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A Liquidity‐Based Resolution of the Uncovered Interest Parity Puzzle
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A Liquidity‐Based Resolution of the Uncovered Interest Parity Puzzle (2019)A Liquidity‐Based Resolution of the Uncov…The Aggregate Demand for Treasury Debt (2012)The Aggregate Demand for Trea…A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)A Long-Run Risks Explanation …Common Risk Factors in Currency Markets (2011)Common Risk Factors in Curren…Carry Trades and Currency Crashes (2008)Carry Trades and Currency Cra…Carry Trades and Currency Crashes (2008)Carry Trades and Currency Cra…An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)An Equilibrium Model of “Glob…The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk (2007)The Cross Section of Foreign …A Unified Framework for Monetary Theory and Policy Analysis (2005)A Unified Framework for Monet…Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium (2004)Money in Search Equilibrium, …Affine Term Structure Models and the Forward Premium Anomaly (2001)Affine Term Structure Models …The forward premium puzzle: different tales from developed and emerging economies (2000)The forward premium puzzle: d…The handbook of international economics (1995)The handbook of international…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeForward and spot exchange rates (1984)Forward and spot exchange rat…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Trying to Explain Home Bias in Equities and Consumption (1999)The Economics of Exchange Rates (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Are Government Bonds Net Wealth? (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling Term Structures of Defaultable Bonds (1999)A Macroprudential Approach to Financial Regulation (2011)Monetary Policy as Financial Stability Regulation (2012)The Deposits Channel of Monetary Policy* (2017)Continuous Auctions and Insider Trading (1985)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)What do we learn from the price of crude oil futures? (2010)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Empirical exchange rate models of the seventies (1983)The Determinants of Credit Spread Changes (2001)Market Liquidity and Funding Liquidity (2008)Do Peso Problems Explain the Returns to the Carry Trade? (2010)Currency momentum strategies (2012)International Liquidity and Exchange Rate Dynamics * (2015)Risk, Return, and Equilibrium: Empirical Tests (1973)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Carry Trades and Global Foreign Exchange Volatility (2012)Climate risks and market efficiency (2018)Risks and Returns of Cryptocurrency (2020)Optimal fiscal and monetary policy in an economy without capital (1983)Indivisible labor and the business cycle (1985)Recursive Methods in Economic Dynamics (1989)The Econometrics of DSGE Models (2009)Some simple bitcoin economics (2019)Debt, Deficits, and Finite Horizons (1985)The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)Globalization and the Gains From Variety (2006)Global Imbalances and the Financial Crisis: Link or No Link? (2011)The financial cycle and macroeconomics: What have we learnt? (2013)Deviations from Covered Interest Rate Parity (2018)Familiarity Breeds Investment (2001)Estimating Trade Restrictiveness Indices (2008)UNMASKING THE POLLUTION HAVEN EFFECT* (2008)
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References

  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 2005A Unified Framework for Monetary Theory and Policy Analysis1,525 cited
  • 1995The handbook of international economics1,373 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 2011Common Risk Factors in Currency Markets1,079 cited
  • 2008An Equilibrium Model of “Global Imbalances” and Low Interest Rates1,055 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 2008Carry Trades and Currency Crashes792 cited
  • 2008Carry Trades and Currency Crashes654 cited
  • 2001Affine Term Structure Models and the Forward Premium Anomaly594 cited
  • 2012A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets531 cited
  • 2007The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk528 cited
  • 2004Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium503 cited
  • 2000The forward premium puzzle: different tales from developed and emerging economies

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