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Currency Preferences, Purchasing Power Risks, and the Determination of Exchange Rates in an Optimizing Model

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1985Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach143 cited
1987An Equilibrium Model of Exchange Rate Determination and Asset Pricing with Nontraded Goods and Imperfect Information121 cited
1987Capital flows, investment, and exchange rates90 cited

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1993Risk, the financial market, and macroeconomic equilibrium66 cited

2010On the theory of sterilized foreign exchange intervention59 cited

1989Exchange rate variability and asset trade48 cited

1994Exchange rate determination and asset prices in a stochastic small open economy46 cited

1999On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models43 cited

1989Optimal portfolio choice and the collapse of a fixed-exchange rate regime43 cited

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1988A DYMIMIC MODEL OF FORWARD FOREIGN EXCHANGE RISK, WITH ESTIMATES FOR THREE MAJOR EXCHANGE RATES28 cited

1993Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment20 cited