We show that currencies with a steeper yield curve tend to depreciate at business cycle
horizons, in violation of uncovered interest parity (UIP), but the yield curve adds no …

This work studies the impact of foreign shocks on advanced and emerging small-open
economies, along different dimensions. Chapter 1 studies pass-through of exchange rates to …

The increasing availability of high‑frequency data and the desire for timely forecast updates
has seen widespread use of the mixed data sampling (MIDAS) model. This model for …

In the Master Thesis, we study the yield curve's predictability power for the business cycle in
developing countries. For this research, we want to answer the question if the inverted yield …