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The Economics of exchange rates : selected studies
0 references·16 citing·49 second hopsampled
The Economics of exchange rates : selected studies (1978)The Economics of exchange rates : selecte…Trade Network Centrality and Currency Risk Premia (2019)Trade Network Centrality and …The impact of macroeconomic surprises on spot and forward foreign exchange markets (2005)The impact of macroeconomic s…Exchange rates and fundamentals: evidence on the economic value of predictability (2004)Exchange rates and fundamenta…How Well Do Monetary Fundamentals Forecast Exchange Rates? (2002)How Well Do Monetary Fundamen…What do We Really Know about Real Exchange Rates? (1999)What do We Really Know about …Is it risk? (1988)Is it risk?Some evidence on the international inequality of real interest rates (1985)Some evidence on the internat…Optimal international hedging in commodity and currency forward markets (1985)Optimal international hedging…Chapter 14 Asset markets, exchange rates and the balance of payments (1985)Chapter 14 Asset markets, exc…Asset Markets, Exchange Rates and the Balance of Payments (1984)Asset Markets, Exchange Rates…International asset pricing with time-varying risk premia (1981)International asset pricing w…The Role of Trade Flows in Exchange Rate Determination: A Rational Expectations Approach (1980)The Role of Trade Flows in Ex…Stochastic prices and tests of efficiency of foreign exchange markets (1980)Stochastic prices and tests o…Exchange rates, money, and relative prices: The dollar-pound in the 1920s (1980)Exchange rates, money, and re…Recent Developments in Monetary Models of Exchange Rate Determination (Evolution recente des modeles monetaires de determination des taux de change) (Progreso reciente en el campo de los modelos monetarios para la determinacion del tipo de cambio) (1979)Recent Developments in Moneta…The Current Experience with Floating Exchange Rates: An Appraisal of the Monetary Approach (1978)The Current Experience with F…Expectations and Exchange Rate Dynamics (1976)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Empirical exchange rate models of the seventies (1983)Real interest rate equalization and the integration of international financial markets (1994)Capital market integration in the Pacific Basin region: an impulse response analysis (1999)On International and National Dimensions of Risk Sharing (1999)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Exchange Rates and the Current Account. (1980)The Portfolio-Balance Model of Exchange Rates and Some Structural Estimates of the Risk Premium (Modele d'equilibre de portefeuilles applique aux taux de change et certaines estimations (structurelles) de la prime de risque) (El modelo de equilibrio de cartera para los tipos de cambio y algunas estimaciones estructurales de la prima de riesgo) (1983)Currency substitution and the real exchange rate: the utility maximization approach (1985)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)The relation between forward prices and futures prices (1981)Exchange rate uncertainty, futures markets and the multinational firm (1992)Indirect hedging of exchange rate risk (1995)Hedging foreign currency portfolios (1998)Capital Market Equilibrium with Restricted Borrowing (1972)An Intertemporal Capital Asset Pricing Model (1973)Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach (1985)Mexico's integration into the North American capital market (2003)Risk factors in oil and gas industry returns: International evidence (2010)Expectations and the neutrality of money (1972)Are Government Bonds Net Wealth? (1974)International portfolio nondiversification and exchange rate variability (1989)Perspectives on the U.S. Current Account Deficit and Sustainability (2002)Remittances And The Real Exchange Rate (2007)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Comparing Predictive Accuracy (1994)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Markov switching regimes in a monetary exchange rate model (2004)Can Markov Switching Models Predict Excess Foreign Exchange Returns? (2006)The nature and role of monetary policy when money is endogenous (2006)The monetary dynamics of hyperinflation (1956)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Monetary policy, ‘dollarization,’ and parallel market exchange rates: The case of the Dominican Republic (1985)Empirical exchange rate models and shifts in the co-integrating vector (1996)Long-Run Money Demand in the New EU Member States with Exchange Rate Effects (2007)Forward and spot exchange rates (1984)The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models (1987)Equity risk premia and the pricing of foreign exchange risk (1992)Macroeconomic Influences and the Variability of the Commodity Futures Basis (1993)Incomplete Consumption Risk Sharing and Currency Risk Premiums (2003)A New Status Index Derived from Sociometric Analysis (1953)Risk, Return, and Equilibrium: Empirical Tests (1973)Commodity Trade and the Carry Trade: A Tale of Two Countries (2017)Networks in Production: Asset Pricing Implications (2018)Production Networks and Stock Returns: The Role of Vertical Creative Destruction (2020)Towards a solution to the puzzles in exchange rate economics: where do we stand? (2005)Do Euro exchange rates follow a martingale? Some out-of-sample evidence (2007)On policymakers’ loss functions and the evaluation of early warning systems (2013)
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  • 1984Asset Markets, Exchange Rates and the Balance of Payments211 cited
  • 2019Trade Network Centrality and Currency Risk Premia192 cited
  • 1985Some evidence on the international inequality of real interest rates144 cited
  • 2004Exchange rates and fundamentals: evidence on the economic value of predictability141 cited
  • 1980The Role of Trade Flows in Exchange Rate Determination: A Rational Expectations Approach120 cited
  • 2002How Well Do Monetary Fundamentals Forecast Exchange Rates?119 cited
  • 1979Recent Developments in Monetary Models of Exchange Rate Determination (Evolution recente des modeles monetaires de determination des taux de change) (Progreso reciente en el campo de los modelos monetarios para la determinacion del tipo de cambio)104 cited
  • 1985Optimal international hedging in commodity and currency forward markets95 cited
  • 1981International asset pricing with time-varying risk premia89 cited
  • 1988Is it risk?84 cited
  • 1980Stochastic prices and tests of efficiency of foreign exchange markets80 cited
  • 1985Chapter 14 Asset markets, exchange rates and the balance of payments76 cited
  • 1999What do We Really Know about Real Exchange Rates?74 cited
  • 1980Exchange rates, money, and relative prices: The dollar-pound in the 1920s

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73 cited
  • 1978The Current Experience with Floating Exchange Rates: An Appraisal of the Monetary Approach69 cited
  • 2005The impact of macroeconomic surprises on spot and forward foreign exchange markets66 cited