Discussion paper DP15817 How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis Diana Zigraiova Tomas Havranek Zuzana Irsova Jiri Novak 16 Feb 2021 International Macroeconomics and Finance C83 F31 G14
VoxEU Column Sticky expectations: A unified explanation for bond and currency puzzles Markus Sihvonen Eleonora Granziera 26 Nov 2020 Exchange Rates Monetary Policy
VoxEU Column The international dimension of a central bank digital currency Arnaud Mehl Livio Stracca Massimo Minesso Ferrari 12 Oct 2020 International Finance Monetary Policy
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 DP14497 A century of arbitrage and disaster risk pricing in the foreign exchange market Giancarlo Corsetti Emile Marin 18 Mar 2020 Financial Economics International Macroeconomics and Finance F31 F41 G15
VoxEU Column The new Fama puzzle Jonas Heipertz Menzie David Chinn Laurent Ferrara Matthieu Bussière 5 Jul 2018 Exchange Rates Global crisis
Discussion paper DP12893 Multihorizon Currency Returns and Purchasing Power Parity Mikhail Chernov Drew Creal 25 Apr 2018 Financial Economics International Macroeconomics and Finance F31 F47 G12 G15
Discussion paper DP11984 On the Rewards to International Investing: A Safe Haven Currency Perspective Jean-Pierre Danthine 22 Apr 2017 Financial Economics International Macroeconomics and Finance F30 F31 G11
Discussion paper DP11581 Currency Manipulation Tarek Hassan Thomas M. Mertens Tony Zhang 26 Oct 2016 Financial Economics International Macroeconomics and Finance Macroeconomics and Growth E4 E5 F3 F4 G11 G15
Discussion paper DP8991 Country Size, Currency Unions, and International Asset Returns Tarek Hassan 27 May 2012 Financial Economics International Macroeconomics International Trade and Regional Economics F3 G0
Discussion paper DP8343 Carry Trade and Momentum in Currency Markets Martin Eichenbaum Sérgio Rebelo Craig Burnside 1 Apr 2011 International Macroeconomics F31
Discussion paper DP6873 Do Peso Problems Explain the Returns to the Carry Trade? Martin Eichenbaum Sérgio Rebelo Craig Burnside Isaac Kleshchelski 20 Jun 2008 International Macroeconomics F31