Risk, uncertainty, and exchange rates

Generalized autoregressive conditional heteroskedasticity

1986 • 21,376 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Empirical exchange rate models of the seventies

1983 • 4,141 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Econometric Issues in the Analysis of Regressions with Generated Regressors

1984 • 2,277 citations

Forward and spot exchange rates

1984 • 2,213 citations

Modelling the persistence of conditional variances

1986 • 2,029 citations

Biometrika Tables for Statisticians

1967 • 1,460 citations

Interest rates and currency prices in a two-country world

1982 • 1,337 citations

Dynamic Macroeconomic Theory

1988 • 759 citations

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

2014 • 628 citations

Money and Interest in a Cash-in-Advance Economy

1987 • 567 citations

Money and Asset Prices in a Cash-in-Advance Economy

1985 • 420 citations

International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence

1982 • 379 citations

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

1988 • 260 citations

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

1985 • 153 citations

Money in a theory of finance

1984 • 120 citations

Stock Prices Under Time-Varying Dividend Risk: An Exact Solution In An Infinite-Horizon General Equilibrium Model

1988 • 119 citations

Capital flows, investment, and exchange rates

1987 • 99 citations

Asset-return anomalies in a monetary economy

1987 • 69 citations

Are Exchange Rates Excessively Variable?

1987 • 42 citations

Essays on macroeconomic implications of financial and labor markets and political processes

1984 • 28 citations

Deleted Work

1955 • 0 citations