Concepedia

Currency Pricing Models

Currency Pricing Models is a quantitative framework within the field of international finance that belongs to the class of financial valuation models and is specifically distinguished by its purpose of determining the theoretical value of foreign exchange rates based on economic fundamentals, market conditions, or statistical relationships.

545

Publications

40.1K

Citations

809

Authors

480

Institutions

Publications per year

2017–2026

73

Parents

Publications

545

Empirical exchange rate models of the seventies

Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations

, , +12

Interest rates and currency prices in a two-country world

Robert E. Lucas · Journal of Monetary Economics · 1982 · 1.3K citations

, , +11

Foreign currency option values

Mark B. Garman, Steven W. Kohlhagen · Journal of International Money and Finance · 1983 · 1.1K citations

, , +10

Exchange Rates and Fundamentals

Charles Engel, Kenneth D. West · Journal of Political Economy · 2005 · 770 citations

, , +8

Exchange rate dynamics in a model of pricing-to-market

Caroline Betts, Michael B. Devereux · Journal of International Economics · 2000 · 769 citations

, , +12

1–5 of 545

Authors

809

  1. MC
    Menzie Chinn

    University of Wisconsin–Madison, United States

    13 publications · 1.4K citations

    13

    h-index

  2. CE
    Charles Engel

    University of Wisconsin–Madison, United States

    13 publications · 2.4K citations

    12

    h-index

  3. YC
    Yin‐Wong Cheung

    University of California, Santa Cruz, United States

    9 publications · 1.2K citations

    9

    h-index

  4. GG
    Gita Gopinath

    Harvard University, United States

    7 publications · 1.3K citations

    7

    h-index

  5. MB
    Michael B. Devereux

    University of British Columbia, Canada

    7 publications · 2.1K citations

    7

    h-index

1–5 of 809

Institutions

480

  1. National Bureau of Economic Research

    Cambridge, United States

    23 h-index

    50 publications

    6.4K citations

  2. Centre for Economic Policy Research

    London, United Kingdom

    17 h-index

    22 publications

    1.3K citations

  3. International Monetary Fund

    Washington D.C., United States

    16 h-index

    28 publications

    3.7K citations

  4. University of Wisconsin–Madison

    Madison, United States

    15 h-index

    18 publications

    2.2K citations

  5. University of California, Berkeley

    Berkeley, United States

    14 h-index

    18 publications

    7.5K citations

  6. Federal Reserve

    Washington D.C., United States

    9 h-index

    14 publications

    5.7K citations

  7. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    9 h-index

    12 publications

    1.1K citations

  8. London School of Economics and Political Science

    London, United Kingdom

    9 h-index

    12 publications

    1.1K citations

1–8 of 480

Venues

  1. SSRN Electronic Journal

    Repository · 62 publications · 2K citations

    26

    h-index

  2. Journal of International Money and Finance

    28 publications · 3.2K citations

    21

    h-index

  3. Journal of International Economics

    25 publications · 6.8K citations

    20

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 22 publications · 824 citations

    15

    h-index

  5. The Journal of Finance

    16 publications · 2.3K citations

    14

    h-index

1–5