The Term Structure of Euromarket Interest Rates: An Empirical Investigation

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Forward and spot exchange rates

1984 • 2,213 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1982 • 1,846 citations

Interest rates and currency prices in a two-country world

1982 • 1,337 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 447 citations

Testing asset pricing models with changing expectations and an unobservable market portfolio

1985 • 321 citations

Stock Returns and the Term Structure

1985 • 256 citations

Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?

1984 • 229 citations

On time varying risk premia in the foreign exchange market: An econometric analysis

1985 • 177 citations

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

1979 • 150 citations