Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation

Brownian Motion and Stochastic Flow Systems.

1987 • 1,185 citations

Intrinsic Bubbles: The Case of Stock Prices

1991 • 555 citations

Market Fundamentals versus Price-Level Bubbles: The First Tests

1980 • 539 citations

Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?

1986 • 268 citations

Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach

1991 • 76 citations

Exchange Risk and Corporate International Finance

1980 • 40 citations

Target Zones and Exchange Rate Dynamics

1988 • 21 citations