An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination

Empirical exchange rate models of the seventies

1983 • 4,141 citations

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

1973 • 2,868 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence

1977 • 970 citations

Testing for Nonlinear Dependence in Daily Foreign Exchange Rates

1989 • 683 citations

An examination of foreign exchange risk under fixed and floating rate regimes

1977 • 240 citations

Risk, uncertainty, and exchange rates

1989 • 238 citations

Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach

1985 • 153 citations

The Out-of-Sample Forecasting Performance of Exchange Rate Models when Coefficients are Allowed to Change

1987 • 121 citations

The Exchange Rate and the Balance of Payments

1986 • 11 citations