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An Essay on Exchange Rate Dynamics
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An Essay on Exchange Rate Dynamics (2010)An Essay on Exchange Rate DynamicsMonetary/asset models of exchange rate determination (1987)Monetary/asset models of exch…Foreign exchange market efficiency tests: Implications of recent empirical findings (1986)Foreign exchange market effic…Exchange Rate Economics (1986)Exchange Rate EconomicsA Test for Speculative Bubbles in the Sterling-Dollar Exchange Rate: 1981-84 (1986)A Test for Speculative Bubble…Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff (1984)Empirical Models of the Excha…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates (1978)The Efficiency of the Market …Analysis of Short-Run Exchange Rate Behavior March, 1973 to September, 1975 (1976)Analysis of Short-Run Exchang…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Performance of the Average Directional Index as a market timing tool for the most actively traded USD based currency pairs (2018)Performance of the Average Di…The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data (2010)The Profitability of Technica…Expectations and Exchange Rate Dynamics (1976)Manias, Panics, and Crashes: A History of Financial Crises (1979)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Are Stock Returns Predictable? A Test Using Markov Chains (1991)The Effectiveness of Fiscal Policy in Stimulating Economic Activity (2002)A Mathematical Theory of Financial Bubbles (2013)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Empirical exchange rate models of the seventies (1983)Forecasting exchange rates: A robust regression approach (2006)Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures (2008)Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics (2013)Pricing to Market when the Exchange Rate Changes (1986)Exchange rates and traded goods prices (1988)The price of gold and the exchange rate (1996)Commodity currencies and currency commodities (2008)The price of gold and the exchange rates: Once again (2008)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test (1984)An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks (2001)What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Comparing exchange rate forecasting models (1987)Rewards Available to Currency Futures Speculators: Compensation for Risk or Evidence of Inefficient Pricing? (1992)Why Is the U. S. Current Account Deficit so Large? Evidence from Vector Autoregressions (1992)A General Equilibrium Approach To Monetary Theory (1969)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Exchange Rates and the Current Account. (1980)The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change (1989)Currency Fluctuations in the Post-Bretton Woods Era (1990)A Survey of Empirical Research on Nominal Exchange Rates (1994)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Expectations and the Forward Exchange Rate (1981)Technical trading rules and regime shifts in foreign exchange (2002)The Predictive Power of "Head-and-Shoulders" Price Patterns in the U.S. Stock Market (2006)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1986Exchange Rate Economics206 cited
  • 1984Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff171 cited
  • 1978The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates152 cited
  • 1986A Test for Speculative Bubbles in the Sterling-Dollar Exchange Rate: 1981-84127 cited
  • 1986Foreign exchange market efficiency tests: Implications of recent empirical findings100 cited
  • 1976Analysis of Short-Run Exchange Rate Behavior March, 1973 to September, 197590 cited
  • 1987Monetary/asset models of exchange rate determination57 cited

Cited by

  • 2010The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data33 cited
  • 2018Performance of the Average Directional Index as a market timing tool for the most actively traded USD based currency pairs28 cited

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