Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions

Expectations and Exchange Rate Dynamics

1976 • 4,751 citations

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

1980 • 2,192 citations

A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence

1976 • 810 citations

Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s

1981 • 488 citations

Covered Interest Arbitrage: Unexploited Profits?

1975 • 435 citations

The ‘peso problem’ in testing the efficiency of forward exchange markets

1980 • 315 citations

The Real Interest Rate: An Empirical Investigation

1981 • 205 citations

Covered Interest Arbitrage: Unexploited Profits? Comment

1979 • 100 citations

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

1981 • 83 citations