References

• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 2008Market Liquidity and Funding Liquidity5,007 cited
• 1984Forward and spot exchange rates2,167 cited
• 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
• 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
• 2008Carry Trades and Currency Crashes654 cited
• 2007The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk528 cited
• 2010Do Peso Problems Explain the Returns to the Carry Trade?522 cited
• 2011The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment472 cited
• 1994Can the Markov switching model forecast exchange rates?415 cited
• 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited
• 1993On biases in the measurement of foreign exchange risk premiums275 cited
• 2009Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium245 cited
• 2000Regime switching in foreign exchange rates:222 cited
• 2001Uncovered Interest Parity Revisited