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Risk, Monetary Policy, and the Exchange Rate
16 references·15 citing·39 second hop
Risk, Monetary Policy, and the Exchange Rate (2012)Risk, Monetary Policy, and the Exchange R…Carry Trades and Global Foreign Exchange Volatility (2012)Carry Trades and Global Forei…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Limited Asset Market Participation and the Elasticity of Intertemporal Substitution (2002)Limited Asset Market Particip…Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Can Sticky Price Models Gener…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Foundations of International Macroeconomics (1997)Foundations of International …Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Nonexpected Utility in Macroeconomics (1990)Nonexpected Utility in Macroe…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Forward and spot exchange rates (1984)Forward and spot exchange rat…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Delayed Overshooting: The Case for Information Rigidities (2024)Delayed Overshooting: The Cas…Global Spillovers of the Fed Information Effect (2023)Global Spillovers of the Fed …Uncertainty before and during COVID‐19: A survey (2022)Uncertainty before and during…Exchange rate return predictability in times of geopolitical risk (2022)Exchange rate return predicta…Uncertainty and exchange rate volatility: Evidence from Mexico (2021)Uncertainty and exchange rate…Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data (2019)Time-Varying impact of uncert…Economic Policy Uncertainty Spillovers in Booms and Busts (2019)Economic Policy Uncertainty S…Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel (2018)Explaining International Busi…Economic policy uncertainty spillovers in small open economies: The case of Hong Kong (2018)Economic policy uncertainty s…Common and country specific economic uncertainty (2017)Common and country specific e…International business cycles and risk sharing with uncertainty shocks and recursive preferences (2016)International business cycles…Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (2016)Does Economic Policy Uncertai…Noisy news and exchange rates: A SVAR approach (2015)Noisy news and exchange rates…Exchange Rates and Interest Parity (2013)Exchange Rates and Interest P…Sudden spikes in global risk (2012)Sudden spikes in global riskAsset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Behavioral Macroeconomics and Macroeconomic Behavior (2002)Employment Fluctuations with Equilibrium Wage Stickiness (2005)Unemployment Fluctuations with Staggered Nash Wage Bargaining (2009)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)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Policy Uncertainty and Corporate Investment (2015)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)
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References

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  • 2002Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?1,142 cited
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  • 2002Limited Asset Market Participation and the Elasticity of Intertemporal Substitution1,011 cited
  • 1990Nonexpected Utility in Macroeconomics

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986 cited
  • 2012Carry Trades and Global Foreign Exchange Volatility925 cited
  • Cited by

    • 2016Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test199 cited
    • 2019Economic Policy Uncertainty Spillovers in Booms and Busts144 cited
    • 2017Common and country specific economic uncertainty134 cited
    • 2018Economic policy uncertainty spillovers in small open economies: The case of Hong Kong89 cited
    • 2021Uncertainty and exchange rate volatility: Evidence from Mexico77 cited
    • 2022Uncertainty before and during COVID‐19: A survey74 cited
    • 2022Exchange rate return predictability in times of geopolitical risk73 cited
    • 2013Exchange Rates and Interest Parity53 cited
    • 2012Sudden spikes in global risk41 cited
    • 2016International business cycles and risk sharing with uncertainty shocks and recursive preferences32 cited
    • 2019Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data25 cited
    • 2024Delayed Overshooting: The Case for Information Rigidities17 cited
    • 2018Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel13 cited
    • 2015Noisy news and exchange rates: A SVAR approach12 cited
    • 2023Global Spillovers of the Fed Information Effect11 cited