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A Model of Stochastic Process Switching
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  • 1986Capital controls and balance of payments crises148 cited
  • 1988Target Zones and Exchange Rate Dynamics118 cited
  • 2011Markov Switching Models in Empirical Finance109 cited
  • 1986Borrowing to Defend the Exchange Rate and the Timing and Magnitude of Speculative Attacks104 cited
  • 1986Buying and selling attacks on fixed exchange rate systems86 cited
  • 1992Greenback Resumption and Silver Risk: The Economics and Politics of Monetary Regime Change in the United States, 1862-190073 cited
  • 1985Can exchange rate predictability be achieved without monetary convergence?71 cited
  • 1988Real exchange-rate variability under pegged and floating nominal exchange-rate systems: An equilibrium theory68 cited
  • 1982Flexible Exchange Rates and Interdependence67 cited
  • 2011Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis66 cited
  • 1991Exchange Rate Bands with Price Inertia64 cited
  • 1995A Model of the Bimetallic System58 cited
  • 1987Trigger Strategies and Price Dynamics in Equity and Foreign Exchange Markets58 cited
  • 1985Chapter 18 Exchange-rate dynamics49 cited

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1986
Real aspects of exchange rate regime choice with collapsing fixed rates
46 cited
  • 2001Inflation targeting with NAIRU uncertainty and endogenous policy credibility44 cited