Devaluation Expectations and the Stock Market: a new measure and an application to Mexico 1994/95

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

The Cross-Section of Expected Stock Returns

1992 • 5,405 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

Event Studies in Economics and Finance

1997 • 4,548 citations

A Model of Balance-of-Payments Crises

1979 • 3,034 citations

Currency crashes in emerging markets: An empirical treatment

1996 • 1,979 citations

Leading Indicators of Currency Crises

1998 • 1,663 citations

Collapsing exchange-rate regimes

1984 • 1,256 citations

Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?

2001 • 825 citations

Industrial Structure and the Comparative Behavior of International Stock Market Indices

1992 • 603 citations

Financial Crises in Emerging Markets: The Lessons from 1995

1996 • 586 citations

Mexico's balance-of-payments crisis: a chronicle of a death foretold

1996 • 567 citations

Are Currency Crises Predictable? A Test

1999 • 421 citations

When an event is not an event: the curious case of an emerging market

2000 • 385 citations

Does foreign exchange intervention work?

1995 • 310 citations

Recurrent Devaluation and Speculative Attacks on the Mexican Peso

1986 • 275 citations

Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market

1995 • 275 citations

New Techniques to Extract Market Expectations from Financial Instruments

1997 • 245 citations

Investment, devaluation, and foreign currency exposure: The case of Mexico

2005 • 212 citations

Exchange Rate Expectations: A Survey of Survey Studies

1991 • 200 citations

The Collapse of the Mexican Peso: What Have We Learned?

1996 • 191 citations

Liberalized Portfolio Capital Inflows in Emerging Markets: Sterilization, Expectations, and the Incompleteness of Interest Rate Convergence

1996 • 125 citations

One Year of Solitude: Some Pilgrim Tales about Mexico's 1994-1995 Crisis

1996 • 87 citations

Expected and Predicted Realignments: The FF/DM Exchange Rate during the EMS, 1979-93

1995 • 71 citations

Country and Currency Risk Premia in an Emerging Market

1998 • 62 citations

Predicting exchange rate crises

1994 • 53 citations

Credibility, Reputation, and the Mexican Peso Crisis

1999 • 50 citations

Are Currency Crises Predictable?

1997 • 43 citations

Mexico's Currency Risk Premia in 1992-94: A Closer Look at the Interest Rate Differentials

1996 • 43 citations

Foreign Exchange Exposure on the Spanish Stock Market: Sources of Risk and Hedging

1998 • 18 citations

Mexico'S Currency Risk Premia in 1992-1994: A Closer Look At the Interest Rate Differentials

1996 • 17 citations

The DAX and the Dollar: The Economic Exchange Rate Exposure of German Corporations

1998 • 17 citations

An Analysis of Exchange Market Intervention of Industrial and Developing Countries (Analyse des politiques d'intervention sur le marche des changes, adoptees par les pays industrialises et les pays en developpement) (Analisis de la intervencion de los paises industriales y en desarrollo en los mercados de divisas)

1982 • 16 citations

The Mexican Peso Crisis: Overview and Analysis of Credibility Factors

1996 • 14 citations

Devaluation Expectations and the Stock Market: The Case of Mexico in 1994/1995

2000 • 12 citations

Determining underlying macroeconomic fundamentals during emerging market crises: Are conditions as bad as they seem?

2006 • 11 citations

Devaluation-risk-related peso problems in stock returns

2000 • 7 citations

Exchange Rate Devaluations and Peso Phenomena in Stock Returns

1998 • 4 citations