Optimal portfolio choice and the collapse of a fixed-exchange rate regime

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Option pricing when underlying stock returns are discontinuous

1976 • 5,962 citations

A Model of Balance-of-Payments Crises

1979 • 3,034 citations

Collapsing exchange-rate regimes

1984 • 1,256 citations

Rational and Self-fulfilling Balance-of-Payments Crises

1986 • 835 citations

The Terms of Trade and the Current Account: The Harberger-Laursen-Metzler Effect

1983 • 550 citations

The ‘peso problem’ in testing the efficiency of forward exchange markets

1980 • 315 citations

The Demand for Index Bonds

1975 • 302 citations

Recurrent Devaluation and Speculative Attacks on the Mexican Peso

1986 • 275 citations

Macroeconomic Policy, Exchange-Rate Dynamics, and Optimal Asset Accumulation

1981 • 166 citations

Balance of Payments Crises in a Cash-in-Advance Economy

1987 • 157 citations

Money, Bonds, and Foreign Exchange

2016 • 133 citations

The foreign exchange risk premium in a target zone with devaluation risk

1992 • 119 citations

Stabilization with Liberalization: An Evaluation of Ten Years of Chile's Experiment with Free-Market Policies, 1973-1983

1985 • 112 citations

The Exact Timing of the Collapse of an Exchange Rate Regime and Its Impact on the Relative Price of Traded Goods

1984 • 102 citations

Balance-of-Payments Crises and Devaluation

1984 • 100 citations

Money, bonds and foreign exchange

1979 • 99 citations

Borrowing to defend the exchange rate and the timing and magnitude of speculative attacks

1987 • 92 citations

Buying and selling attacks on fixed exchange rate systems

1986 • 90 citations

Currency Preferences, Purchasing Power Risks, and the Determination of Exchange Rates in an Optimizing Model

1984 • 75 citations

Managing exchange rate crises: evidence from the 1890s

1990 • 42 citations

Balance-of-payments crises in a perfect foresight optimizing model

1988 • 18 citations

Borrowing to Defend the Exchange Rate and the Timing and Magnitude of Speculative Attacks

1986 • 10 citations

Exchange Rate Volatility in Integrating Capital Markets

1990 • 6 citations

Speculative Attack and the External Constraint in a Maximizing Model of the Balance of Payments

1984 • 2 citations