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The Relative Effectiveness of Spot and Derivatives‐Based Intervention
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The Relative Effectiveness of Spot and Derivatives‐Based Intervention (2019)The Relative Effectiveness of Spot and De…Deviations from Covered Interest Rate Parity (2018)Deviations from Covered Inter…Two targets, two instruments: Monetary and exchange rate policies in emerging market economies (2015)Two targets, two instruments:…International Liquidity and Exchange Rate Dynamics * (2015)International Liquidity and E…Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Dilemma not Trilemma: The Glo…The VIX, the variance premium and stock market volatility (2014)The VIX, the variance premium…Limits to arbitrage and hedging: Evidence from commodity markets (2013)Limits to arbitrage and hedgi…Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling (2012)Discrete-Time Volatility Fore…Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flow waves: Surges, s…What's Vol Got to Do with It (2010)What's Vol Got to Do with ItLimits of Arbitrage (2010)Limits of ArbitrageExpected Stock Returns and Variance Risk Premia (2009)Expected Stock Returns and Va…The market microstructure of central bank intervention (2002)The market microstructure of …Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Official Intervention in the …Central bank intervention and exchange rate volatility (1998)Central bank intervention and…Finite-Sample Properties of Some Alternative GMM Estimators (1996)Finite-Sample Properties of S…Handbook of international economics (1986)Handbook of international eco…The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)Liquidity and leverage (2008)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)The Wall Street Consensus (2021)Asset Prices under Habit Formation and Catching up with the Joneses (1990)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)GMM Estimation of Empirical Growth Models (2001)Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns (2002)Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators (2003)The Cross-Section of Expected Stock Returns (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)Bond Risk Premia (2005)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)How Sovereign Is Sovereign Credit Risk? (2011)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)Intermediary asset pricing: New evidence from many asset classes (2017)The Impact of Uncertainty Shocks (2009)The Econometrics of Financial Markets (2012)Investor Attention and Stock Market Volatility (2014)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2016)What is the Expected Return on the Market?* (2016)A New Measure of Financial Openness (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Stories of the Twentieth Century for the Twenty-First (2012)Cross-Border Banking and Global Liquidity (2014)U.S. Monetary Policy and the Global Financial Cycle (2020)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Exploiting the errors: A simple approach for improved volatility forecasting (2015)The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment (2016)The Time Variation in Risk Appetite and Uncertainty (2021)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)The Science of Monetary Policy: A New Keynesian Perspective (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Currency momentum strategies (2012)Agency Costs, Net Worth, And Business Fluctuations (1988)Market Liquidity and Funding Liquidity (2008)When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)Exchange Rate Disconnect in General Equilibrium (2021)Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)A General Equilibrium Model of International Portfolio Choice (1993)External adjustment (2004)How Would an Appreciation of the Renminbi and Other East Asian Currencies Affect China's Exports? (2009)
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References

  • 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence2,090 cited
  • 2009Expected Stock Returns and Variance Risk Premia1,776 cited
  • 2012Capital flow waves: Surges, stops, flight, and retrenchment1,579 cited
  • 1996Finite-Sample Properties of Some Alternative GMM Estimators1,277 cited
  • 2015International Liquidity and Exchange Rate Dynamics *821 cited
  • 2014The VIX, the variance premium and stock market volatility812 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
  • 2018Deviations from Covered Interest Rate Parity722 cited
  • 2010What's Vol Got to Do with It684 cited
  • 1986Handbook of international economics494 cited
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  • 2013Limits to arbitrage and hedging: Evidence from commodity markets371 cited
  • 2012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling337 cited
  • 2002The market microstructure of central bank intervention279 cited

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  • 2015Two targets, two instruments: Monetary and exchange rate policies in emerging market economies251 cited
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