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On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials
2 references·16 citing·45 second hop
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this work references cited by second hop

References

  • 1962Domestic Financial Policies Under Fixed and Under Floating Exchange Rates1,412 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited

Cited by

  • 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 1989The dynamics of exchange rate volatility: A multivariate latent factor ARCH model723 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 1993Fixing Exchange Rates: A Virtual Quest for Fundamentals613 cited
  • 2001Dynamic relationship between stock prices and exchange rates for G-7 countries472 cited
  • 1992MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION438 cited
  • 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s433 cited
  • 1991Exchange Rate Economics: A Survey397 cited
  • 1995Banking on currency forecasts: How predictable is change in money?373 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence369 cited
  • 1982On Unit Roots and the Empirical Modeling of Exchange Rates359 cited
  • 2016Exchange Rates, Interest Rates, and the Risk Premium346 cited
  • 1995The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence315 cited