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• 2016Rolling window selection for out-of-sample forecasting with time-varying parameters290 cited
• 2003The out-of-sample success of term structure models as exchange rate predictors: a step beyond255 cited
• 1984Asset Markets, Exchange Rates and the Balance of Payments211 cited
• 1994The Macroeconomic Determinants of Commodity Prices202 cited
• 1997Real exchange rate behavior162 cited
• 1996Currency forecasters are heterogeneous: confirmation and consequences147 cited
• 1995Nonparametric estimation of structural models for high-frequency currency market data130 cited
• 1985Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency126 cited
• 2017Uncertainty and deviations from uncovered interest rate parity124 cited
• 2018Forward and Spot Exchange Rates in a Multi-Currency World*118 cited
• 1993Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model118 cited
• 1989The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change114 cited
• 1985The behavior of intra-daily exchange rates102 cited
• 2012Factor Model Forecasts of Exchange Rates