The Dynamics of Spot and Forward Prices in an Efficient Foreign Exchange Market with Rational Expectations

An introduction to probability theory and its applications

1958 • 31,109 citations

Rational Expectations and the Theory of Price Movements

1961 • 5,518 citations

A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience

1976 • 568 citations

THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION

1977 • 269 citations

The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy

1977 • 223 citations

Exchange Rate Dynamics with Stock/Flow Interaction

1977 • 97 citations

The Covered-Arbitrage Schedule: A Critical Survey of Recent Developments

1970 • 86 citations

The behavior of foreign exchange markets : a critical survey of the empirical literature

1978 • 50 citations

The Nature and Efficiency of the Foreign Exchange Market.

1964 • 27 citations

Interest Arbitrage between Canada and the United States: A New Perspective

1978 • 12 citations

A portfolio-balance rational-expectations model of the dollar-mark rate, May 1973-June 1977

1978 • 9 citations

On the long and short run relationship between the forward rate and the interest parity

1979 • 8 citations

Patterns Of Market Behavior: Essays In Honor Of Philip Taft

1965 • 6 citations