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Can perpetual learning explain the forward-premium puzzle?. (2008). Evans, George ; Chakraborty, Avik.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:55:y:2008:i:3:p:477-490.

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  1. 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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  2. Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.

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  3. International business cycles: Information matters. (2021). Perego, Erica ; Sopraseuth, Thepthida ; Iliopulos, Eleni.
    In: Post-Print.
    RePEc:hal:journl:hal-03679001.

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  4. International business cycles: Information matters. (2021). Sopraseuth, Thepthida ; Perego, Erica ; Iliopulos, Eleni.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:123:y:2021:i:c:p:19-34.

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  5. Nonlinear effect of sentiment on momentum. (2021). Li, Kai.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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  6. .

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  7. Monetary Policies and Destabilizing Carry Trades under Adaptive Learning. (2020). Pintus, Patrick ; Dell'Eva, Cyril ; Girardin, Eric.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02872378.

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  8. 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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  9. Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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  10. Monetary Policies and Destabilizing Carry Trades under Adaptive Learning. (2020). Pintus, Patrick ; Girardin, Eric ; Dell'Eva, Cyril.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:2022.

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  11. Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:12:p:3240-:d:239134.

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  12. Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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  13. The forward premium puzzle and Markov-switching adaptive learning,. (2019). Reed, Jason R.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:59:y:2019:i:c:p:1-17.

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  14. Can structural changes in the persistence of the forward premium explain the forward premium anomaly?. (2019). Cho, Dooyeon ; Chun, Sungju.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:225-235.

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  15. International Business Cycles: Information Matters. (2019). Sopraseuth, Thepthida ; Perego, Erica ; Iliopulos, Eleni.
    In: Working Papers.
    RePEc:cii:cepidt:2019-03.

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  16. Learning Financial Shocks and the Great Recession. (2018). Tyrowicz, Joanna ; Suda, Jacek ; Pintus, Patrick.
    In: GRAPE Working Papers.
    RePEc:fme:wpaper:28.

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  17. International business cycles: Information matters. (2018). Sopraseuth, Thepthida ; Perego, Erica ; Iliopulos, Eleni.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2018-13.

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  18. Gradual learning about shocks and the forward premium puzzle. (2018). Moran, Kevin ; Nono, Simplice Aime.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:88:y:2018:i:c:p:79-100.

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  19. Perpetual learning and apparent long memory. (2018). Mavroeidis, Sophocles ; Chevillon, Guillaume.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:90:y:2018:i:c:p:343-365.

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  20. FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt1778z416.

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  21. Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2017). Lansing, Kevin ; Ma, Jun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:62-87.

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  22. On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning. (2017). Keddad, Benjamin ; DE TRUCHIS, Gilles ; Delleva, Cyril .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:82-98.

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  23. FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt2ff194s2.

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  24. Learning and the Yield Curve. (2016). Sinha, Arunima.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:48:y:2016:i:2-3:p:513-547.

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  25. Monetary Policy Regime Shifts and Uncovered Interest Parity Revisited: The Euro–US Dollar Exchange Rate. (2016). Se, Young ; Seol, Gwi Hwan.
    In: International Economic Journal.
    RePEc:taf:intecj:v:30:y:2016:i:3:p:360-378.

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  26. GRESHAM’S LAW OF MODEL AVERAGING. (2016). Kasa, Kenneth ; Cho, Inkoo.
    In: Discussion Papers.
    RePEc:sfu:sfudps:dp16-06.

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  27. Monetary Policy with Imperfect Knowledge in a Small Open Economy. (2016). Kulthanavit, Pisut ; Chen, Yu-Chin .
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:28..

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  28. Monetary Policy with Imperfect Knowledge in a Small Open Economy. (2016). Kulthanavit, Pisut ; Chen, Yu-Chin.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:28.

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  29. Learning Financial Shocks and the Great Recession. (2016). Suda, Jacek ; Pintus, Patrick.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00830480.

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  30. Explaining Exchange Rate Anomalies in a Model with Taylor-Rule Fundamentals and Consistent Expectations. (2016). Lansing, Kevin ; Ma, Jun ; KevinJ. Lansing, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2014-22.

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  31. On the estimation and testing of predictive panel regressions. (2016). , Joakimwesterlund ; Karabiyik, Hande ; Narayan, Paresh ; Westerlund, Joakim.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:45:y:2016:i:c:p:115-125.

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  32. Learning Financial Shocks and the Great Recession. (2015). Suda, Jacek ; Pintus, Patrick.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:577.

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  33. Stock Market Volatility and Learning. (2015). Nicolini, Juan Pablo ; Marcet, Albert ; Adam, Klaus.
    In: Working Papers.
    RePEc:fip:fedmwp:720.

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  34. Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Sharma, Susan ; Narayan, Paresh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

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  35. FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt2cm6p186.

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  36. Tests of Rationality in Turkish Foreign Exchange Market. (2014). Turguttopbas, Neslihan.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:14:y:2014:i:2:p:65-78.

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  37. Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets. (2014). Dubois, Florent ; DE TRUCHIS, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01065775.

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  38. Exchange Rate Economics. (2014). Miller, Norman C..
    In: Books.
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  39. Anticipated Liquidity Shock and Financial Market Equilibrium. (2014). Kumar, Vikram .
    In: Working Papers.
    RePEc:dav:wpaper:14-08.

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  40. Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets. (2014). Dubois, Florent ; DE TRUCHIS, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1445.

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  41. The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis. (2013). Nath, Golaka .
    In: MPRA Paper.
    RePEc:pra:mprapa:51591.

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  42. Learning generates Long Memory. (2013). Mavroeidis, Sophocles ; Chevillon, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-00661012.

