|
2025
|
The trade imbalance network and currency returns
|
Journal of Financial Economics
|
A
|
3
|
|
2024
|
Nonstandard Errors
|
Journal of Finance
|
A
|
343
|
|
2024
|
Currency Risk Premiums Redux
|
The Review of Financial Studies
|
A
|
3
|
|
2024
|
Risks and risk premia in the US Treasury market
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2024
|
repec:oup:revfin:v:37:y:2024:i:2:p:356-408.
|
Review of Finance
|
B
|
1
|
|
2022
|
Foreign Exchange Volume
|
The Review of Financial Studies
|
A
|
4
|
|
2022
|
The cost of foreign-currency lending
|
Journal of Banking & Finance
|
B
|
3
|
|
2020
|
Risky bank guarantees
|
Journal of Financial Economics
|
A
|
3
|
|
2020
|
Business cycles and currency returns
|
Journal of Financial Economics
|
A
|
3
|
|
2019
|
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries
|
American Economic Journal: Macroeconomics
|
A
|
5
|
|
2017
|
Currency Value
|
The Review of Financial Studies
|
A
|
4
|
|
2016
|
What Do Stock Markets Tell Us about Exchange Rates?
|
Review of Finance
|
B
|
4
|
|
2016
|
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades
|
Journal of Finance
|
A
|
4
|
|
2016
|
Volatility risk premia and exchange rate predictability
|
Journal of Financial Economics
|
A
|
3
|
|
2016
|
What drives international portfolio flows?
|
Journal of International Money and Finance
|
B
|
3
|
|
2016
|
Currency Premia and Global Imbalances
|
The Review of Financial Studies
|
A
|
3
|
|
2015
|
The scapegoat theory of exchange rates: the first tests
|
Journal of Monetary Economics
|
A
|
4
|
|
2014
|
Foreign exchange risk and the predictability of carry trade returns
|
Journal of Banking & Finance
|
B
|
3
|
|
2014
|
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2012
|
Global liquidity risk in the foreign exchange market
|
Journal of International Money and Finance
|
B
|
3
|
|
2012
|
How the Subprime Crisis went global: Evidence from bank credit default swap spreads
|
Journal of International Money and Finance
|
B
|
4
|
|
2012
|
Carry Trades and Global Foreign Exchange Volatility
|
Journal of Finance
|
A
|
4
|
|
2012
|
Currency momentum strategies
|
Journal of Financial Economics
|
A
|
4
|
|
2012
|
Properties of foreign exchange risk premiums
|
Journal of Financial Economics
|
A
|
3
|
|
2012
|
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?
|
Review of Economics and Statistics
|
A
|
3
|
|
2011
|
Spot and forward volatility in foreign exchange
|
Journal of Financial Economics
|
A
|
3
|
|
2010
|
Asset prices, exchange rates and the current account
|
European Economic Review
|
B
|
3
|
|
2010
|
Timing exchange rates using order flow: The case of the Loonie
|
Journal of Banking & Finance
|
B
|
3
|
|
2010
|
Exchange rate forecasting, order flow and macroeconomic information
|
Journal of International Economics
|
A
|
3
|
|
2009
|
Does the law of one price hold in international financial markets? Evidence from tick data
|
Journal of Banking & Finance
|
B
|
3
|
|
2009
|
An Economic Evaluation of Empirical Exchange Rate Models
|
The Review of Financial Studies
|
A
|
3
|
|
2009
|
The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2008
|
Arbitrage in the foreign exchange market: Turning on the microscope
|
Journal of International Economics
|
A
|
3
|
|
2008
|
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value
|
Journal of Financial Economics
|
A
|
3
|
|
2007
|
A cross-country financial accelerator: Evidence from North America and Europe
|
Journal of International Money and Finance
|
B
|
3
|
|
2007
|
What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective*
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2007
|
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
|
Journal of Financial and Quantitative Analysis
|
B
|
3
|
|
2006
|
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?
|
Journal of Banking & Finance
|
B
|
2
|
|
2006
|
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
|
Review of Finance
|
B
|
3
|
|
2005
|
Exchange rates and fundamentals: evidence on the economic value of predictability
|
Journal of International Economics
|
A
|
3
|
|
2005
|
Empirical exchange rate models and currency risk: some evidence from density forecasts
|
Journal of International Money and Finance
|
B
|
2
|
|
2005
|
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?
|
Canadian Journal of Economics
|
C
|
1
|
|
2005
|
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
|
Journal of Applied Econometrics
|
B
|
2
|
|
2004
|
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
|
Journal of International Money and Finance
|
B
|
3
|
|
2004
|
Speculative Bubbles in U.K. House Prices: Some New Evidence
|
Southern Economic Journal
|
C
|
2
|
|
2003
|
The out-of-sample success of term structure models as exchange rate predictors: a step beyond
|
Journal of International Economics
|
A
|
4
|
|
2003
|
The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation
|
Journal of Banking & Finance
|
B
|
2
|
|
2002
|
Short‐ and long‐run price level uncertainty under different monetary policy regimes: an international comparison
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2001
|
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation
|
Economica
|
C
|
1
|
|
2001
|
The behavior of US public debt: a nonlinear perspective
|
Economics Letters
|
C
|
1
|
|
2000
|
Real exchange rate behavior in the Middle East: a re-examination
|
Economics Letters
|
C
|
1
|
|
1999
|
Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation
|
Journal of Development Economics
|
A
|
2
|
|
1999
|
Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests
|
Journal of International Money and Finance
|
B
|
2
|
|
1998
|
Real exchange rates under the recent float: unequivocal evidence of mean reversion
|
Economics Letters
|
C
|
2
|
|
1998
|
The behavior of real exchange rates during the post-Bretton Woods period
|
Journal of International Economics
|
A
|
2
|
|
1997
|
Capital Flows to Developing Countries: Long- and Short-Term Determinants.
|
World Bank Economic Review
|
B
|
2
|
|
1997
|
Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity
|
Applied Economics
|
C
|
1
|