Exchange Rate Devaluations and Peso Phenomena in Stock Returns

Asset Prices in an Exchange Economy

1978 • 5,134 citations

The equity risk premium a solution

1988 • 1,322 citations

Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System

1994 • 351 citations

Expectations and Volatility of Consumption and Asset Returns

1990 • 335 citations

Is there a peso problem? Evidence from the dollar/pound exchange rate, 1976-1987

1993 • 196 citations

Do stationary risk premia explain it all?

1994 • 162 citations

Devaluation Risk in Target Zones: Evidence from the Nordic Countries

1993 • 110 citations

Foreign exchange futures prices under fixed exchange rates

1983 • 55 citations

the Simplest Test of Target Zone Credibility

1990 • 29 citations

Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models

1991 • 23 citations

On stocks, bonds and business conditions

1997 • 13 citations