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Convenience Yields and Exchange Rate Puzzles

https://doi.org/10.2139/ssrn.4709145
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Consumption and real exchange rates in dynamic economies with non-traded goods
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The dollar and real interest rates
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Consumption, real exchange rates and the structure of international asset markets
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Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08
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Unconventional monetary policy had large international effects
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Term structures of asset prices and returns
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Central bank swap arrangements in the COVID-19 crisis
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An Asset-Pricing View of External Adjustment
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The U.S. Treasury Premium
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International risk sharing is better than you think, or exchange rates are too smooth
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Why are exchange rates so smooth? A household finance explanation
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Chapter 37 Puzzles in international financial markets
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Implications of Security Market Data for Models of Dynamic Economies
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Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets
inferredcites →https://doi.org/10.1086/666526openalex-extracted
The Aggregate Demand for Treasury Debt
inferredcites →https://doi.org/10.1086/714447openalex-extracted
Exchange Rate Disconnect in General Equilibrium
inferredcites →https://doi.org/10.1086/741624openalex-extracted
Exchange Rates and Asset Prices in a Global Demand System
inferredcites →https://doi.org/10.1093/qje/qjv016openalex-extracted
International Liquidity and Exchange Rate Dynamics *
inferredcites →https://doi.org/10.1093/restud/rdac072openalex-extracted
Liquidity and Exchange Rates: An Empirical Investigation
inferredcites →https://doi.org/10.1093/restud/rdz059openalex-extracted
Exchange Rate Policies at the Zero Lower Bound
inferredcites →https://doi.org/10.1093/rfs/10.2.369openalex-extracted
An Exploration of the Forward Premium Puzzle in Currency Markets
inferredcites →https://doi.org/10.1093/rfs/hhj008openalex-extracted
Exchange Rates, Equity Prices, and Capital Flows
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Common Risk Factors in Currency Markets
inferredcites →https://doi.org/10.1111/0022-1082.00325openalex-extracted
Affine Term Structure Models and the Forward Premium Anomaly
inferredcites →https://doi.org/10.1111/1467-937x.00216openalex-extracted
Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
inferredcites →https://doi.org/10.1111/j.1467-937x.2008.00475.xopenalex-extracted
International Risk Sharing and the Transmission of Productivity Shocks
inferredcites →https://doi.org/10.1111/j.1467-937x.2008.00509.xopenalex-extracted
The Role of Portfolio Constraints in the International Propagation of Shocks
inferredcites →https://doi.org/10.1111/j.1467-937x.2009.00537.xopenalex-extracted
Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00769.xopenalex-extracted
Currency Returns, Intrinsic Value, and Institutional‐Investor Flows
inferredcites →https://doi.org/10.1111/jofi.12620openalex-extracted
Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.1111/jofi.12970openalex-extracted
Model‐Free International Stochastic Discount Factors
inferredcites →https://doi.org/10.1111/jofi.13003openalex-extracted
Foreign Safe Asset Demand and the Dollar Exchange Rate
inferredcites →https://doi.org/10.1257/aer.20130479openalex-extracted
Financial Intermediation, International Risk Sharing, and Reserve Currencies
inferredcites →https://doi.org/10.1257/aer.20160216openalex-extracted
A Model of Safe Asset Determination
inferredcites →https://doi.org/10.1257/aer.20160409openalex-extracted
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
inferredcites →https://doi.org/10.1257/aer.20180098openalex-extracted
The Term Structure of Currency Carry Trade Risk Premia
inferredcites →https://doi.org/10.1257/aer.96.3.552openalex-extracted
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
inferredcites →https://doi.org/10.1257/aer.98.1.358openalex-extracted
An Equilibrium Model of “Global Imbalances” and Low Interest Rates
inferredcites →https://doi.org/10.1257/aer.99.2.584openalex-extracted
Global Imbalances and Financial Fragility
inferredcites →https://doi.org/10.1257/aeri.20180322openalex-extracted
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity
inferredcites →https://doi.org/10.1257/mac.20170391openalex-extracted
Bond Convenience Yields and Exchange Rate Dynamics
inferredcites →https://doi.org/10.1353/eca.2011.0019openalex-extracted
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
inferredcites →https://doi.org/10.20955/wp.2015.039openalex-extracted
Why Are Exchange Rates So Smooth? A Household Finance Explanation
inferredcites →https://doi.org/10.21034/dp.29openalex-extracted
Implications of Security Market Data for Models of Dynamic Economies
inferredcites →https://doi.org/10.2139/ssrn.1334125openalex-extracted
Interpreting Deviations from Covered Interest Parity during the Financial Market Turmoil of 2007-08
inferredcites →https://doi.org/10.2139/ssrn.2755048openalex-extracted
Bond Convenience Yields and Exchange Rate Dynamics
inferredcites →https://doi.org/10.2139/ssrn.3070739openalex-extracted
Model-Free International Stochastic Discount Factors
inferredcites →https://doi.org/10.2139/ssrn.671787openalex-extracted
The Role of Portfolio Constraints in the International Propagation of Shocks
inferredcites →https://doi.org/10.3386/w11996openalex-extracted
An Equilibrium Model of "Global Imbalances" and Low Interest Rates
inferredcites →https://doi.org/10.3386/w23401openalex-extracted
Exchange Rate Disconnect in General Equilibrium
inferredcites →https://doi.org/10.3386/w25206openalex-extracted
International Yield Curves and Currency Puzzles
inferredcites →https://doi.org/10.3386/w27231openalex-extracted
The Term Structure of Covered Interest Rate Parity Violations
inferredcites →https://doi.org/10.3386/w27615openalex-extracted
A Quantity-Driven Theory of Term Premia and Exchange Rates
inferredcites →https://doi.org/10.3386/w27682openalex-extracted
Dollar Safety and the Global Financial Cycle
inferredcites →https://doi.org/10.3386/w28777openalex-extracted
CIP Deviations, the Dollar, and Frictions in International Capital Markets
inferredcites →https://doi.org/10.3386/w29238openalex-extracted
The Flight to Safety and International Risk Sharing
inferredcites →https://doi.org/10.3386/w32436openalex-extracted
What do Financial Markets say about the Exchange Rate?
inferredcites →https://doi.org/10.3386/w7869openalex-extracted
Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
inferredcites →https://doi.org/10.3982/ecta17440openalex-extracted
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)
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