International Investment and Interest Rate Linkages under Flexible Exchange Rates

The American Economic Review

2013 • 15,972 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

1969 • 5,148 citations

The Purchasing-Power Parity Doctrine: A Reappraisal

1964 • 3,240 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

The Theory of Interest

2013 • 2,919 citations

Theoretical Notes on Trade Problems

1964 • 2,444 citations

The Review of Economics and Statistics

1997 • 1,453 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

An Analytic Derivation of the Efficient Portfolio Frontier

1972 • 1,039 citations

Studies in the Theory of Capital Markets.

1973 • 644 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

Covered Interest Arbitrage: Unexploited Profits?

1975 • 435 citations

The Interest Rate Parity Theorem: A Reinterpretation

1973 • 329 citations

National Monetary Policies and the International Financial System

1975 • 188 citations

Princeton Essays in International Finance

1969 • 164 citations

A fundamental symmetry in international payment patterns

1973 • 162 citations

Mathematics of Speculative Price

1973 • 144 citations

The Minimum Covered Interest Differential Needed for International Arbitrage Activity

1969 • 108 citations

Essays in economics

1971 • 88 citations

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

1970 • 86 citations

Purchasing Power Parity As An Explanation of Long-Term Changes In Exchange Rates

1970 • 82 citations

International Economics

1972 • 54 citations

Mathematical topics in economic theory and computation

1972 • 45 citations

An Analysis of Floating Exchange Rates: The Dollar-Sterling Rate, 1919-1925

1972 • 44 citations

The benefits of international money

1972 • 42 citations

A Note on Interest Parity and the Supply of Arbitrage Funds

1970 • 41 citations

A Theoretical and Empirical Framework for Analyzing the Term Structure of Exchange Rate Expectations (Cadre theorique et empirique pour une analyse de l'evolution probable de la structure des taux de change) (Un marco teorico y empirico para analizar la estructura cronologica de las expectativas de tipos de cambio)

1971 • 38 citations

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

1967 • 36 citations

Monetary theory and controlled flexibility in the foreign exchanges

1971 • 32 citations

Elasticities and the Interest Parity Theory

1973 • 32 citations

Monetary and Fiscal Policy in a Growing Economy.

1972 • 22 citations

Duncan K.Foley and Miguel Sidrauski;Monetary and Fiscal Policy in a Growing Economy,1971

1972 • 17 citations

Uncertainty and the demand for liquid assets

1970 • 13 citations

Journal of Political Economy

2004 • 13 citations

Causes of Deviation from Interest-Rate Parity: Comment

1972 • 11 citations

Spot Rates, Forward Rates, and Interest-Rate Differentials

1972 • 10 citations

Equilibrium Interest on Special Drawing Rights

1974 • 3 citations