Exchange Rates amd "News": A Multi-Currency Approach

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

1980 • 2,192 citations

The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating

1977 • 491 citations

Exchange Rate Economics: Where Do We Stand?

1980 • 403 citations

THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES

1975 • 364 citations

The Interest Rate Parity Theorem: A Reinterpretation

1973 • 329 citations

Capital Controls, Political Risk, and Deviations from Interest-Rate Parity

1980 • 316 citations

The Efficiency of Foreign Exchange Markets and Measures of Turbulence

1980 • 152 citations

Stochastic prices and tests of efficiency of foreign exchange markets

1980 • 83 citations