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New Evidence on the Forward Premium Puzzle
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New Evidence on the Forward Premium Puzzle (2016)New Evidence on the Forward Premium PuzzleCarry Trades and Global Foreign Exchange Volatility (2012)Carry Trades and Global Forei…Carry Trades and Currency Crashes (2008)Carry Trades and Currency Cra…Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Empirical exchange rate models of the nineties: Are any fit to survive? (2005)Empirical exchange rate model…Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …The handbook of international economics (1995)The handbook of international…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeThe Information in Long-Maturity Forward Rates (1987)The Information in Long-Matur…Forward and spot exchange rates (1984)Forward and spot exchange rat…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…The missing risk premium in exchange rates (2021)The missing risk premium in e…Government policy approval and exchange rates (2021)Government policy approval an…Convenience Yields and Exchange Rate Puzzles (2021)Convenience Yields and Exchan…The PPP View of Multihorizon Currency Risk Premiums (2020)The PPP View of Multihorizon …Term structures of asset prices and returns (2018)Term structures of asset pric…Uncovered interest parity: The long and the short of it (2015)Uncovered interest parity: Th…Trends and random walks in macroeconomic time series (1988)Business conditions and expected returns on stocks and bonds (1989)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Continuous Auctions and Insider Trading (1985)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Carry Trades and Currency Crashes (2008)What do we learn from the price of crude oil futures? (2010)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Currency momentum strategies (2012)Conditional risk premia in currency markets and other asset classes (2014)Intermediary asset pricing: New evidence from many asset classes (2017)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Familiarity Breeds Investment (2001)Estimating Trade Restrictiveness Indices (2008)UNMASKING THE POLLUTION HAVEN EFFECT* (2008)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 1995The handbook of international economics1,373 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 2012Carry Trades and Global Foreign Exchange Volatility925 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 2008Carry Trades and Currency Crashes792 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?

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Cited by

  • 2018Term structures of asset prices and returns80 cited
  • 2021The missing risk premium in exchange rates70 cited
  • 2021Government policy approval and exchange rates32 cited
  • 2015Uncovered interest parity: The long and the short of it31 cited
  • 2020The PPP View of Multihorizon Currency Risk Premiums23 cited
  • 2021Convenience Yields and Exchange Rate Puzzles21 cited