Exchange Rate Expectations and the Risk Premium: Tests For A Cross Section of 17 Currencies*

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Forward and spot exchange rates

1984 • 2,213 citations

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

1980 • 2,192 citations

Anomalies: Foreign Exchange

1990 • 955 citations

Forward Discount Bias: Is it an Exchange Risk Premium?

1989 • 756 citations

FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA

2003 • 393 citations

Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations

1986 • 389 citations

An investigation of risk and return in forward foreign exchange

1984 • 332 citations

Exchange Rates and International Macroeconomics

1983 • 284 citations

The Foreign Exchange Market: A Random Walk with a Dragging Anchor

1988 • 272 citations

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

1988 • 260 citations

Exchange Rate Expectations: A Survey of Survey Studies

1991 • 200 citations

Are foreign exchange forecasts rational?

1986 • 184 citations

Foreign exchange rate expectations: Micro survey data

1989 • 150 citations

How Well Do Economists Forecast Stock Market Prices? A Study of the Livingston Surveys

1988 • 75 citations

The Rationality of Federal Funds Rate Expectations: Evidence from a Survey

1989 • 31 citations

EXCHANGE RATE SURVEY DATA: A DISAGGREGATED G‐7 PERSPECTIVE

1992 • 31 citations

PRACTITIONERS’ CORNER: Unit Roots and Survey Data^*

1989 • 29 citations

Best Linear Unbiased Estimation of Missing Observations in an Economic Time Series

1976 • 11 citations

Inflation expectations surveys as predictors of inflation and behavior in financial and labor markets

1989 • 6 citations