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Cited by

• 1985Chapter 15 The specification and influence of asset markets224 cited
• 1987Interest rates and risk premia in the stock market and in the foreign exchange market186 cited
• 1989The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets185 cited
• 1984Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test151 cited
• 1989The Currency Composition of Foreign Exchange Reserves143 cited
• 1985Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency126 cited
• 1986International Capital Mobility and Crowding-out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?118 cited
• 1992The foreign exchange risk premium in a target zone with devaluation risk112 cited
• 1986The EMS and the Dollar103 cited
• 1989On the denomination of government debt97 cited
• 1982A Test of Perfect Substitutability in the Foreign Exchange Market88 cited
• 1983The Portfolio-Balance Model of Exchange Rates and Some Structural Estimates of the Risk Premium (Modele d'equilibre de portefeuilles applique aux taux de change et certaines estimations (structurelles) de la prime de risque) (El modelo de equilibrio de cartera para los tipos de cambio y algunas estimaciones estructurales de la prima de riesgo)86 cited
• 2008