A model of international asset pricing

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1973 • 6,653 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Are Government Bonds Net Wealth?

1974 • 6,026 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

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

1980 • 2,192 citations

On the Effects of Barriers to International Investment

1981 • 662 citations

How Far Can We Push The "Law of One Price"?

1976 • 606 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

Handbook of mathematical economics:

1982 • 389 citations

The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article (Theorie de la parite des pouvoirs d'achat des taux de change: une etude) (La teoria de los tipos de cambio basados en la paridad del poder adquisitivo: Articulo de repaso)

1976 • 318 citations

AN EMPIRICAL TEST OF THE ALTERNATIVE HYPOTHESES OF NATIONAL AND INTERNATIONAL PRICING OF RISKY ASSETS

1977 • 276 citations

Price behavior in the light of balance of payments theories

1978 • 225 citations

International Financial Management

2022 • 210 citations

On the Effects of Barriers to International Investment

1981 • 176 citations

Purchasing power parity under fixed and flexible exchange rates

1978 • 135 citations

TESTING INTERNATIONAL ASSET PRICING: SOME PESSIMISTIC VIEWS

1977 • 134 citations

Money, Bonds, and Foreign Exchange

2016 • 133 citations

The diversifiability of exchange risk

1979 • 123 citations

OPTIMAL INTERNATIONAL ACQUISITIONS

1975 • 106 citations

Exchange-rate determination : a survey of popular views and recent models

1978 • 99 citations

Money, bonds and foreign exchange

1979 • 99 citations

Recent Developments in Monetary Models of Exchange Rate Determination (Evolution recente des modeles monetaires de determination des taux de change) (Progreso reciente en el campo de los modelos monetarios para la determinacion del tipo de cambio)

1979 • 96 citations

The Covered-Arbitrage Schedule: A Critical Survey of Recent Developments

1970 • 86 citations

On the microeconomic theory of investment under uncertainty

1977 • 79 citations

A pure foreign exchange asset pricing model

1977 • 79 citations

An Empirical Test of the Alternative Hypotheses of National and International Pricing of Risky Assets

1977 • 73 citations

Monetary Policy Under Exchange Rate Flexibility

1979 • 67 citations

International Investment and Interest Rate Linkages under Flexible Exchange Rates

1977 • 64 citations

The consumption based asset pricing model

1981 • 62 citations

The political economy of monetary reform

1978 • 47 citations

International Financial Management.

1977 • 37 citations

The Purchasing-Power-Parity Theory: In Defense of Gustav Cassel as a Modern Theorist

1967 • 36 citations

Optimal International Acquisitions

1975 • 27 citations

Testing International Asset Pricing: Some Pessimistic Views

1977 • 27 citations

The integration of National financial markets: A review of theory and findings

1978 • 25 citations

The European capital markets

1963 • 20 citations

Portfolio Choice and the Demnand for Forward Exchange

2016 • 16 citations

The Ins and Outs of Foreign Investment

1978 • 16 citations

Foreign Economic Policy for the United States

1949 • 12 citations