References

• 1976Expectations and Exchange Rate Dynamics4,704 cited
• 1997Foundations of International Macroeconomics2,980 cited
• 1984Forward and spot exchange rates2,167 cited
• 1996Long memory processes and fractional integration in econometrics1,879 cited
• 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
• 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
• 1990Anomalies: Foreign Exchange902 cited
• 1994Puzzles in International Financial Markets523 cited
• 2000The forward premium anomaly is not as bad as you think330 cited
• 1999Modelling emerging market risk premia using higher moments239 cited
• 1994The long memory of the forward premium212 cited
• 2001Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly199 cited
• 1995Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?194 cited
• 2004How do UK‐based foreign exchange dealers think their market operates?174 cited
• 1997The Term Structure of Forward Exchange Premiums and the Forecastability of Spot Exchange Rates: Correcting the Errors