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Exchange Rates and Interest Parity

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References

1995Comparing Predictive Accuracy5,214 cited
1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
1976Expectations and Exchange Rate Dynamics4,704 cited
1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
1983Empirical exchange rate models of the seventies4,115 cited
1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
1996The Purchasing Power Parity Puzzle2,939 cited
1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
1984Forward and spot exchange rates2,167 cited
1995Exchange Rate Dynamics Redux2,110 cited
2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
2004The Modern History of Exchange Rate Arrangements: A Reinterpretation1,906 cited
2002Fear of Floating1,675 cited
2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited

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2002Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?1,142 cited

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