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• 1985Chapter 15 The specification and influence of asset markets224 cited
• 1982Negative net foreign asset positions and stability in a world portfolio balance model100 cited
• 1987Lessons from Empirical Models of Exchange Rates (Enseignements tires des modeles empiriques de comportement des taux de change) (Ensenanzas que nos brindan los modelos empiricos de tipos de cambio)72 cited
• 2017Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models70 cited
• 1988Testing the portfolio balance model: A multi-lateral approach66 cited
• 1982A portfolio-balance rational-expectations model of the dollar-mark exchange rate66 cited
• 2022International macroeconomics with imperfect financial markets50 cited
• 1984Intervention in the mark/dollar market: the authorities' reaction function40 cited
• 1981Dynamic stability of portfolio balance models of the exchange rate35 cited
• 1996Why empirical international portfolio models fail: evidence that model misspecification creates home asset bias35 cited
• 1981Effects of Central Bank Intervention in the Foreign Exchange Market (Effets de l'intervention de la banque centrale dans les marches des changes) (Efectos de la intervencion de los bancos centrales en los mercados de divisas)31 cited
• 1991Empirical evidence on foreign exchange market intervention: Where do we stand?27 cited
• 1991