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1. Non-Standard Errors

10. Non-Standard Errors

12. Non-Standard Errors

14. Meese-Rogodd redux: micro-based exchange-rate forecasting

15. Do currency markets absorb news quickly?

16. Real risk, inflation risk, and the term structure

17. Informational integration and FX trading

18. Time-varying liquidity in foreign exchange

19. Order flow and exchange rate dynamics

21. Microstructure of Foreign Exchange Markets

22. Real rates, expected inflation, and inflation risk premia

23. International financial integration and the real economy

24. Do expected shifts in inflation affect estimates of the long-run Fisher relation?

25. Expected returns, time-varying risk, and risk premia

26. Do stationary risk premia explain it all? Evidence from the term structure

27. The response of exchange rates to permanent and transitory shocks under floating exchange rates

28. Trends in excess returns in currency and bond markets

33. Dividend variability and stock market swings

43. FX trading and exchange rate dynamics

46. Where Are We Now? Real-Time Estimates of the Macro Economy

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