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

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence

1977 • 970 citations

A model of international asset pricing

1981 • 846 citations

A Theory of Exchange Rate Determination

1980 • 410 citations

A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations

1977 • 358 citations

The Demand for Index Bonds

1975 • 302 citations

Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information

1982 • 253 citations

Theory and Implications of Currency Substitution

1981 • 253 citations

Money, Bonds, and Foreign Exchange

2016 • 133 citations

Demand for International Media of Exchange

1977 • 42 citations

The effects of risk and return on the currency composition of money demand

1980 • 14 citations

Monetary rules and the nominal rate of interest under uncertainty

1980 • 7 citations