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RDP8906 A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance
16 references·1 citing·40 second hop
RDP8906 A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance (1989)RDP8906 A Random Walk Around the $A: Expe…The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)The Empirical Evidence on the…Alternative models for conditional stock volatility (1990)Alternative models for condit…Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Was It Real? The Exchange Rat…The Foreign Exchange Market: A Random Walk with a Dragging Anchor (1988)The Foreign Exchange Market: …Lessons on Monetary Policy from the 1980s (1988)Lessons on Monetary Policy fr…Is it Risk? Explaining Deviations from Uncovered Interest Parity (1987)Is it Risk? Explaining Deviat…Does GNP have a unit root? (1987)Does GNP have a unit root?Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test (1984)Do asset-demand functions opt…The Theory of Commodity Price Stabilization: A Study in the Economics of Risk. (1983)The Theory of Commodity Price…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)International Interest-Rate a…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The ‘peso problem’ in testing the efficiency of forward exchange markets (1980)The ‘peso problem’ in testing…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Judgment under Uncertainty: Heuristics and Biases (1975)Judgment under Uncertainty: H…Capital Flows and Exchange Rate Determination (1983)Capital Flows and Exchange Ra…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Domestic Saving and International Capital Movements in the Long Run and the Short Run (1982)Conditional variance and the risk premium in the foreign exchange market (1985)Capital mobility in the world economy: Theory and measurement (1986)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)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Time to Build and Aggregate Fluctuations (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Order Flow and Exchange Rate Dynamics (1999)The Economics of Exchange Rates (2003)In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)Generalized autoregressive conditional heteroskedasticity (1986)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stock Prices and Volume (1992)Intraday periodicity and volatility persistence in financial markets (1997)Forecasting Volatility in Financial Markets: A Review (2003)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the rise and fall of the US real exchange rate (1998)Affine Term Structure Models and the Forward Premium Anomaly (2001)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)Convergence Across States and Regions (1991)Competitive Storage and Commodity Price Dynamics (1996)Effects of Non‐Farm Employment on Rural Income Inequality in Developing Countries: An Investment Perspective (2000)Overcoming Market Constraints to Pro-Poor Agricultural Growth in Sub-Saharan Africa (2006)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1975Judgment under Uncertainty: Heuristics and Biases22,647 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 1983The Theory of Commodity Price Stabilization: A Study in the Economics of Risk.632 cited
  • 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets601 cited
  • 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence369 cited
  • 1980The ‘peso problem’ in testing the efficiency of forward exchange markets312 cited
  • 1988The Foreign Exchange Market: A Random Walk with a Dragging Anchor255 cited
  • 1987Is it Risk? Explaining Deviations from Uncovered Interest Parity151 cited
  • 1984Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test151 cited

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  • 1988Lessons on Monetary Policy from the 1980s147 cited
  • 1987Does GNP have a unit root?134 cited
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    • 1983Capital Flows and Exchange Rate Determination17 cited