References

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• 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
• 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
• 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
• 1986Modelling the persistence of conditional variances2,068 cited
• 1982On the exclusion of assets from tests of the two-parameter model507 cited
• 1988The statistical properties of daily foreign exchange rates: 1974–1983432 cited
• 1977The Exchange Rate And The Balance of Payments In The Short Run and in The Long Run: A Monetary Approach365 cited
• 1976The Exchange Rate and the Balance of Payments in the Short Run and in the Long Run: A Monetary Approach345 cited
• 1982In search of the exchange risk premium: A six-currency test assuming mean-variance optimization318 cited
• 1990A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets294 cited
• 2009Research in International Business and Finance287 cited
• 1986International Arbitrage Pricing Theory: An Empirical Investigation255 cited
• 1987Multivariate proxies and asset pricing relations