A Note on Exchange‐Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

The Theory of Interest

2013 • 2,919 citations

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

1980 • 2,192 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 2,117 citations

Proof that Properly Anticipated Prices Fluctuate Randomly

2015 • 1,924 citations

A Tract on Monetary Reform

1923 • 1,043 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

Spot rates, forward rates and exchange market efficiency

1977 • 205 citations

The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates

1978 • 153 citations

International economic policy: Theory and evidence

1980 • 134 citations

The diversifiability of exchange risk

1979 • 123 citations

Covered Interest Arbitrage: Unexploited Profits? Comment

1979 • 100 citations

Speculative Prices as Random Walks: An Analysis of Ten Time Series of Flexible Exchange Rates

1967 • 94 citations

The Economics of Exchange Rates

2004 • 51 citations

The political economy of monetary reform

1978 • 47 citations

A Theoretical and Empirical Framework for Analyzing the Term Structure of Exchange Rate Expectations (Cadre theorique et empirique pour une analyse de l'evolution probable de la structure des taux de change) (Un marco teorico y empirico para analizar la estructura cronologica de las expectativas de tipos de cambio)

1971 • 38 citations

FOREIGN EXCHANGE MARKET EFFICIENCY UNDER FLEXIBLE EXCHANGE RATES

1977 • 34 citations

Rational expectations, risk premia, and the market for spot and forward exchange

1980 • 15 citations

Random Walk and Forward Exchange Rates: A Spectral Analysis

1972 • 12 citations

Rational Expectations, Risk Premia, and the Market for Spot and Forward Exchange

1980 • 12 citations

International Trade and Finance.

1965 • 6 citations