Pablo.
    In: Revista de Analisis Economico – Economic Analysis Review.
    RePEc:ila:anaeco:v:26:y:2011:i:1:p:107-125.

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37. A Macro-Finance Approach to Exchange Rate Determination. (2011). Tsang, Kwok Ping ; Chen, Yu-Chin .
    In: Working Papers.
    RePEc:hkm:wpaper:012011.

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38. Forecasting exchange rates: The multi-state Markov-switching model with smoothing. (2011). Yuan, Chunming.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:2:p:342-362.

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39. Measuring financial market integration over the long run: Is there a U-shape?. (2011). Volosovych, Vadym.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1535-1561.

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40. A Macro-Finance Approach to Exchange Rate Determination. (2010). Tsang, Kwok Ping ; Chen, Yu-Chin .
    In: Working Papers.
    RePEc:vpi:wpaper:e07-19.

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41. A Macro-Finance Approach to Exchange Rate Determination. (2010). Tsang, Kwok Ping ; Chen, Yu-chin.
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2009-24-r.

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42. Testing the hypothesis of market efficiency in the Taiwan-US forward exchange market since 1990. (2010). Chen, Shyh-Wei.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:1:p:121-132.

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43. Forward rate unbiased hypothesis, risk premium and exchange rate expectations: estimates on Pakistan Rupee-US Dollar. (2010). Waheed, Muhammad .
    In: MPRA Paper.
    RePEc:pra:mprapa:33167.

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44. Currency Carry Trades. (2010). Taylor, Alan ; Jorda, Oscar ; Berge, Travis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16491.

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45. Currency Carry Trades. (2010). Taylor, Alan M. ; Berge, Travis ; Jorda, scar .
    In: NBER Chapters.
    RePEc:nbr:nberch:12216.

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46. Interest differentials and extreme support for uncovered interest rate parity. (2010). Davis, George ; Craighead, William ; Miller, Norman C..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:4:p:723-732.

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47. Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS. (2010). Zwinkels, Remco ; Verschoor, Willem ; de Jong, Eelke ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:8:p:1652-1669.

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48. Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan. (2010). Lee, Kevin ; Garratt, Anthony.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:403-422.

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49. Forward premium puzzle and term structure of interest rates: the case of New Zealand. (2010). Silva, Carmen Gloria .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:570.

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50. Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics. (2009). Mark, Nelson.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:41:y:2009:i:6:p:1047-1070.

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51. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2009). Diez de los Rios, Antonio.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:41:y:2009:i:4:p:755-766.

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52. Long maturity forward rates of major currencies are stationary. (2009). Darvas, Zsolt ; Schepp, Zoltan .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:11:p:1175-1181.

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53. 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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54. THE ECONOMICS OF THE UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS. (2009). Fendoglu, Salih ; Ardic, Oya ; Alper, C. Emre.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:23:y:2009:i:1:p:115-138.

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55. Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market. (2008). Wong, Wing-Keung ; Smyth, Russell ; Chen, Heng.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:9:p:733-747.

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56. Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?. (2008). mamatzakis, emmanuel ; Christodoulakis, George .
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2008_12.

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57. Exchange Rate and Fundamentals: The Case of Brazil. (2008). Moura, Marcelo ; Lima, Adauto R. S., ; Mendona, Rodrigo M..
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_114.

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58. Forecasting foreign exchange rates using idiosyncratic volatility. (2008). Guo, Hui ; Savickas, Robert .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1322-1332.

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59. External Imbalances, Valuation Adjustments and Real Exchange Rate: Evidence of Predictability in an Emerging Economy. (2008). Selaive, Jorge ; Pincheira, Pablo ; Pablo Pincheira B., .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:460.

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60. The Forward Premium Puzzle only emerges gradually. (2007). von Hagen, Juergen ; Bernoth, Kerstin ; de Vries, Casper G. ; Jürgen von Hagen, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070033.

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61. Trading foreign exchange portfolios with volatility filters: the carry model revisited. (2007). Dunis, Christian ; Miao, Jia .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:3:p:249-255.

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62. Expectativas de depreciación y diferencial de tasas de interés: ¿Hay regímenes cambiantes? El caso de Perú. (2007). Humala, Alberto.
    In: Revista Estudios Económicos.
    RePEc:rbp:esteco:ree-14-03.

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63. A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates. (2007). Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp591.

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64. A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates. (2007). Carriero, Andrea.
    In: Working Papers.
    RePEc:qmw:qmwecw:591.

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65. Kelet-közép-európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével. (2007). Darvas, Zsolt ; Schepp, Zoltan .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:920.

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66. Empirical exchange rate models fit: Evidence from the Brazilian economy. (2007). Moura, Marcelo ; Lima, Adauto R. S., .
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_87.

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67. 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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68. Long memory and structural changes in the forward discount: An empirical investigation. (2007). Zivot, Eric ; Choi, Kyongwook.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:3:p:342-363.

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69. The Forward Premium Puzzle: new evidence from futures contracts. (2007). von Hagen, Juergen ; de Vries, Casper ; Bernoth, Kerstin.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:125.

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70. How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables. (2007). Tkacz, Greg ; Galbraith, John.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-1.

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71. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2007). Taylor, Mark ; Menkhoff, Lukas.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:45:y:2007:i:4:p:936-972.

