Discussion paper DP15313 The Economics of Currency Risk Tarek Hassan Tony Zhang 22 Sep 2020 Financial Economics International Macroeconomics and Finance Macroeconomics and Growth Monetary Economics and Fluctuations
Discussion paper DP10334 Rare Disasters and Exchange Rates Xavier Gabaix Emmanuel Farhi 11 Jan 2015 Financial Economics International Macroeconomics G12 G15
VoxEU Column Currency carry trades are not what you think Tarek Hassan 20 Nov 2014 Exchange Rates International Finance
Discussion paper DP10060 Forward and Spot Exchange Rates in a Multi-currency World Tarek Hassan Rui Mano 13 Jul 2014 Financial Economics International Macroeconomics F31 G12 G15
Discussion paper DP10016 Common Macro Factors and Currency Premia Mark Taylor 8 Jun 2014 Financial Economics International Macroeconomics F31 G11 G15
Discussion paper DP8291 Carry Trades and Global Foreign Exchange Volatility Lukas Menkhoff Lucio Sarno Andreas Schrimpf Maik Schmeling 14 Mar 2011 Financial Economics International Macroeconomics F31 G12 G15
Discussion paper DP7943 A Unifying Approach to the Empirical Evaluation of Asset Pricing Models Enrique Sentana Francisco Peñaranda 1 Aug 2010 Financial Economics C12 C13 G11 G12
Discussion paper DP7772 The Forward Premium Puzzle and Latent Factors Day by Day Casper de Vries Jurgen von Hagen Kerstin Bernoth 4 Apr 2010 International Macroeconomics F31 F37 G13
Discussion paper DP6516 Testing Uncovered Interest Parity: A Continuous-Time Approach Enrique Sentana Antonio Diez de los Rios 5 Oct 2007 Financial Economics F31 G15
Discussion paper DP3725 Exchange Rate Dynamics, Learning and Misperception Aaron Tornell Pierre-Olivier Gourinchas 23 Jan 2003 International Macroeconomics E40 F31 G10