References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1976Expectations and Exchange Rate Dynamics4,704 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
• 2003The Economics of Exchange Rates1,327 cited
• 1995The Mirage of Fixed Exchange Rates1,088 cited
• 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
• 1993A Permanent and Transitory Component Model of Stock Return Volatility501 cited
• 1986Beating the Foreign Exchange Market450 cited
• 1982In search of the exchange risk premium: A six-currency test assuming mean-variance optimization318 cited
• 1978The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La theorie monetaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empiricas)304 cited
• 1977Exchange rates in the short run217 cited
• 1984Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff171 cited