Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle

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Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2012, unknown): “31 The substantial decrease in information rigidity during recessions could also be consistent with models in which agents have ambiguity aversion, as in Epstein and Schneider (2008) and Ilut (2010).”
Carry Trades and Global Foreign Exchange Volatility (2012, unknown): “A selected list includes Bacchetta and van Wincoop (2006), Bansal and Shaliastovich (2008), Farhi and Gabaix (2009), Gourinchas and Tornell (2004), and Ilut (2010).”
Rare Disasters and Exchange Rates (2008, unknown): “World consumption of the traded good.”
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself (2009, unknown): “…traders, heterogeneous beliefs, rational inattention, liquidity constraints, herding, “behavioral” effects, and other factors that may serve to limit arbitrage (e.g., Shleifer and Vishny 1997; Jeanne and Rose 2002; Baccheta and van Wincoop 2006; Fisher 2006; Brunnermeier et al. 2008; Ilut 2008).”
Ambiguity and Asset Markets (2010, background): “Ilut (2009) addresses the uncovered interest parity puzzle in foreign exchange markets using a model of regime switching under ambiguity.”
Ambiguity in asset pricing and portfolio choice: a review of the literature (2010, unknown): “M+1 =  μ  +1 ¶− μ +1 R(+1) ¶− +1 Ã  1− +1 R(+1) !−(−)  (67)”