id sid tid token lemma pos p5547p90q35 1 1 this this DET p5547p90q35 1 2 dissertation dissertation NOUN p5547p90q35 1 3 studies study VERB p5547p90q35 1 4 the the DET p5547p90q35 1 5 cause cause NOUN p5547p90q35 1 6 of of ADP p5547p90q35 1 7 the the DET p5547p90q35 1 8 forward forward ADJ p5547p90q35 1 9 premium premium NOUN p5547p90q35 1 10 anomaly anomaly PROPN p5547p90q35 1 11 . . PUNCT p5547p90q35 2 1 the the DET p5547p90q35 2 2 anomaly anomaly PROPN p5547p90q35 2 3 refers refer VERB p5547p90q35 2 4 to to ADP p5547p90q35 2 5 the the DET p5547p90q35 2 6 violation violation NOUN p5547p90q35 2 7 of of ADP p5547p90q35 2 8 uncovered uncover VERB p5547p90q35 2 9 interest interest NOUN p5547p90q35 2 10 parity parity NOUN p5547p90q35 2 11 ( ( PUNCT p5547p90q35 2 12 uip uip PROPN p5547p90q35 2 13 ) ) PUNCT p5547p90q35 2 14 in in ADP p5547p90q35 2 15 the the DET p5547p90q35 2 16 form form NOUN p5547p90q35 2 17 of of ADP p5547p90q35 2 18 a a DET p5547p90q35 2 19 negative negative ADJ p5547p90q35 2 20 estimate estimate NOUN p5547p90q35 2 21 of of ADP p5547p90q35 2 22 the the DET p5547p90q35 2 23 slope slope NOUN p5547p90q35 2 24 coefficient coefficient NOUN p5547p90q35 2 25 in in ADP p5547p90q35 2 26 the the DET p5547p90q35 2 27 regression regression NOUN p5547p90q35 2 28 of of ADP p5547p90q35 2 29 the the DET p5547p90q35 2 30 future future ADJ p5547p90q35 2 31 percent percent NOUN p5547p90q35 2 32 change change NOUN p5547p90q35 2 33 in in ADP p5547p90q35 2 34 the the DET p5547p90q35 2 35 spot spot NOUN p5547p90q35 2 36 exchange exchange NOUN p5547p90q35 2 37 rate rate NOUN p5547p90q35 2 38 measured measure VERB p5547p90q35 2 39 in in ADP p5547p90q35 2 40 units unit NOUN p5547p90q35 2 41 of of ADP p5547p90q35 2 42 domestic domestic ADJ p5547p90q35 2 43 currency currency NOUN p5547p90q35 2 44 per per ADP p5547p90q35 2 45 foreign foreign ADJ p5547p90q35 2 46 currency currency NOUN p5547p90q35 2 47 on on ADP p5547p90q35 2 48 the the DET p5547p90q35 2 49 interest interest NOUN p5547p90q35 2 50 rate rate NOUN p5547p90q35 2 51 differential differential ADJ p5547p90q35 2 52 between between ADP p5547p90q35 2 53 the the DET p5547p90q35 2 54 home home NOUN p5547p90q35 2 55 and and CCONJ p5547p90q35 2 56 foreign foreign ADJ p5547p90q35 2 57 countries country NOUN p5547p90q35 2 58 . . PUNCT p5547p90q35 3 1 the the DET p5547p90q35 3 2 result result NOUN p5547p90q35 3 3 is be AUX p5547p90q35 3 4 anomalous anomalous ADJ p5547p90q35 3 5 since since SCONJ p5547p90q35 3 6 uip uip PROPN p5547p90q35 3 7 predicts predict VERB p5547p90q35 3 8 the the DET p5547p90q35 3 9 coefficient coefficient NOUN p5547p90q35 3 10 to to PART p5547p90q35 3 11 be be AUX p5547p90q35 3 12 one one NUM p5547p90q35 3 13 . . PUNCT p5547p90q35 4 1 the the DET p5547p90q35 4 2 deviation deviation NOUN p5547p90q35 4 3 from from ADP p5547p90q35 4 4 uip uip PROPN p5547p90q35 4 5 is be AUX p5547p90q35 4 6 an an DET p5547p90q35 4 7 excess excess ADJ p5547p90q35 4 8 return return NOUN p5547p90q35 4 9 , , PUNCT p5547p90q35 4 10 which which PRON p5547p90q35 4 11 a a DET p5547p90q35 4 12 portion portion NOUN p5547p90q35 4 13 of of ADP p5547p90q35 4 14 the the DET p5547p90q35 4 15 literature literature NOUN p5547p90q35 4 16 has have AUX p5547p90q35 4 17 viewed view VERB p5547p90q35 4 18 as as ADP p5547p90q35 4 19 a a DET p5547p90q35 4 20 risk risk NOUN p5547p90q35 4 21 premium premium NOUN