International financial market integration and linkages of national interest rates

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

1990 • 14,144 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

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

1982 • 379 citations

Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions

1984 • 326 citations

Tests of rational expectations and no risk premium in forward exchange markets

1984 • 158 citations

Tests of international CAPM with time‐varying covariances

1989 • 156 citations

On Exchange Rates

1993 • 126 citations

A generalized uncovered interest parity model of exchange rates

1993 • 52 citations

Dynamics of real interest differentials

1988 • 28 citations

Interest rate divergences among the major industrial nations

1988 • 25 citations

International capital mobility: direct evidence from long-term currency swaps

1990 • 12 citations