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72. The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:769.

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73. Depreciation expectations and interest rate differentials: Are there regime switches? The Peruvian case. (2006). Humala, Alberto.
    In: Working Papers.
    RePEc:rbp:wpaper:2006-002.

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74. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-352.

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75. Combining forecasts from nested models. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-02.

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76. Nonlinear adjustment in the forward premium: evidence from a threshold unit root test. (2006). Sekioua, Sofiane H..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:15:y:2006:i:2:p:164-183.

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77. Current account: mean-reverting or random walk behavior?. (2006). Chan, Tze-Haw ; Lau, Evan ; Baharumshah, Ahmad Zubaidi.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:18:y:2006:i:1:p:90-107.

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78. Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis. (2006). West, Kenneth ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:155-186.

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79. 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.
    RePEc:bla:obuest:v:68:y:2006:i:s1:p:879-899.

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80. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-27.

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81. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan. (2006). Lee, Kevin ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0616.

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82. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269739.

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83. Decision Making Tool to Hedge Exchange Rate Risk. (2006). Leatham, David ; Fraire, Francisco .
    In: 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC.
    RePEc:ags:nc2006:133082.

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84. Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?. (2005). Sarno, Lucio.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:38:y:2005:i:3:p:673-708.

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85. Exchange rates, and fundamental variables: a semi-parametric analysis of binary choice. (2005). Carter, David ; Johnston, Ken ; Hatem, John .
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:16:p:1915-1924.

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86. Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics. (2005). Mark, Nelson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11061.

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87. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference. (2005). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0305.

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88. The impact of macroeconomic surprises on spot and forward foreign exchange markets. (2005). Simpson, Marc W. ; Ramchander, Sanjay ; Chaudhry, Mukesh .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:5:p:693-718.

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89. Empirical exchange rate models and currency risk: some evidence from density forecasts. (2005). Valente, Giorgio ; Sarno, Lucio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:2:p:363-385.

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90. Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration. (2005). Wolff, Christian ; van Tol, Michel R.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4958.

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91. The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis. (2004). Sekioua, Sofiane.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:85.

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92. Comparing the accuracy of density forecasts from competing models. (2004). Valente, Giorgio ; Sarno, Lucio.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:23:y:2004:i:8:p:541-557.

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93. International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum. (2004). Taylor, Mark ; Sarno, Lucio.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:9:y:2004:i:1:p:15-23.

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94. Improving forecast accuracy by combining recursive and rolling forecasts. (2004). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp04-10.

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95. Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis. (2004). West, Kenneth ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp04-03.

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96. Nonlinear Exchange Rate Models: A Selective Overview. (2003). Sarno, Lucio.
    In: Rivista di Politica Economica.
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97. A Theory of Exchange Rates and the Term Structure of Interest Rates. (2003). Ogaki, Masao ; Lim, Hyoung-Seok .
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98. Nonlinear Exchange Rate Models; A Selective Overview. (2003). Sarno, Lucio.
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99. Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums. (2003). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
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100. Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes: Theory and evidence. (2003). Nucci, Francesco.
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101. The term structure of deviations from the interest parity. (2003). Drakos, Konstantinos.
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102. The out-of-sample success of term structure models as exchange rate predictors: a step beyond. (2003). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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103. Do Momentum-Based Strategies Still Work in Foreign Currency Markets?. (2003). White, Derek ; Okunev, John .
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104. Some answers to puzzles in testing unbiasedness in the foreign exchange market. (2002). McNown, Robert ; Wallace, Myles S. ; Barnhart, Scott W..
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105. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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106. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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107. Term structure of forward exchange premiums: evidence from the 1920s. (2002). Rossiter, R. D..
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108. Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates. (2002). Darvas, Zsolt ; Schepp, Zoltan .
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109. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2002). Kilian, Lutz ; Inoue, Atsushi.
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110. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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111. Precios relativos, inflación subyacente y metas de inflación: un análisis para Nicaragua. (2001). Jose de Jesus Rojas, ; Rivas, Luis A..
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112. Capitales mínimos de los establecimientos de crédito. (2001). Carlos Andres Perilla Castro, .
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113. Determinación del nivel de precios y la dinámica inflacionaria en México. (2001). Daniel G. Garces Diaz, .
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114. Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums. (2001). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
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115. Interest parity at short and long horizons. (2000). Chinn, Menzie ; Meredith, Guy .
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116. Forward foreign exchange rates and expected future spot rates. (2000). Wolff, Christian ; Christian C. P. Wolff, .
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117. Cointegration and forward and spot exchange rate regressions. (2000). Zivot, Eric .
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118. A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests. (1999). Taylor, Nick ; Lucas, Andre ; Boswijk, H. Peter.
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119. A re-examination of the exchange rate-interest differential relationship: evidence from Germany and Japan. (1999). Wu, Jyh-lin.
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120. Cointegration and Forward and Spot Exchange Rate Regressions. (1998). Zivot, Eric.
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123. Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations. (1997). Fair, Ray.
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2. Exchange rate disconnect in general equilibrium. (2021). Mukhin, Dmitry ; Itskhoki, Oleg.
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4. How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas.
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17. Sources of Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy .
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18. Uncovered interest-rate parity over the past two centuries. (2011). Wu, Liuren ; Lothian, James ; JamesR. Lothian, .
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