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The Euro as a Reserve Currency for Global Investors
16 references·8 citing·49 second hop
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References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 2007The Dog That Did Not Bark: A Defense of Return Predictability1,227 cited
  • 2004Bad Beta, Good Beta1,167 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1999Consumption and Portfolio Decisions when Expected Returns are Time Varying1,035 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 2008Carry Trades and Currency Crashes792 cited

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  • 2008Carry Trades and Currency Crashes654 cited
  • Cited by

    • 2011House Purchase Versus Rental in Spain84 cited
    • 2010Determinants of Economic Growth: A Bayesian Panel Data Approach81 cited
    • 2011FiMod - A DSGE Model for Fiscal Policy Simulations78 cited
    • 2013Applying and Interpreting Model - Based Seasonal Adjustment. The Euro - Area Industrial Production Series54 cited
    • 2010Mitigating the Pro-Cyclicality of Basel II46 cited
    • 2010Green Shoots in the Euro Area: A Real Time Measure44 cited
    • 2011Shifts in Portfolio Preferences of International Investors: An Application to Sovereign Wealth Funds35 cited
    • 2010The Effects of National Discretions on Banks35 cited