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Exchange risk and the macroeconomics of exchange rate determination
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Exchange risk and the macroeconomics of exchange rate determination (1980)Exchange risk and the macroeconomics of e…Realignment Expectations, Forward Rate Bias, and Intervention in an Optimizing Model of Exchange Rate Adjustment (1994)Realignment Expectations, For…An international CAPM for bonds and equities (1993)An international CAPM for bon…An Analysis of the Management of the Currency Composition of Reserve Assets and External Liabilities of Developing Countries (1987)An Analysis of the Management…An empirical investigation into the causes of failure of the monetary model of the exchange rate (1986)An empirical investigation in…The Implications of Mean-Variance Optimization for Four Questions in International Macroeconomics (1985)The Implications of Mean-Vari…Activist monetary policy, imperfect capital mobility, and the overshooting hypothesis (1985)Activist monetary policy, imp…The demand for foreign bonds (1983)The demand for foreign bondsThe forward exchange rate and macroeconomics (1982)The forward exchange rate and…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)A DYMIMIC MODEL OF FORWARD FOREIGN EXCHANGE RISK, WITH ESTIMATES FOR THREE MAJOR EXCHANGE RATES (1988)Tests of the foreign exchange risk premium using the expected second moments implied by option pricing (1988)Empirical Assessment of Foreign Currency Risk Premiums (1989)Expectations and Exchange Rate Dynamics (1976)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Empirical exchange rate models of the seventies (1983)Unstable Money Demand and the Monetary Model of the Exchange Rate (1988)ECONOMETRIC APPROACHES TO EMPIRICAL MODELS OF EXCHANGE RATE DETERMINATION (1991)FORECASTING THE UK/US EXCHANGE RATE WITH DIVISIA MONETARY MODELS AND NEURAL NETWORKS (2010)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)The "Speculative Efficiency" Hypothesis (1981)The Theory of Commodity Price Stabilization: A Study in the Economics of Risk. (1983)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)A Theory of the Term Structure of Interest Rates (1985)Home asset preference and productivity shocks (1988)A Model of Balance-of-Payments Crises (1979)A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Target zone credibility and economic fundamentals (2002)A Macroeconomic Perspective on Reserve Accumulation (2009)Central Bank Balance Sheet, Liquidity Trap, and Quantitative Easing (2015)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Capital Asset Pricing Model with Time-Varying Covariances (1988)A multivariate GARCH model of risk premia in foreign exchange markets (1997)International Portfolio Investment: Theory, Evidence, and Institutional Framework (2001)Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach (2007)Exchange rates in the short run (1977)Exchange Rate Economics: Where Do We Stand? (1980)Optimal Reserve Composition in the Presence of Sudden Stops: The Euro and the Dollar as Safe Haven Currencies (2008)Essays in international finance (2020)Econometric policy evaluation: A critique (1976)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)A general equilibrium model of exchange market intervention with variable sterilization (1990)How much does economic news influence bilateral exchange rates? (2021)
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Cited by

  • 1993An international CAPM for bonds and equities32 cited
  • 1983The demand for foreign bonds27 cited
  • 1982The forward exchange rate and macroeconomics23 cited
  • 1986An empirical investigation into the causes of failure of the monetary model of the exchange rate23 cited
  • 1994Realignment Expectations, Forward Rate Bias, and Intervention in an Optimizing Model of Exchange Rate Adjustment23 cited
  • 1987An Analysis of the Management of the Currency Composition of Reserve Assets and External Liabilities of Developing Countries21 cited
  • 1985The Implications of Mean-Variance Optimization for Four Questions in International Macroeconomics21 cited
  • 1985Activist monetary policy, imperfect capital mobility, and the overshooting hypothesis13 cited

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