ON RISK, RATIONALITY AND EXCESSIVE SPECULATION IN THE DEUTSCHMARK‐US DOLLAR EXCHANGE MARKET: SOME EVIDENCE USING SURVEY DATA^†

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Expectations and Exchange Rate Dynamics

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Introduction to Statistical Time Series.

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

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Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk

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Exchange Rates and International Macroeconomics

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1985 • 214 citations

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1986 • 184 citations

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1989 • 69 citations

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1982 • 68 citations

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1981 • 32 citations

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1986 • 31 citations

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2007 • 30 citations

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1986 • 18 citations

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1999 • 16 citations

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2004 • 11 citations

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1986 • 6 citations