The forward exchange rate and macroeconomics

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Increasing risk: I. A definition

1970 • 3,861 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

Security Prices, Risk, and Maximal Gains From Diversification

1965 • 1,032 citations

A model of international asset pricing

1981 • 846 citations

On the Effects of Barriers to International Investment

1981 • 662 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

The Demand for Index Bonds

1975 • 302 citations

Risk, Interest Rates and the Forward Exchange

1972 • 176 citations

On the Effects of Barriers to International Investment

1981 • 176 citations

Tests of rational expectations and no risk premium in forward exchange markets

1984 • 158 citations

Money, Bonds, and Foreign Exchange

2016 • 133 citations

The diversifiability of exchange risk

1979 • 123 citations

Money, bonds and foreign exchange

1979 • 99 citations

Admissible uncertainty in the intertemporal asset pricing model

1980 • 89 citations

International Investment and Interest Rate Linkages under Flexible Exchange Rates

1977 • 64 citations

The political economy of monetary reform

1978 • 47 citations

Exchange risk and the macroeconomics of exchange rate determination

1980 • 47 citations

Currency risks in international financial markets

1978 • 25 citations

Portfolio Choice and the Demnand for Forward Exchange

2016 • 16 citations

On the effects of exchange risk

1973 • 15 citations

The efficiency of the forward exchange market : a conditional nonparametric test of forecasting ability

1982 • 7 citations

Essays on international asset pricing.

1980 • 6 citations