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Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?
16 references·16 citing·39 second hopsampled
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? (2005)Viewpoint: Towards a solution to the puzz…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Dynamic Panel Estimation and …Value At Risk: The New Benchmark for Managing Financial Risk (2000)Value At Risk: The New Benchm…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Evaluating Density Forecasts …The Econometrics of Financial Markets (1997)The Econometrics of Financial…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…The handbook of international economics (1995)The handbook of international…The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)The Penn World Table (Mark 5)…Forward and spot exchange rates (1984)Forward and spot exchange rat…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The relationship between oil prices and exchange rates: Revisiting theory and evidence (2020)The relationship between oil …The Share of Systematic Variation in Bilateral Exchange Rates (2017)The Share of Systematic Varia…Exchange rate expectations and economic policy uncertainty (2016)Exchange rate expectations an…The predictive information content of external imbalances for exchange rate returns: How much is it worth? (2012)The predictive information co…Foreign exchange market efficiency under recent crises: Asia-Pacific focus (2012)Foreign exchange market effic…What Does the Yield Curve Tell Us about Exchange Rate Predictability? (2011)What Does the Yield Curve Tel…Spot and forward volatility in foreign exchange (2011)Spot and forward volatility i…Yield Curve Predictors of Foreign Exchange Returns (2010)Yield Curve Predictors of For…Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle (2010)Infrequent Portfolio Decision…Exchange Rates and Fundamentals: Footloose or Evolving Relationship? (2009)Exchange Rates and Fundamenta…Exchange rate forecasting, order flow and macroeconomic information (2009)Exchange rate forecasting, or…Predictability in financial markets: What do survey expectations tell us? (2008)Predictability in financial m…Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries? 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References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1991The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-19883,427 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2000Value At Risk: The New Benchmark for Managing Financial Risk2,478 cited
  • 1964Theoretical Notes on Trade Problems2,449 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 1995The handbook of international economics1,373 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1998

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The overvaluation of purchasing power parity
1,208 cited

Cited by

  • 2010Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle368 cited
  • 2008Arbitrage in the foreign exchange market: Turning on the microscope341 cited
  • 2009Exchange rate forecasting, order flow and macroeconomic information281 cited
  • 2017The Share of Systematic Variation in Bilateral Exchange Rates257 cited
  • 2008Predictability in financial markets: What do survey expectations tell us?250 cited
  • 2020The relationship between oil prices and exchange rates: Revisiting theory and evidence218 cited
  • 2016Exchange rate expectations and economic policy uncertainty217 cited
  • 2009Exchange Rates and Fundamentals: Footloose or Evolving Relationship?154 cited
  • 2006Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle133 cited
  • 2011What Does the Yield Curve Tell Us about Exchange Rate Predictability?127 cited
  • 2010Yield Curve Predictors of Foreign Exchange Returns119 cited
  • 2006Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?112 cited
  • 2008Do Real Exchange Rates Follow a Nonlinear Mean Reverting Process in Developing Countries?96 cited
  • 2012The predictive information content of external imbalances for exchange rate returns: How much is it worth?95 cited
  • 2011Spot and forward volatility in foreign exchange84 cited
  • 2012Foreign exchange market efficiency under recent crises: Asia-Pacific focus78 cited