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Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?
0 references·16 citing·53 second hopsampled
Exchange Rate Economics: What's Wrong with the Conventional Macro Approach? (1996)Exchange Rate Economics: What's Wrong wit…Investor attention and FX market volatility (2015)Investor attention and FX mar…Uncovered interest-rate parity over the past two centuries (2011)Uncovered interest-rate parit…Equilibrium Exchange Rates (2007)Equilibrium Exchange RatesNonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle (2006)Nonlinearity in Deviations fr…Towards a solution to the puzzles in exchange rate economics: where do we stand? 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  • 1995Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence207 cited
  • 2003Purchasing Power Parity196 cited
  • 1999Order Flow and Exchange Rate Dynamics183 cited
  • 1998Real exchange rates under the recent float: unequivocal evidence of mean reversion170 cited
  • 2011Uncovered interest-rate parity over the past two centuries168 cited
  • 2005Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era163 cited
  • 1997The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period161 cited
  • 2006Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle133 cited
  • 2015Investor attention and FX market volatility131 cited
  • 2003Information sources, news, and rumors in financial markets: Insights into the foreign exchange market123 cited
  • 2005Towards a solution to the puzzles in exchange rate economics: where do we stand?121 cited
  • 2001The Microstructure of the Foreign-Exchange Market: A Selective Survey of the Literature110 cited
  • 2007Equilibrium Exchange Rates109 cited
  • 2002Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates105 cited

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  • 1997Real Exchange Rates and Macroeconomics: Evidence and Theory99 cited
  • 1998Extreme support for uncovered interest parity96 cited