Foreign currency futures

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1982 • 13,306 citations

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1982 • 7,816 citations

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1962 • 7,696 citations

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1976 • 5,457 citations

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1976 • 2,931 citations

The Jackknife: The Bootstrap and Other Resampling Plans.

1983 • 2,827 citations

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1984 • 2,213 citations

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

1980 • 2,192 citations

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1984 • 2,013 citations

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2015 • 1,924 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1982 • 1,846 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 1,514 citations

Interest rates and currency prices in a two-country world

1982 • 1,337 citations

Econometric policy evaluation: A critique

1976 • 1,179 citations

The relation between forward prices and futures prices

1981 • 770 citations

Conditional variance and the risk premium in the foreign exchange market

1985 • 512 citations

Exchange Rate Theory and Practice

1984 • 506 citations

The "Speculative Efficiency" Hypothesis

1981 • 440 citations

Exchange rates and international macroeconomics

1984 • 403 citations

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

1982 • 379 citations

An investigation of risk and return in forward foreign exchange

1984 • 332 citations

Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models

1983 • 294 citations

Two-step two-stage least squares estimation in models with rational expectations

1983 • 259 citations

A continuous time equilibrium model of forward prices and futures prices in a multigood economy

1981 • 235 citations

The covariation of risk premiums and expected future spot exchange rates

1986 • 197 citations

A Note on Exchange‐Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

1981 • 186 citations

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

1985 • 177 citations

Forward and Futures Prices: Evidence from the Foreign Exchange Markets

1981 • 176 citations

A comparison of futures and forward prices

1983 • 169 citations

Tests of rational expectations and no risk premium in forward exchange markets

1984 • 158 citations

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

1985 • 153 citations

The Pricing of Forward Contracts for Foreign Exchange

1985 • 142 citations

Money in a theory of finance

1984 • 120 citations

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1985 • 90 citations

A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

1981 • 83 citations

Is Real-World Price a Tale Told by the Idiot of Chance?

1976 • 74 citations

Asset-return anomalies in a monetary economy

1987 • 69 citations

Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models

1985 • 60 citations

Forward and Futures Prices: Evidence from the Foreign Exchange Markets

1981 • 38 citations

An Investigation of Commodity Futures Prices Using the Consumption-Based Intertemporal Capital Asset Pricing Model

1985 • 16 citations

Three essays on the pricing of derivative claims

1983 • 8 citations