US money announcements and covered interest parity: The case of Japan

Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market

1979 • 494 citations

Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s

1981 • 488 citations

Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s

1982 • 446 citations

Exchange Rate Economics: Where Do We Stand?

1980 • 403 citations

Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods

1977 • 315 citations

Why interest rates react to money announcements

1984 • 180 citations

Market Response to the Weekly Money Supply Announcements in the 1970s

1981 • 166 citations

Commodity Prices, Money Surprises and Fed Credibilit

1985 • 160 citations

THE REACTION OF EXCHANGE RATES TO ECONOMIC NEWS

1985 • 146 citations

The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises

1981 • 132 citations

Money supply announcements, interest rates, and foreign exchange

1982 • 124 citations

Market perceptions of federal reserve policy and the weekly monetary announcements

1984 • 116 citations

Money Supply Announcements and Interest Rates: Another View

1983 • 116 citations

An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy

1983 • 114 citations

One-Way Arbitrage and Its Implications for the Foreign Exchange Markets

1979 • 101 citations

Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements

1985 • 76 citations

Market Response to the Weekly Money Supply Announcements in the 1970s

1981 • 57 citations

Some Evidence on the International Transmission of U. S. Money Supply Announcement Effects

1985 • 39 citations

Changing interest rate responses to money announcements: 1977–1983

1985 • 33 citations

The Impact of New Economic Information on the Volatility Of Short-Term Interest Rates

1983 • 31 citations

Integration of Domestic and International Financial Markets: The Japanese Experience (Integration des marches interieurs et internationaux de capitaux: le cas du Japon) (Integracion de los mercados financieros interno e internacional: La experiencia japonesa)

1984 • 24 citations

Capital Controls and Covered Interest Parity

1983 • 22 citations

Social security payments, money supply announcements, and interest rates

1988 • 17 citations

The response of interest rates to money announcements under alternative operating procedures and reserve requirement systems

1985 • 10 citations

Interest rates and exchange rates: Some new empirical results

1985 • 5 citations