References

• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1995Multivariate Simultaneous Generalized ARCH4,510 cited
• 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
• 1984Forward and spot exchange rates2,167 cited
• 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
• 1999Monetary Theory and Policy1,690 cited
• 1982Interest rates and currency prices in a two-country world1,256 cited
• 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
• 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets601 cited
• 2001Affine Term Structure Models and the Forward Premium Anomaly594 cited
• 2007The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk528 cited
• 1985Conditional variance and the risk premium in the foreign exchange market485 cited