Beating the Foreign Exchange Market

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Forward and spot exchange rates

1984 • 2,213 citations

Filter Rules and Stock-Market Trading

1966 • 846 citations

Price Movements in Speculative Markets : Trends or Random Walks

1961 • 643 citations

Covered Interest Arbitrage: Unexploited Profits?

1975 • 435 citations

Exchange Rate Economics: Where Do We Stand?

1980 • 403 citations

Differential Information and Performance Measurement Using a Security Market Line

1985 • 365 citations

Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods

1977 • 315 citations

The covariation of risk premiums and expected future spot exchange rates

1986 • 197 citations

The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates

1978 • 153 citations

Official Intervention in the Foreign Exchange Market, or, Bet Against the Central Bank

1982 • 110 citations

Exchange Rate Economics: Where Do We Stand?

1982 • 106 citations

Covered Interest Arbitrage: Unexploited Profits? Comment

1979 • 100 citations

Analysis of Short-Run Exchange Rate Behavior March, 1973 to September, 1975

1976 • 89 citations

Speculative behavior of foreign exchange rates during the current float

1978 • 55 citations

Exchange Rates, Trade and the U. S. Economy

1986 • 53 citations

Effects of Central Bank Intervention in the Foreign Exchange Market (Effets de l'intervention de la banque centrale dans les marches des changes) (Efectos de la intervencion de los bancos centrales en los mercados de divisas)

1981 • 32 citations

A General Test of a Filter Effect

1979 • 19 citations

The international monetary system: A time of turbulence

1983 • 13 citations

The international monetary system : a time of turbulence

1982 • 4 citations