Monetary/asset models of exchange rate determination

Expectations and Exchange Rate Dynamics

1976 • 4,751 citations

Empirical exchange rate models of the seventies

1983 • 4,141 citations

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

1980 • 2,192 citations

On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials

1979 • 985 citations

A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence

1977 • 970 citations

A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence

1976 • 810 citations

Exchange Rate Theory and Practice

1984 • 506 citations

Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market

1979 • 494 citations

Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s

1981 • 488 citations

The exchange rate system

1983 • 457 citations

The collapse of purchasing power parities during the 1970's

1981 • 456 citations

The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?

1982 • 451 citations

Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s

1982 • 446 citations

Exchange Rate Economics: Where Do We Stand?

1980 • 403 citations

Exchange rates and international macroeconomics

1984 • 403 citations

The Economics of Exchange Rates

2004 • 394 citations

International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence

1982 • 379 citations

An investigation of risk and return in forward foreign exchange

1984 • 332 citations

Economic interdependence and flexible exchange rates

1984 • 294 citations

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

1983 • 294 citations

The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La theorie monetaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empiricas)

1978 • 294 citations

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

1986 • 268 citations

An examination of foreign exchange risk under fixed and floating rate regimes

1977 • 240 citations

Fluctuations in the dollar: A model of nominal and real exchange rate determination

1982 • 237 citations

Spot rates, forward rates and exchange market efficiency

1977 • 205 citations

MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION

1992 • 143 citations

Floating Exchange Rates after Ten Years

1983 • 96 citations

Policies for employment, prices, and exchange rates

1979 • 95 citations

The deutsche mark/dollar rate

1979 • 44 citations

2. An Accounting Framework and Some Issues for Modeling How Exchange Rates Respond to the News

1982 • 38 citations

Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984

1985 • 30 citations

Exchange Rates in Multicountry Econometric Models

1983 • 12 citations