p5547p90q35 4 22 . . PUNCT p5547p90q35 5 1 i i PRON p5547p90q35 5 2 first first ADV p5547p90q35 5 3 reexamine reexamine VERB p5547p90q35 5 4 conventional conventional ADJ p5547p90q35 5 5 risk risk NOUN p5547p90q35 5 6 factors factor NOUN p5547p90q35 5 7 as as ADP p5547p90q35 5 8 explanations explanation NOUN p5547p90q35 5 9 of of ADP p5547p90q35 5 10 the the DET p5547p90q35 5 11 anomaly anomaly NOUN p5547p90q35 5 12 that that PRON p5547p90q35 5 13 were be AUX p5547p90q35 5 14 previously previously ADV p5547p90q35 5 15 evaluated evaluate VERB p5547p90q35 5 16 in in ADP p5547p90q35 5 17 the the DET p5547p90q35 5 18 literature literature NOUN p5547p90q35 5 19 . . PUNCT p5547p90q35 6 1 in in ADP p5547p90q35 6 2 line line NOUN p5547p90q35 6 3 with with ADP p5547p90q35 6 4 prior prior ADJ p5547p90q35 6 5 findings finding NOUN p5547p90q35 6 6 , , PUNCT p5547p90q35 6 7 i i PRON p5547p90q35 6 8 do do AUX p5547p90q35 6 9 find find VERB p5547p90q35 6 10 evidence evidence NOUN p5547p90q35 6 11 that that SCONJ p5547p90q35 6 12 these these DET p5547p90q35 6 13 factors factor NOUN p5547p90q35 6 14 are be AUX p5547p90q35 6 15 explanations explanation NOUN p5547p90q35 6 16 of of ADP p5547p90q35 6 17 the the DET p5547p90q35 6 18 anomaly anomaly PROPN p5547p90q35 6 19 . . PUNCT p5547p90q35 7 1 i i PRON p5547p90q35 7 2 next next ADV p5547p90q35 7 3 proceed proceed VERB p5547p90q35 7 4 to to ADP p5547p90q35 7 5 a a DET p5547p90q35 7 6 new new ADJ p5547p90q35 7 7 factor factor NOUN p5547p90q35 7 8 , , PUNCT p5547p90q35 7 9 rare rare ADJ p5547p90q35 7 10 disasters disaster NOUN p5547p90q35 7 11 , , PUNCT p5547p90q35 7 12 recently recently ADV p5547p90q35 7 13 proposed propose VERB p5547p90q35 7 14 as as ADP p5547p90q35 7 15 a a DET p5547p90q35 7 16 solution solution NOUN p5547p90q35 7 17 to to ADP p5547p90q35 7 18 the the DET p5547p90q35 7 19 anomaly anomaly PROPN p5547p90q35 7 20 , , PUNCT p5547p90q35 7 21 but but CCONJ p5547p90q35 7 22 not not PART p5547p90q35 7 23 empirically empirically ADV p5547p90q35 7 24 tested test VERB p5547p90q35 7 25 . . PUNCT p5547p90q35 8 1 rare rare ADJ p5547p90q35 8 2 disasters disaster NOUN p5547p90q35 8 3 are be AUX p5547p90q35 8 4 found find VERB p5547p90q35 8 5 to to PART p5547p90q35 8 6 be be AUX p5547p90q35 8 7 systematically systematically ADV p5547p90q35 8 8 related relate VERB p5547p90q35 8 9 to to ADP p5547p90q35 8 10 the the DET p5547p90q35 8 11 excess excess ADJ p5547p90q35 8 12 currency currency NOUN p5547p90q35 8 13 return return NOUN p5547p90q35 8 14 . . PUNCT p5547p90q35 9 1 countries country NOUN p5547p90q35 9 2 that that SCONJ p5547p90q35 9 3 on on ADP p5547p90q35 9 4 average average ADJ p5547p90q35 9 5 have have VERB p5547p90q35 9 6 economic economic ADJ p5547p90q35 9 7 disasters disaster NOUN p5547p90q35 9 8 more more ADV p5547p90q35 9 9 often often ADV p5547p90q35 9 10 have have VERB p5547p90q35 9 11 a a DET p5547p90q35 9 12 higher high ADJ p5547p90q35 9 13 excess excess ADJ p5547p90q35 9 14 currency currency NOUN p5547p90q35 9 15 return return NOUN p5547p90q35 9 16 . . PUNCT p5547p90q35 10 1 i i PRON p5547p90q35 10 2 next next ADP p5547p90q35 10 3 present present ADJ p5547p90q35 10 4 evidence evidence NOUN p5547p90q35 10 5 that that SCONJ p5547p90q35 10 6 the the DET p5547p90q35 10 7 risk risk NOUN p5547p90q35 10 8 premium premium NOUN p5547p90q35 10 9 is be AUX p5547p90q35 10 10 positively positively