The diversifiability of exchange risk

Expectations and Exchange Rate Dynamics

1976 • 4,751 citations

Essays in the Theory of Risk-Bearing.

1972 • 4,221 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

Internationally Diversified Portfolios: Welfare Gains and Capital Flows

1968 • 1,034 citations

On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials

1979 • 985 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

The Economics of Exchange Rates

2004 • 394 citations

Purchasing power parity and exchange rates

1978 • 251 citations

Risk, Interest Rates and the Forward Exchange

1972 • 176 citations

The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market

1959 • 112 citations

Money, bonds and foreign exchange

1979 • 99 citations

A pure foreign exchange asset pricing model

1977 • 79 citations

International Investment and Interest Rate Linkages under Flexible Exchange Rates

1977 • 64 citations

Central bank operations in foreign and domestic assets under fixed and flexible exchange rates

1976 • 59 citations

Sources of Exchange Rate Variability: Theory and Empirical Evidence (Sources des variations de taux de change: analyse de la theorie et observation empirique) (Fuentes de variabilidad del tipo de cambio: Teoria y pruebas empiricas)

1977 • 33 citations

Uncertainty and Forword Exchange Speculation

1968 • 31 citations

Portfolio Choice and the Demnand for Forward Exchange

2016 • 16 citations

Optimal Forward Exchange Positions

1971 • 13 citations