Disaster Risk and Asset Returns: An International Perspective
with Edith Liu, Journal of International Economics, May 2017, 108: pp. S42-S58. Read more →
Differences of Opinion and International Equity Markets
with Bernard Dumas and Emilio Osambela, Review of Financial Studies, March 2017, 30: pp. 750-800. Read more →
Peso Problem
The New Palgrave Dictionary of Economics, 2nd Edition, Steven N. Durlauf and Lawrence E. Blume, eds, (Palgrave-Macmillan: New York), 2008. Read more →
Does Foreign Exchange Intervention Signal Future Monetary Policy?
(Joint with Graciela Kaminsky), Journal of Monetary Economics, April 1996, 37: 285-312. Read more →
Stochastic Regime Switching and Stabilizing Interventions within Regimes
International Journal of Finance and Economics, April 1996. Read more →
Occasional Interventions to Target Rates
American Economic Review, Sept 1995, 85: 691-715. Read more →
Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premium?
(Joint with Martin Evans) Review of Financial Studies, Sept 1995, 8, 709-742. Read more →
Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
(Joint with Martin Evans), Journal of Finance, March 1995, 50: 225-253. Read more →
Do Stationary Risk Premia Explain It All? Evidence from the Term Structure
(Joint with Martin Evans), Journal of Monetary Economics, April 1994, 33: 285-318. Read more →
El Proceso de Aprendizaje en los Regimenes Cambiarios (The Learning Process in Changing Regimes)
Cuadernos Economicos (Informacion Comercial Espanola, Madrid), 1993/1, 53: 77- 93. Read more →
Learning About Intervention Target Zones
(joint with Michael Klein), Journal of International Economics, December 1993, 35: 275-295. Read more →
Trends in Excess Returns in Currency and Bond Markets
(joint with Martin Evans), European Economic Review, June 1993, 37: 1005-1020. Read more →
Peso Problem, in J. Eatwell, M. Milgate, and P. Newman, eds.
The New Palgrave Dictionary of Money and Finance (Macmillan Press, London), 1992. Read more →
Was There a `Peso Problem' in the U.S. Interest Rate Term Structure: 1979-1982?
International Economic Review, February 1991, 32: 159-173. Read more →
Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange
American Economic Review, September 1989, 79: 621-636. Read more →
Can Learning Affect Exchange Rate Behavior? The Case of the Dollar in the Early 1980's
Journal of Monetary Economics, January 1989, 23: 79-100. Read more →
The Persistence of the `Peso Problem' When Policy is Noisy
Journal of International Money and Finance, March 1988, 7: 5-21. Read more →