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Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul.
In: Working Paper series.
RePEc:rim:rimwps:10_12.

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  4. Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak.
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  5. Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds. (2023). Chernov, Mikhail ; Hordahl, Peter ; Creal, Drew.
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  6. International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail.
    In: Journal of Finance.
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  7. Exchange Rates and Sovereign Risk. (2022). Wagner, Christian ; Schmeling, Maik ; Sarno, Lucio ; della Corte, Pasquale.
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  8. Is oil risk important for commodity-related currency returns?. (2022). Lu, Man ; Su, Zhi ; Yin, Libo.
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  10. Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?. (2021). Fontaine, Patrice ; Bosi, Stefano ; le Van, Cuong.
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  27. The quanto theory of exchange rates. (2019). Martin, Ian ; Kremens, Lukas.
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  32. Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2019). Verdelhan, Adrien ; Lustig, Hanno.
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  52. Noisy news and exchange rates: A SVAR approach. (2015). Redl, Chris.
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  65. Countercyclical currency risk premia. (2014). Roussanov, Nikolai ; Verdelhan, Adrien ; Lustig, Hanno.
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  68. An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia.. (2014). Mouabbi, Sarah.
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  72. What Covered Interest Parity Implies about the Theory of Uncovered Interest Parity.. (2012). Pippenger, John .
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