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A Survey of Empirical Research on Nominal Exchange Rates
16 references·16 citing·44 second hopsampled
A Survey of Empirical Research on Nominal Exchange Rates (1994)A Survey of Empirical Research on Nominal…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…ARCH modeling in finance (1992)ARCH modeling in financeNoise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1990)Meteor Showers or Heat Waves?…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeTesting for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Testing for Nonlinear Depende…Forward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …Common Stochastic Trends in a System of Exchange Rates (1989)Common Stochastic Trends in a…Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1988)Meteor Showers or Heat Waves?…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…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis (2011)Trading volume and exchange r…The Tobin Tax: A Review of the Evidence (2011)The Tobin Tax: A Review of th…On the relationship between exchange rates and equity returns: A new approach (2011)On the relationship between e…An empirical study of portfolio-balance and information effects of order flow on exchange rates (2009)An empirical study of portfol…A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION (2007)A GUIDED TOUR OF THE MARKET M…Are all Central Bank interventions created equal? An empirical investigation (2003)Are all Central Bank interven…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)Micro Effects of Macro Announ…Computational learning techniques for intraday FX trading using popular technical indicators (2001)Computational learning techni…How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? (2000)How Do UK-Based Foreign Excha…Further insights on the puzzle of technical analysis profitability (2000)Further insights on the puzzl…What do We Really Know about Real Exchange Rates? (1999)What do We Really Know about …SEMIFAR forecasts, with applications to foreign exchange rates (1999)SEMIFAR forecasts, with appli…Endogenous Uncertainty and Market Volatility (1999)Endogenous Uncertainty and Ma…A Macroeconomic Balance Framework for Estimating Equilibrium Exchange Rates (1999)A Macroeconomic Balance Frame…Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data (1998)Monetary Policy Actions, Inte…Currency forecasters are heterogeneous: confirmation and consequences (1996)Currency forecasters are hete…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)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)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)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Trying to Explain Home Bias in Equities and Consumption (1999)Real-time price discovery in global stock, bond and foreign exchange markets (2007)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Forward and spot exchange rates (1984)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)What do we learn from the price of crude oil futures? (2010)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Convergence Across States and Regions (1991)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market840 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market786 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates

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665 cited
  • 1989Common Stochastic Trends in a System of Exchange Rates626 cited
  • Cited by

    • 2001Computational learning techniques for intraday FX trading using popular technical indicators167 cited
    • 1996Currency forecasters are heterogeneous: confirmation and consequences147 cited
    • 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange101 cited
    • 1998Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data99 cited
    • 2011The Tobin Tax: A Review of the Evidence87 cited
    • 1999Endogenous Uncertainty and Market Volatility75 cited
    • 1999What do We Really Know about Real Exchange Rates?74 cited
    • 2011On the relationship between exchange rates and equity returns: A new approach73 cited
    • 2009An empirical study of portfolio-balance and information effects of order flow on exchange rates67 cited
    • 2011Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis66 cited
    • 1999A Macroeconomic Balance Framework for Estimating Equilibrium Exchange Rates65 cited
    • 2000How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?53 cited
    • 1999SEMIFAR forecasts, with applications to foreign exchange rates48 cited
    • 2007A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION44 cited
    • 2000Further insights on the puzzle of technical analysis profitability37 cited
    • 2003Are all Central Bank interventions created equal? An empirical investigation28 cited