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The Foreign Exchange Market: Theory and Econometric Evidence.
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The Foreign Exchange Market: Theory and Econometric Evidence. 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  • 1993Currency Hedging over Long Horizons109 cited
  • 1994Safety First Portfolio Selection, Extreme Value Theory and Long Run Asset Risks96 cited
  • 2006Forecasting exchange rates: A robust regression approach71 cited
  • 2006Non‐linear, non‐parametric, non‐fundamental exchange rate forecasting63 cited
  • 1990What Do We Know About the Long-Run Real Exchange Rate?58 cited
  • 1998Estimating structural exchange rate models by artificial neural networks47 cited
  • 1997The market efficiency hypothesis: The case of coffee and cocoa futures47 cited
  • 2004Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach45 cited
  • 1995The unbiased forward rate hypothesis re-examined43 cited
  • 1998Two puzzles in the analysis of foreign exchange market efficiency41 cited
  • 1996Persistence in foreign exchange rates36 cited
  • 2003Technical analysis in foreign exchange markets: evidence from the EMS36 cited
  • 1994Forward exchange rates and expectations during the 1920s: A re-examination of the evidence34 cited
  • 2002Testing for efficiency and rationality in foreign exchange markets—a review of the literature and research on foreign exchange market efficiency and rationality with comments

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32 cited
  • 1991Long—run relations in a well—defined statistical model for the data generating process. Cointegration analysis of the PPP and the UIP relations for Denmark and Germany30 cited
  • 1993Cointegration among Southeast Asian and Japanese currencies28 cited