A note on the magnitude of risk premia

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Conditional variance and the risk premium in the foreign exchange market

1985 • 512 citations

The econometric analysis of models with risk terms

1988 • 374 citations

Tests of international CAPM with time‐varying covariances

1989 • 156 citations

The Dazzling Dollar

1985 • 78 citations

The implications of mean-variance optimization for four questions in international macroeconomics

1986 • 65 citations