Estimation of portfolio-balance functions that are mean-variance optimizing

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

Handbook of International Economics

2014 • 717 citations

Exchange Rate Economics: Where Do We Stand?

1980 • 403 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

The Economics of Exchange Rates

2004 • 394 citations

In search of the exchange risk premium: A six-currency test assuming mean-variance optimization

1982 • 313 citations

Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models

1983 • 294 citations

Exchange Rates and International Macroeconomics

1983 • 284 citations

Exchange rates in the short run

1977 • 217 citations

Spot rates, forward rates and exchange market efficiency

1977 • 205 citations

A Note on Exchange‐Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

1981 • 186 citations

The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates

1978 • 153 citations

The diversifiability of exchange risk

1979 • 123 citations

Exchange Rates and the International Adjustment Process

1978 • 103 citations

A Test of Perfect Substitutability in the Foreign Exchange Market

1982 • 93 citations

A pure foreign exchange asset pricing model

1977 • 79 citations

Exchange rates in the short run

1979 • 78 citations

Exchange Rates and the International Adjustment Process

1978 • 69 citations

A portfolio-balance rational-expectations model of the dollar-mark exchange rate

1982 • 68 citations

Exchange risk and the macroeconomics of exchange rate determination

1980 • 47 citations

The Internationalization of financial markets and national economic policy

1983 • 46 citations

The Portfolio-Balance Model of Exchange Rates

1979 • 46 citations

Consumption Preferences, Asset Demands, and Distribution Effects in International Financial Markets

1981 • 40 citations

FOREIGN EXCHANGE HEDGING AND THE CAPITAL ASSET PRICING MODEL

1978 • 19 citations

International Portfolio Diversification: Short-Term Financial Assets and Gold

1982 • 16 citations

Foreign Exchange Hedging and the Capital Asset Pricing Model

1978 • 12 citations

Incentives for International Currency Diversification by U. S. Financial Investors (Peut-on inciter les investisseurs financiers des Etats-Unis a diversifier la composition de leurs placements en devises?) (Incentivos a la diversificacion monetaria internacional por parte de los inversionistas financieros privados de Estados Unidos)

1981 • 6 citations