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

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Specification Searches: Ad Hoc Inference with Non-Experimental Data.

1981 • 1,125 citations

Information, futures prices, and stabilizing speculation

1978 • 412 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION

1977 • 269 citations

Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange

1979 • 150 citations

The Theory Of Forward Exchange

1938 • 122 citations

An Economic Theory of Monetary Reform

1980 • 114 citations

A pure foreign exchange asset pricing model

1977 • 79 citations

Further evidence on expectations and the demand for money during the German hyperinflation

1979 • 60 citations

Operational Aspects of the Siegel Paradox

1975 • 54 citations

Exchange Rates in The 1920's: A Monetary Approach

1978 • 24 citations

Least-Squares Estimation of Autoregressions with Some Unit Roots

1978 • 12 citations

The French Franc

2010 • 5 citations