Reference health
Sovereign Credit Default Swaps and the Currency Forward Bias
38/38 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.
13 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 38 checked references that resolve
resolves10.1016/j.jinteco.2007.02.004
Real-time price discovery in global stock, bond and foreign exchange markets
resolves10.1257/aer.100.3.870
Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
resolves10.1016/S0022-1996(99)00039-2
The forward premium puzzle: different tales from developed and emerging economies
resolves10.1002/fut.21693
A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets
resolves10.1016/j.jimonfin.2015.03.001
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates
resolves10.1016/j.jinteco.2012.03.001
The carry trade and fundamentals: Nothing to fear but FEER itself
resolves10.1016/j.jfineco.2014.07.001
Conditional risk premia in currency markets and other asset classes
resolves10.1257/aer.97.1.89
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
resolves10.1111/j.1540-6261.1988.tb02613.x
Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period
resolves10.1111/j.0008-4085.2005.00298.x
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?
resolves10.1007/s10679-006-9001-z
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
resolves10.1017/S002210900000346X
Forecasting Currency Excess Returns: Can the Forward Bias Be Exploited?
resolves10.1002/1096-9934(200103)21:3<279::AID-FUT5>3.0.CO;2-L
Asset storability and price discovery in commodity futures markets: A new look
The 13 references without a DOI — listed, not checked
no DOI — not checkedTriennial Central Bank Survey: Foreign exchange turnover in April
no DOI — not checkedThe term structure of sovereign CDS and the cross-section exchange rate predictability
no DOI — not checkedDoes one Soros make a difference? A theory of currency crises with large and small traders
no DOI — not checkedref15
no DOI — not checkedref19
no DOI — not checkedAssessing the predictive ability of sovereign default risk on exchange rate returns
no DOI — not checkedref25
no DOI — not checkedA liquidity-based resolution of the uncovered interest parity puzzle
no DOI — not checkedHow sovereign is sovereign credit risk?
no DOI — not checkedSovereign credit default swaps
no DOI — not checkedSpillovers among sovereign CDS, stock and commodity markets: A correlation network perspective
no DOI — not checkedref50
no DOI — not checkedref51
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