The forward premium puzzle in a model of imperfect information

Time Series Analysis.

1995 • 11,935 citations

Optimal Filtering

1982 • 3,342 citations

Monetary Policy Shocks: What Have We Learned and to What End?

1998 • 1,908 citations

Interest rates and currency prices in a two-country world

1982 • 1,337 citations

The forward discount anomaly and the risk premium: A survey of recent evidence

1996 • 1,172 citations

What Does Monetary Policy Do?

1996 • 1,136 citations

Conditional variance and the risk premium in the foreign exchange market

1985 • 512 citations

Exchange Rate Theory and Practice

1984 • 506 citations

International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence

1982 • 379 citations

On biases in the measurement of foreign exchange risk premiums

1993 • 284 citations

Risk, uncertainty, and exchange rates

1989 • 238 citations

The effect of political risk on the forward exchange bias: the case of elections

1992 • 79 citations

Profits, risk, and uncertainty in foreign exchange markets

1993 • 57 citations

Interest rate parity and the exchange risk premium Evidence from panel data

1992 • 23 citations

Interest Rate Parity and the Exchange Risk Premium

1993 • 9 citations