Is it signalling? Exchange intervention and the dollar-Deutschemark rate

Empirical exchange rate models of the seventies

1983 • 4,141 citations

Econometric Issues in the Analysis of Regressions with Generated Regressors

1984 • 2,277 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

Target Zones and Exchange Rate Dynamics

1991 • 1,163 citations

The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

2014 • 628 citations

Asymptotic Theory for Econometricians

1984 • 602 citations

The Case of the Missing Money

1976 • 554 citations

The collapse of purchasing power parities during the 1970's

1981 • 456 citations

In search of the exchange risk premium: A six-currency test assuming mean-variance optimization

1982 • 313 citations

The Specification and Influence of Asset Markets

1985 • 294 citations

Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?

1986 • 268 citations

The empirical evidence on the efficiency of forward and futures foreign exchange markets

1988 • 260 citations

The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets

1989 • 195 citations

Chapter 15 The specification and influence of asset markets

1985 • 193 citations

On the effects of sterilized intervention

1984 • 161 citations

International economic policy: Theory and evidence

1980 • 134 citations

Testing the Efficiency of the Canadian‐U.S. Exchange Market under the Assumption of no Risk Premium

1981 • 130 citations

Recent Instability of the Demand for Money: An International Perspective

1981 • 114 citations

Exchange-Rate Dynamics: An Empirical Investigation

1981 • 110 citations

Market responses to coordinated central bank intervention

1990 • 110 citations

Exchange Rate Stability and Managed Floating: The Experience of the Federal Republic of Germany (Stabilite du taux de change et flottement dirige: l'experience de l'Allemagne federale) (La estabilidad de los tipos de cambio y la flotacion dirigida: La experiencia alemana)

1976 • 95 citations

A Test of Perfect Substitutability in the Foreign Exchange Market

1982 • 93 citations

Relationships among exchange rates, intervention, and interest rates: An empirical investigation

1984 • 89 citations

Expectations and the Forward Exchange Rate

1981 • 88 citations

The monetary approach to exchange rate determination under rational expectations: The dollar-deutschmark rate

1985 • 88 citations

Is it risk?

1988 • 85 citations

A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

1981 • 83 citations

The Portfolio-Balance Model of Exchange Rates and Some Structural Estimates of the Risk Premium (Modele d'equilibre de portefeuilles applique aux taux de change et certaines estimations (structurelles) de la prime de risque) (El modelo de equilibrio de cartera para los tipos de cambio y algunas estimaciones estructurales de la prima de riesgo)

1983 • 78 citations

The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets

1989 • 70 citations

The Effectiveness of Foreign-Exchange Intervention: Recent Experience

1988 • 68 citations

A portfolio-balance rational-expectations model of the dollar-mark exchange rate

1982 • 68 citations

Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium

1981 • 64 citations

A standard monetary model and the variability of the deutschemark-dollar exchange rate

1987 • 44 citations

Inflation and Unemployment in Open Economies

1980 • 31 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

Market Responses To Coordinated Central Bank Intervention

1989 • 16 citations

Monetary Stabilization with and without Government Credibility

1981 • 14 citations

Tests of International CAPM with Time-Varying Covariances

1987 • 13 citations

Small empirical models of exchange market intervention: applications to Germany, Japan, and Canada

1985 • 11 citations

Estabilización monetaria y credibilidad del gobierno

1981 • 7 citations

Monetary Stabilization with and without Government Credibility (Stabilisation monetaire avec ou sans credibilite gouvernementale) (Estabilizacion monetaria y credibilidad del gobierno)

1981 • 7 citations