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The transition to a new inflation rate in models with habit formation. (2006). Michelis, Leo ; Mansoorian, Arman.
In: Economics Letters.
RePEc:eee:ecolet:v:91:y:2006:i:1:p:56-60.

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  1. Backus, D.K. ; Gregory, A.W. ; Telmer, C.I. Accounting for forward rates in markets for foreign currency. 1993 Journal of Finance. 48 1887-1908

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  6. Heaton, John The interaction between time non-separable preferences and time aggregation. 1992 Econometrica. 61 353-385
    Paper not yet in RePEc: Add citation now

  7. Naik, N. ; Moore, M. Habit formation and intertemporal substitution in individual food consumption. 1996 Review of Economics and Statistics. 78 321-328

  8. Ryder, Harl E. ; Heal, Geofrey M. Optimal growth with intertemporally dependent preferences. 1973 Review of Economic Studies. 40 1-31

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  10. Tobin, James Money and economic growth. 1965 Econometrica. 33 671-684
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  2. Beyond Co-Integration: Modelling Co-Movements in Macro finance. (2012). Talmain, Gabriel ; Abadir, Karim.
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  3. Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Sarno, Lucio ; Schneider, Paul.
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  4. Modeling the horizon-dependent risk premium in the forex market: evidence from survey data. (2012). Uctum, Remzi ; Prat, Georges.
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  5. Measuring the economic significance of structural exchange rate models. (2011). Kaleem, Muhammad ; cerrato, mario ; Crosby, John.
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  6. A sentiment-based explanation of the forward premium puzzle. (2011). Yu, Jianfeng.
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  7. Speculative capital and currency carry trades. (2011). Suominen, Matti ; Jylha, Petri.
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  8. Spot and forward volatility in foreign exchange. (2011). Tsiakas, Ilias ; Sarno, Lucio ; Della Corte, Pasquale.
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  9. Properties of Foreign Exchange Risk Premiums. (2011). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
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  10. Explaining the returns of active currency managers. (2011). Nasypbek, Sam ; Rehman, Scheherazade S.
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  11. Monetary Policy and the Uncovered Interest Parity Puzzle. (2010). Zin, Stanley ; Telmer, Chris ; Gavazzoni, Federico ; Backus, David.
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  12. The role of exchange rates in intertemporal risk-return relations. (2010). Wu, Liuren ; Bali, Turan G..
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  13. Solving exchange rate puzzles with neither sticky prices nor trade costs. (2010). Roche, Maurice ; Moore, Michael.
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  14. Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium. (2009). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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  16. Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets. (2008). Wagner, Christian.
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  17. Can exchange rate volatility explain persistence in the forward premium?. (2008). Kellard, Neil ; Sarantis, Nicholas .
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  18. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
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  19. International capital asset pricing: Evidence from options. (2007). Wu, Liuren ; Mo, Henry.
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  20. Commodity Currencies: Why Are Exchange Rate Futures Biased if Commodity Futures Are Not?. (2007). Kearns, Jonathan.
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  21. The Returns to Currency Speculation. (2006). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac .
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  22. The transition to a new inflation rate in models with habit formation. (2006). Michelis, Leo ; Mansoorian, Arman.
    In: Economics Letters.
    RePEc:eee:ecolet:v:91:y:2006:i:1:p:56-60.

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  23. Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate. (2006). ruiz, jesus ; Lafuente, Juan Angel.
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  24. The Returns to Currency Speculation. (2006). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac .
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  25. Affine term structure models for the foreign exchange risk premium. (2006). Benati, Luca.
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  26. New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market. (2005). Sarno, Lucio ; Nikolaou, Kleopatra .
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  27. Time-varying risk, interest rates and exchange rates in general equilibrium. (2005). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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  28. Testing forward rate unbiasedness allowing for persistent regressors. (2005). Maynard, Alex ; Liu, Wei.
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  29. Money, habits and growth. (2005). Michelis, Leo ; Mansoorian, Arman.
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  30. Exchange rate expectations: controlled experiments with artificial traders. (2004). Marey, Philip.
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  35. Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets. (2003). Tai, Chu-Sheng .
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  38. Less of a puzzle: a new look at the forward forex market. (2002). Roche, Maurice ; Moore, Michael.
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  39. Liquidity in the forward exchange market. (2001). Roche, Maurice ; Moore, Michael.
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  40. The Foreign Exchange Risk Premium: Real and Nominal Factors. (2001). Hollifield, Burton ; Yaron, Amir.
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  41. Trade in nominal assets and net international capital flows. (2000). van Wincoop, Eric ; Bacchetta, Philippe.
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  42. Habits and durability in consumption, and the dynamics of the current account. (1998). Mansoorian, Arman.
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  43. Two puzzles in the analysis of foreign exchange market efficiency. (1998). Wohar, Mark ; Kellard, Neil ; Ennew, Christine ; Rayner, Tony ; Newbold, Paul.
    In: International Review of Financial Analysis.
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  44. New Techniques to Extract Market Expectations from Financial Instruments. (1997). Svensson, Lars ; Söderlind, Paul.
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  45. Habits and Durability in Consumption, and the Dynamics of the Current Account. (1996). Mansoorian, Arman.
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  46. The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles.
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  47. International Portfolio Choice and Asset Pricing: An Integrative Survey. (1994). Stulz, René.
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  48. Partial- Vs. General-Equilibrium Models of the International Capital Market. (1993). Dumas, Bernard.
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  49. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns. (1992). Mark, Nelson ; Cecchetti, Stephen ; Lam, Pok-sang.
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  50. Habit Persistence and Durability in Aggregate Consumption: Empirical Tests. (1991). Ferson, Wayne ; Constantinides, George.
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