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On the volatility of exchange rates: Tests of monetary and portfolio balance models of exchange rate determination
12 references·1 citing·43 second hop
On the volatility of exchange rates: Tests of monetary and portfolio balance models of exchange rate determination (1989)On the volatility of exchange rates: Test…The monetary approach to exchange rates: What now remains (1989)The monetary approach to exch…The Monetary Approach To Exchange Rates What New Remains (1988)The Monetary Approach To Exch…Are exchange rates ‘excessively’ volatile? (1987)Are exchange rates ‘excessive…An Unbiased Reexamination of Stock Market Volatility (1985)An Unbiased Reexamination of …Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions (1984)Are Real Interest Rates Equal…A re-examination of purchasing power parity (1984)A re-examination of purchasin…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…A Reexamination of Purchasing Power Parity: A Multicountry and Multiperiod Study (1982)A Reexamination of Purchasing…The Monetary Approach to Exchange Rate in an Efficient Foreign Exchange Market: Tests Based on Volatility (1981)The Monetary Approach to Exch…Does Purchasing Power Parity Work? (1980)Does Purchasing Power Parity …On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Daily Exchange Rate Variance (1993)Daily Exchange Rate VarianceDomestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Exchange Rates and Fundamentals (2004)Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Exchange Rate Economics: Where Do We Stand? (1980)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries (1996)Burgernomics: the economics of the Big Mac standard (1997)Increasing evidence of purchasing power parity over the current float (1998)Rational Expectations and the Theory of Price Movements (1961)Time Series Analysis: Forecasting and Control (1977)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Speculation and the volatility of foreign currency exchange rates (1987)Reexamining the monetary approach to the exchange rate: the dollar-franc, 1976—90 (1994)Nonparametric estimation of structural models for high-frequency currency market data (1995)The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)Stock Prices and Social Dynamics (1984)BUBBLES AND FADS IN ASSET PRICES (1989)Comovements in Stock Prices and Comovements in Dividends (1989)A New Dividend Forecasting Procedure that Rejects Bubbles in Asset Prices: The Case of 1929’s Stock Crash (1996)Purchasing power parity (1978)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Effect of exchange rate volatility on trade in Sub-Saharan Africa☆ (2018)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)Real and nominal exchange rates in the long run: An empirical investigation (1990)Exchange rates and ‘news’: A multi-currency approach (1982)What does purchasing power parity mean? (1983)Multivariate unit root tests of the PPP hypothesis (1999)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)Capital mobility in the world economy: Theory and measurement (1986)Two-Person Dynamic Equilibrium in the Capital Market (1989)A note on fiscal policy, investment location decisions, and exchange rates (1991)External Debt, Adjustment, and Burden Sharing: A Unified Framework (1992)Interpreting the ERM Crisis: Country-Specific and Systemic Issues (1996)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1984Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions312 cited
  • 1985An Unbiased Reexamination of Stock Market Volatility210 cited
  • 1982A Reexamination of Purchasing Power Parity: A Multicountry and Multiperiod Study171 cited
  • 1984A re-examination of purchasing power parity164 cited
  • 1981The Monetary Approach to Exchange Rate in an Efficient Foreign Exchange Market: Tests Based on Volatility52 cited
  • 1980Does Purchasing Power Parity Work?52 cited
  • 1988The Monetary Approach To Exchange Rates What New Remains37 cited
  • 1989The monetary approach to exchange rates: What now remains26 cited
  • 1987Are exchange rates ‘excessively’ volatile?22 cited

Cited by

  • 1993Daily Exchange Rate Variance25 cited

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