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The Interest Rate Parity Theorem: A Reinterpretation
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  • 1983Price Movements and Price Discovery in Futures and Cash Markets641 cited
  • 1986Capital mobility in the world economy: Theory and measurement446 cited
  • 1980Capital Controls, Political Risk, and Deviations from Interest-Rate Parity329 cited
  • 1985International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?318 cited
  • 1989Covered Interest Arbitrage and Market Turbulence235 cited
  • 2009From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers226 cited
  • 1984Asset Markets, Exchange Rates and the Balance of Payments211 cited
  • 1987Covered Interest Parity: A High-Frequency, High-Quality Data Study182 cited
  • 2002The explanatory power of political risk in emerging markets159 cited
  • 1985Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency126 cited
  • 1988Political vs. currency premia in international real interest differentials121 cited
  • 1986International Capital Mobility and Crowding-out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?118 cited
  • 1995Political Risk and the Benefits of International Portfolio Diversification107 cited

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1979
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)
104 cited
  • 1986The EMS and the Dollar103 cited
  • 2000The Politics of Speculative Attacks in Industrial Democracies102 cited