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International Linkages in the Term Structure of Interest Rates
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International Linkages in the Term Structure of Interest Rates (1988)International Linkages in the Term Struct…INNOVATIONS IN INTEREST RATE POLICY (2016)INNOVATIONS IN INTEREST RATE …U.S.-European Interest Rate Linkage: A Time Series Analysis for West Germany, Switzerland, and the United States (1987)U.S.-European Interest Rate L…The term structure of euromarket interest rates (1987)The term structure of euromar…The Term Structure of Interest Rates Revisited (1986)The Term Structure of Interes…Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…Do Long-Term Interest Rates Overreact to Short-Term Interest Rates? (1984)Do Long-Term Interest Rates O…Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Do yield curves normally slope up? The term structure of interest rates, 1862–1982 (1983)Do yield curves normally slop…International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)International Interest-Rate a…A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)A Re-Examination of Tradition…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)The Volatility of Long-Term I…Transaction Costs and Interest Arbitrage: Tranquil Versus Turbulent Periods (1976)Transaction Costs and Interes…Preferred Habitat vs. Efficient Market: A Test of Alternative Hypotheses (1976)Preferred Habitat vs. Efficie…Covered Interest Arbitrage: Unexploited Profits? (1975)Covered Interest Arbitrage: U…Expectations and Exchange Rate Dynamics (1976)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Domestic Saving and International Capital Movements in the Long Run and the Short Run (1982)Conditional variance and the risk premium in the foreign exchange market (1985)Capital mobility in the world economy: Theory and measurement (1986)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)An Intertemporal Capital Asset Pricing Model (1973)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model (1993)Valuation of the early-exercise price for options using simulations and nonparametric regression (1996)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)A Tract on Monetary Reform (1924)Beating the Foreign Exchange Market (1986)Arbitrage in the foreign exchange market: Turning on the microscope (2008)MONEY, INCOME, AND CAUSALITY (1972)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)The Distributed Lag Between Capital Appropriations and Expenditures (1965)A Treatise on Money (1971)A multivariate model of strategic asset allocation (2002)Bond Supply and Excess Bond Returns (2014)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Business conditions and expected returns on stocks and bonds (1989)ARCH modeling in finance (1992)New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates (1989)The Information in the Longer Maturity Term Structure about Future Inflation (1989)Idiosyncratic Variation of Treasury Bill Yields (1996)Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)On the Complexities of Complex Economic Dynamics (1999)Perspectives on the recent currency crisis literature (1999)
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References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure811 cited
  • 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates588 cited
  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 1984Exchange Rate Theory and Practice498 cited
  • 2016INNOVATIONS IN INTEREST RATE POLICY442 cited
  • 1975Covered Interest Arbitrage: Unexploited Profits?429 cited
  • 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence369 cited
  • 1984Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?253 cited
  • 1986The Term Structure of Interest Rates Revisited183 cited
  • 1987The term structure of euromarket interest rates94 cited
  • 1987U.S.-European Interest Rate Linkage: A Time Series Analysis for West Germany, Switzerland, and the United States43 cited
  • 1976Transaction Costs and Interest Arbitrage: Tranquil Versus Turbulent Periods31 cited
  • 1976Preferred Habitat vs. Efficient Market: A Test of Alternative Hypotheses

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  • 1983Do yield curves normally slope up? The term structure of interest rates, 1862–198216 cited
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