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  43. Learning to forecast the exchange rate: Two competing approaches. (2013). Markiewicz, Agnieszka ; De Grauwe, Paul ; DeGrauwe, Paul.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:42-76.

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  44. Does the forward premium puzzle disappear over the horizon?. (2013). Snaith, Stuart ; Kellard, Neil ; Coakley, Jerry.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3681-3693.

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  45. Carry trade and foreign exchange rate puzzles. (2013). Zwinkels, Remco ; Verschoor, Willem ; Spronk, Richard ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
    In: European Economic Review.
    RePEc:eee:eecrev:v:60:y:2013:i:c:p:17-31.

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  46. Foreign exchange intervention and expectation in emerging economies. (2013). Miyajima, Ken.
    In: BIS Working Papers.
    RePEc:bis:biswps:414.

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  47. Learning Leverage Shocks and the Great Recession.. (2013). Suda, Jacek ; Pintus, Patrick.
    In: Working papers.
    RePEc:bfr:banfra:440.

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  48. Learning Financial Shocks and the Great Recession. (2013). Suda, Jacek ; Pintus, Patrick.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1333.

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  49. MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY. (2012). Markiewicz, Agnieszka.
    In: International Economic Review.
    RePEc:wly:iecrev:v:53:y:2012:i:3:p:815-844.

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  50. Stock Market Volatility and Learning. (2012). Nicolini, Juan Pablo ; Marcet, Albert ; Adam, Klaus.
    In: Working Papers.
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  51. Previsão do câmbio real-dólar sob um arcabouço de apreçamento de ativos. (2012). Beviláqua, Giovanni ; Bevilaqua, Giovanni ; Matos, Paulo ; Filho, Jaime .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:66:y:2012:i:3:a:3668.

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  52. Previsão do câmbio real-dólar sob um arcabouço de apreçamento de ativos. (2012). Bevilaqua, Giovanni ; Matos, Paulo ; Filho, Jaime .
    In: Revista Brasileira de Economia - RBE.
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  53. Foreign exchange market efficiency under recent crises: Asia-Pacific focus. (2012). Wong, Yuen Meng ; Rhee, Ghon S. ; Ahmad, Rubi.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:6:p:1574-1592.

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  54. Monetary policy regimes and the forward bias for foreign exchange. (2012). perez, rafaela ; Ruiz, Jesus ; Lafuente, Juan Angel.
    In: DEE - Working Papers. Business Economics. WB.
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  55. Modeling Exchange Rates with Incomplete Information. (2011). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
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  56. Internal rationality, imperfect market knowledge and asset prices. (2011). Marcet, Albert ; Adam, Klaus.
    In: LSE Research Online Documents on Economics.
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  57. Internal rationality, imperfect market knowledge and asset prices. (2011). Marcet, Albert ; Adam, Klaus.
    In: Journal of Economic Theory.
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  58. The solution to the forward-bias puzzle. (2011). Pippenger, John .
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  59. Learning generates Long Memory. (2011). Mavroeidis, Sophocles ; Chevillon, Guillaume.
    In: ESSEC Working Papers.
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  60. Learning as a Rational Foundation for Macroeconomics and Finance. (2011). Honkapohja, Seppo ; Evans, George ; GeorgeW. Evans, .
    In: CEPR Discussion Papers.
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  61. Internal Rationality, Imperfect Market Knowledge and Asset Prices. (2011). Marcet, Albert ; Adam, Klaus.
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  62. A COMPLETE SOLUTION TO THE FORWARD-BIAS PUZZLE. (2011). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
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  63. 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.
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  64. The Solution to the Forward-Bias and Related Puzzles. (2010). Pippenger, John E.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt6br3599r.

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  65. AMBIGUITY AVERSION: IMPLICATIONS FOR THE UNCOVERED INTEREST RATE PARITY PUZZLE. (2009). Ilut, Cosmin.
    In: 2009 Meeting Papers.
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  66. The Forward-Bias Puzzle: A Solution Based on Covered Interest Parity. (2009). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt4dd1075r.

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  67. The Forward-Bias Puzzle: A Solution Based on Covered Interest Parity. (2009). Pippenger, John E.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt05d0t24b.

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  68. Learning Financial Shocks and the Great Recession. (). Suda, Jacek ; Pintus, Patrick.
    In: Review of Economic Dynamics.
    RePEc:red:issued:18-210.

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    RePEc:ime:imedps:10-e-02.

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  11. Stability under learning: the neo-classical growth problem. (2009). Gomes, Orlando.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00718.

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  12. Internal Rationality and Asset Prices. (2009). Marcet, Albert ; Adam, Klaus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7498.

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  13. Asset Pricing with Adaptive Learning. (2008). Giannitsarou, Chryssi ; Carceles-Poveda, Eva.
    In: Review of Economic Dynamics.
    RePEc:red:issued:06-119.

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  14. Can perpetual learning explain the forward-premium puzzle?. (2008). Evans, George ; Chakraborty, Avik.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:3:p:477-490.

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  15. The market price of risk and the equity premium: A legacy of the Great Depression?. (2008). Sargent, Thomas ; Cogley, Timothy.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:3:p:454-476.

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  16. Staggered updating in an artificial financial market. (2008). Georges, Christophre.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:9:p:2809-2825.

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  17. Liquidity shocks and asset price boom/bust cycles. (2007). Detken, Carsten ; Adalid, Ramon.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007732.

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  18. Asset Pricing with Adaptive Learning. (2007). Giannitsarou, Chryssi ; Carceles-Poveda, Eva.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6223.

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  19. Learning the inflation target. (2005). Nunes, Ricardo.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0504033.

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  20. Adaptive and statistical expectations in a renewable resource market. (2003). Rosser, Barkley ; Gardini, Laura ; Foroni, Ilaria .
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:63:y:2003:i:6:p:541-567.

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