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Bond Convenience Yields and Exchange Rate Dynamics

https://doi.org/10.2139/ssrn.2755048
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29/29 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 29 checked references that resolve
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Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
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Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
resolves10.1016/0304-3932(84)90046-1
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resolves10.1016/j.jimonfin.2007.03.002
Home bias in global bond and equity markets: The role of real exchange rate volatility
resolves10.1093/rfs/hhr132
Bond Liquidity Premia
resolves10.3386/w19854
International Liquidity and Exchange Rate Dynamics
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Technology Shocks and Aggregate Fluctuations: How Well Does the Real Business Cycle Model Fit Postwar U.S. Data?
resolves10.1016/j.jinteco.2003.11.002
Exchange rate puzzles and distorted beliefs
resolves10.1093/rfs/hht133
Bond Supply and Excess Bond Returns
resolves10.2307/1344630
Political and Monetary Institutions and Public Financial Policies in the Industrial Countries
resolves10.1002/(sici)1099-1255(199711/12)12:6<715::aid-jae470>3.3.co;2-3
Understanding spot and forward exchange rate regressions
resolves10.1111/jofi.12081
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resolves10.1093/rfs/hhj008
Exchange Rates, Equity Prices, and Capital Flows
resolves10.4324/9781315014593
The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
resolves10.1257/mac.4.3.33
Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle
resolves10.3386/w23401
Exchange Rate Disconnect in General Equilibrium
resolves10.1257/0002828053828518
Estimation and Inference of Impulse Responses by Local Projections
resolves10.1016/s0304-405x(02)00207-6
The bond/old-bond spread
resolves10.1086/666526
The Aggregate Demand for Treasury Debt
resolves10.1016/j.jmoneco.2010.10.006
Asset prices and liquidity in an exchange economy
resolves10.1016/0304-3932(91)90007-b
Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies
resolves10.1016/s1573-4404(05)80017-6
Chapter 37 Puzzles in international financial markets
resolves10.1111/j.1540-6261.2005.00797.x
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
The 4 references without a DOI — listed, not checked
no DOI — not checkedMonetary policy, capital controls and seigniorage in an open economy
no DOI — not checkedThe forward discount anomaly and the risk premium: A survey of recent evidence
no DOI — not checkedref13
no DOI — not checkedref22
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