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Anomalies: Foreign Exchange
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Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeAnomalies: Preference Reversals (1990)Anomalies: Preference Reversa…Forward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Forward and spot exchange rates (1984)Forward and spot exchange rat…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)Foreign Safe Asset Demand and…Exchange Rates, Interest Rates, and the Risk Premium (2016)Exchange Rates, Interest Rate…Rare Disasters and Exchange Rates * (2015)Rare Disasters and Exchange R…Countercyclical currency risk premia (2013)Countercyclical currency risk…The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment (2011)The Cross Section of Foreign …What do we learn from the price of crude oil futures? (2010)What do we learn from the pri…Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle (2010)Infrequent Portfolio Decision…Carry Trades and Currency Crashes (2008)Carry Trades and Currency Cra…Carry Trades and Currency Crashes (2008)Carry Trades and Currency Cra…Monetary Policy and Long-Horizon Uncovered Interest Parity (2004)Monetary Policy and Long-Hori…Are Financial Assets Priced Locally or Globally? (2002)Are Financial Assets Priced L…Human Behavior and the Efficiency of the Financial System (1998)Human Behavior and the Effici…Puzzles in International Financial Markets (1994)Puzzles in International Fina…A reconsideration of the uncovered interest parity relationship (1994)A reconsideration of the unco…The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)The significance of technical…Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (1992)Characterizing Predictable Co…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)Expectations and Exchange Rate Dynamics (1976)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)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)ARCH modeling in finance (1992)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Bank Runs, Deposit Insurance, and Liquidity (1983)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Common risk factors in the returns on stocks and bonds (1993)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)The world price of liquidity risk (2010)Empirical exchange rate models of the seventies (1983)The Determinants of Credit Spread Changes (2001)Market Liquidity and Funding Liquidity (2008)Do Peso Problems Explain the Returns to the Carry Trade? (2010)Currency momentum strategies (2012)International Liquidity and Exchange Rate Dynamics * (2015)Comparing Predictive Accuracy (1994)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)“Options, Futures, and Other Derivatives” (2016)Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (2016)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Economic Action and Social Structure: The Problem of Embeddedness (1985)Efficient Capital Markets: II (1991)Technical trading rule profitability and foreign exchange intervention (1999)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)The use of technical analysis in the foreign exchange market (1992)The Effect of Fixed Exchange Rates on Monetary Policy (2004)The Economics of Exchange Rates (2003)Evaporating Liquidity (2012)
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1990Anomalies: Preference Reversals425 cited

Cited by

  • 2008Carry Trades and Currency Crashes792 cited
  • 2010What do we learn from the price of crude oil futures?744 cited
  • 2008Carry Trades and Currency Crashes654 cited
  • 2002Are Financial Assets Priced Locally or Globally?548 cited
  • 1994Puzzles in International Financial Markets523 cited
  • 1992Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets499 cited
  • 1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach472 cited
  • 2011The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment472 cited
  • 1994A reconsideration of the uncovered interest parity relationship

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445 cited
  • 2015Rare Disasters and Exchange Rates *436 cited
  • 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited
  • 1998Human Behavior and the Efficiency of the Financial System382 cited
  • 2010Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle368 cited
  • 2013Countercyclical currency risk premia360 cited
  • 2016Exchange Rates, Interest Rates, and the Risk Premium346 cited
  • 2021Foreign Safe Asset Demand and the Dollar Exchange Rate331 cited