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Asset market and balance of payments characteristics: An eclectic exchange rate model for the dollar, mark, and yen (IMF working paper) by Ronald MacDonald
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Recommended books:
Soft exchange rate bands and speculative attacks: Theory, and evidence from the ERM since August 1993 (Staff reports) - Leonardo Bartolini
Excess volatility and the asset-pricing exchange rate model with unobservable fundamentals (IMF working paper) - Leonardo Bartolini
International risk-sharing and the transmission of productivity shocks (Working papers) - Giancarlo Corsetti
Exchange risk, parity relations and relevance of hedging (Research paper - Graduate School of Business, Columbia University ; no. 162A) - Michael Adler
Optimal foreign exchange market intervention with rational expectations (Princeton University. Econometric Research Program. Research memorandum) - Willem H Buiter
Foreign exchange: Macro puzzles, micro tools (Pacific Basin working paper series) - Richard K Lyons
National monetary independence and managed floating exchange rates (Research paper - Federal Reserve Bank of Dallas) - Leroy O Laney
Asset prices and exchange rates (NBER working paper series) - Anna Pavlova
Foreign exchange operations of U.S. banks (International finance discussion papers) - Robert C Bradshaw
The implications of a floating exchange rate regime: A survey of Federal Reserve System papers (International finance discussion papers) - Jo Anna Gray
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