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Cited by

• 1986Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications860 cited
• 1989The dynamics of exchange rate volatility: A multivariate latent factor ARCH model723 cited
• 1988On Jump Processes in the Foreign Exchange and Stock Markets625 cited
• 2001Currency traders and exchange rate dynamics: a survey of the US market539 cited
• 1997Searching for stationarity: Purchasing power parity under the current float526 cited
• 1983Deviations from Purchasing Power Parity in the Long Run497 cited
• 2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements484 cited
• n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
• 1994A reconsideration of the uncovered interest parity relationship445 cited
• 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England430 cited
• 1999Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries428 cited
• 1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
• 1987An empirical investigation of the long-run behavior of real exchange rates