References

• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1995Multivariate Simultaneous Generalized ARCH4,510 cited
• 1987Expected stock returns and volatility4,147 cited
• 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
• 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
• 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
• 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
• 1982Interest rates and currency prices in a two-country world1,256 cited
• 1985Conditional variance and the risk premium in the foreign exchange market485 cited
• 2004The Economics of Exchange Rates435 cited
• 1984Exchange rates and international macroeconomics370 cited
• 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence369 cited
• 1984An investigation of risk and return in forward foreign exchange322 cited
• 1982In search of the exchange risk premium: A six-currency test assuming mean-variance optimization