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International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence
13 references·16 citing·35 second hop
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1924A Tract on Monetary Reform1,287 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1981A model of international asset pricing807 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1975Covered Interest Arbitrage: Unexploited Profits?429 cited
  • 1976Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates428 cited
  • 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited

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  • 1985Conditional variance and the risk premium in the foreign exchange market

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485 cited
  • 1986Capital mobility in the world economy: Theory and measurement446 cited
  • 1982Domestic Saving and International Capital Movements in the Long Run and the Short Run394 cited
  • 1984An investigation of risk and return in forward foreign exchange322 cited
  • 1985International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?318 cited
  • 1999Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules305 cited
  • 1994Real exchange rates and real interest differentials282 cited
  • 1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?269 cited
  • 1997An Exploration of the Forward Premium Puzzle in Currency Markets242 cited
  • 1989National price levels, purchasing power parity, and cointegration: a test of four high inflation economies241 cited
  • 1994Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation239 cited
  • 1991Nominal exchange rate regimes and the real exchange rate238 cited
  • 1987Risk, Uncertainty and Exchange Rates235 cited
  • 1995Chapter 37 Puzzles in international financial markets213 cited
  • 1993Accounting for Forward Rates in Markets for Foreign Currency208 cited
  • 1986The covariation of risk premiums and expected future spot exchange rates194 cited