Major Influences on the Australian Dollar Exchange Rate

Expectations and Exchange Rate Dynamics

1976 • 4,751 citations

Statistical Inference in Instrumental Variables Regression with I(1) Processes

1990 • 4,269 citations

Empirical exchange rate models of the seventies

1983 • 4,141 citations

Forward Discount Bias: Is it an Exchange Risk Premium?

1989 • 756 citations

Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period

1988 • 750 citations

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

2014 • 628 citations

SOME IMPLICATIONS OF THE GROWTH OF THE MINERAL SECTOR*

1976 • 327 citations

The international linkage of real interest rates: The European-US connection

1986 • 184 citations

WAS IT REAL? THE EXCHANGE RATE-INTEREST DIFFERENTIAL RALATION OVER THE MODERN FLOATING-RATE PERIOD

1988 • 77 citations

Asset markets, exchange rates and the balance of payments

2000 • 73 citations

Short Rates and Expected Asset Returns

1990 • 49 citations

Exchange Rate Pass-through: The Different Responses of Importers and Exporters

1993 • 21 citations

Speculative Efficiency and the Exchange Rate: Some Evidence Since the Float

1988 • 21 citations

RDP8906 A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance

1989 • 19 citations

Capital Flows and Exchange Rate Determination

1983 • 19 citations

Australia’s Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials?

1991 • 5 citations

SAVING AND INVESTMENT IN THE 1980s

1990 • 4 citations

THE BALANCE OF PAYMENTS IN THE 1980s

1990 • 3 citations