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What Drives Movements in Exchange Rates
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What Drives Movements in Exchange Rates (2005)What Drives Movements in Exchange RatesThe Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…The Microstructure Approach to Exchange Rates (2001)The Microstructure Approach t…Market microstructure: A survey (2000)Market microstructure: A surv…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …Market microstructure theory (1995)Market microstructure theoryExchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxEmpirical research on nominal exchange rates (1995)Empirical research on nominal…Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)Fixing Exchange Rates: A Virt…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)The Exchange Rate, The Balanc…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa (2021)The Regime-Switching Behaviou…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1994)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Trying to Explain Home Bias in Equities and Consumption (1999)The Economics of Exchange Rates (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Common risk factors in the returns on stocks and bonds (1993)Order imbalance, liquidity, and market returns (2002)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Corporate Bond Market Transaction Costs and Transparency (2007)Common Risk Factors in Currency Markets (2011)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Realized Variance and Market Microstructure Noise (2006)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Convergence Across States and Regions (1991)Economic Growth in a Cross Section of Countries (1989)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)
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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 1995Market microstructure theory1,305 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 2000Market microstructure: A survey1,133 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 1993Fixing Exchange Rates: A Virtual Quest for Fundamentals613 cited
  • 1995Empirical research on nominal exchange rates521 cited
  • 1977The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating

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  • 2021The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa20 cited