ADV p5547p90q35 10 11 correlated correlate VERB p5547p90q35 10 12 with with ADP p5547p90q35 10 13 the the DET p5547p90q35 10 14 lagged lag VERB p5547p90q35 10 15 domestic domestic ADJ p5547p90q35 10 16 - - PUNCT p5547p90q35 10 17 foreign foreign ADJ p5547p90q35 10 18 inflation inflation NOUN p5547p90q35 10 19 differential differential NOUN p5547p90q35 10 20 between between ADP p5547p90q35 10 21 countries country NOUN p5547p90q35 10 22 , , PUNCT p5547p90q35 10 23 a a DET p5547p90q35 10 24 new new ADJ p5547p90q35 10 25 finding finding NOUN p5547p90q35 10 26 . . PUNCT p5547p90q35 11 1 to to PART p5547p90q35 11 2 further far ADV p5547p90q35 11 3 understand understand VERB p5547p90q35 11 4 the the DET p5547p90q35 11 5 economic economic ADJ p5547p90q35 11 6 relations relation NOUN p5547p90q35 11 7 as as ADP p5547p90q35 11 8 to to ADP p5547p90q35 11 9 why why SCONJ p5547p90q35 11 10 either either CCONJ p5547p90q35 11 11 rare rare ADJ p5547p90q35 11 12 disaster disaster NOUN p5547p90q35 11 13 or or CCONJ p5547p90q35 11 14 inflation inflation NOUN p5547p90q35 11 15 could could AUX p5547p90q35 11 16 give give VERB p5547p90q35 11 17 rise rise NOUN p5547p90q35 11 18 to to ADP p5547p90q35 11 19 the the DET p5547p90q35 11 20 forward forward ADJ p5547p90q35 11 21 premium premium NOUN p5547p90q35 11 22 anomaly anomaly PROPN p5547p90q35 11 23 , , PUNCT p5547p90q35 11 24 economic economic ADJ p5547p90q35 11 25 models model NOUN p5547p90q35 11 26 are be AUX p5547p90q35 11 27 developed develop VERB p5547p90q35 11 28 separately separately ADV p5547p90q35 11 29 for for ADP p5547p90q35 11 30 each each DET p5547p90q35 11 31 risk risk NOUN p5547p90q35 11 32 factor factor NOUN p5547p90q35 11 33 . . PUNCT p5547p90q35 12 1 in in ADP p5547p90q35 12 2 regards regard NOUN p5547p90q35 12 3 to to ADP p5547p90q35 12 4 inflation inflation NOUN p5547p90q35 12 5 i i PRON p5547p90q35 12 6 study study VERB p5547p90q35 12 7 a a DET p5547p90q35 12 8 two two NUM p5547p90q35 12 9 country country NOUN p5547p90q35 12 10 dynamic dynamic ADJ p5547p90q35 12 11 stochastic stochastic ADJ p5547p90q35 12 12 general general ADJ p5547p90q35 12 13 equilibrium equilibrium NOUN p5547p90q35 12 14 model model NOUN p5547p90q35 12 15 ( ( PUNCT p5547p90q35 12 16 dsge dsge NOUN p5547p90q35 12 17 ) ) PUNCT p5547p90q35 12 18 with with ADP p5547p90q35 12 19 nominal nominal ADJ p5547p90q35 12 20 rigidities rigidity NOUN p5547p90q35 12 21 . . PUNCT p5547p90q35 13 1 i i PRON p5547p90q35 13 2 find find VERB p5547p90q35 13 3 that that SCONJ p5547p90q35 13 4 the the DET p5547p90q35 13 5 model model NOUN p5547p90q35 13 6 is be AUX p5547p90q35 13 7 capable capable ADJ p5547p90q35 13 8 of of ADP p5547p90q35 13 9 providing provide VERB p5547p90q35 13 10 a a DET p5547p90q35 13 11 resolution resolution NOUN p5547p90q35 13 12 to to ADP p5547p90q35 13 13 the the DET p5547p90q35 13 14 forward forward ADJ p5547p90q35 13 15 premium premium NOUN p5547p90q35 13 16 anomaly anomaly PROPN p5547p90q35 13 17 . . PUNCT p5547p90q35 14 1 the the DET p5547p90q35 14 2 rare rare ADJ p5547p90q35 14 3 disasters disaster NOUN p5547p90q35 14 4 model model NOUN p5547p90q35 14 5 has have VERB p5547p90q35 14 6 less less ADJ p5547p90q35 14 7 success success NOUN p5547p90q35 14 8 in in ADP p5547p90q35 14 9 explaining explain VERB p5547p90q35 14 10 the the DET p5547p90q35 14 11 anomaly anomaly PROPN p5547p90q35 14 12 . . PUNCT