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The term structure of currency futures' risk premia
Bernoth, Kerstin, (2022)
Conditioning carry trades : less risk, more return
Mulder, Arjen, (2018)
Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel, (2019)
Re-examination of the predictability of economic activity using the yield spread : a nonlinear approach
Venetis, Ioannis A., (2003)
Estimates of US monetary policy rules with allowance for changes in the output gap
Peel, David, (2004)
Asymmetry in the link between the Yield spread and industrial production : threshold effects and forecasting
Payá, Ivan, (2004)