Empirical Properties of Foreign Exchange Rates

The Distribution of Share Price Changes

1972 • 543 citations

Some Properties of Symmetric Stable Distributions

1968 • 407 citations

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

1977 • 240 citations

Spot rates, forward rates and exchange market efficiency

1977 • 205 citations

The Random Behavior of Flexible Exchange Rates: Implications for Forecasting

1975 • 147 citations