1. La crise monétaire turque de 2000/2001 : analyse de léchec du plan de stabilisation par le change du FMI. (2006). Reynaud, Julien ; Héricourt, Jérôme.
   In: Cahiers de la Maison des Sciences Economiques.
   RePEc:mse:wpsorb:bla06009.

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2. Cointegrating behaviour between spot and forward exchange rates. (2005). McMillan, David G..
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:15:y:2005:i:16:p:1135-1144.

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3. Long run trends and volatility spillovers in daily exchange rates. (2004). Black, Angela ; McMillan, David G..
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:14:y:2004:i:12:p:895-907.

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4. The stable long-run CAPM and the cross-section of expected returns. (2002). Kim, Jeong-Ryeol.
   In: Discussion Paper Series 1: Economic Studies.
   RePEc:zbw:bubdp1:4170.

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5. The Applied Cointegration Analysis for the Open Economy: A Critical Review. (1999). Kang, Heejoon.
   In: Open Economies Review.
   RePEc:kap:openec:v:10:y:1999:i:3:p:325-346.

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6. Cointegration and Forward and Spot Exchange Rate Regressions. (1998). Zivot, Eric.
   In: Econometrics.
   RePEc:wpa:wuwpem:9812001.

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1. More on the energy / non-energy commodity price link. (2009). Baffes, John.
   In: Policy Research Working Paper Series.
   RePEc:wbk:wbrwps:4982.

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2. The Forward Premium Puzzle only emerges gradually. (2007). von Hagen, Juergen ; de Vries, Casper ; Bernoth, Kerstin ; Jürgen von Hagen, .
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20070033.

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3. A non-parametric analysis of ERM exchange rate fundamentals. (2007). Torres, Jose.
   In: Empirical Economics.
   RePEc:spr:empeco:v:32:y:2007:i:1:p:67-84.

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4. Interaction of European Carbon Trading and Energy Prices. (2007). Bunn, Derek W. ; Fezzi, Carlo.
   In: Working Papers.
   RePEc:fem:femwpa:2007.63.

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5. The Forward Premium Puzzle: new evidence from futures contracts. (2007). .
   In: Working Papers.
   RePEc:dnb:dnbwpp:125.

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6. Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach. (2007). Poghosyan, Tigran ; de Haan, Jakob.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_2060.

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7. Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach. (2006). Shimotsu, Katsumi ; Nielsen, Morten.
   In: Working Paper.
   RePEc:qed:wpaper:1029.

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8. Generalized long memory processes, failure of cointegration tests and exchange rate dynamics. (2006). Smallwood, Aaron ; Norrbin, Stefan.
   In: Journal of Applied Econometrics.
   RePEc:jae:japmet:v:21:y:2006:i:4:p:409-417.

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9. The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests. (2006). lucey, brian ; Aggarwal, Raj ; Mohanty, Sunil K..
   In: The Institute for International Integration Studies Discussion Paper Series.
   RePEc:iis:dispap:iiisdp123.

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10. Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach.. (2006). Papadopoulos, Athanasios ; Giannellis, Nikolaos.
    In: Working Papers.
    RePEc:crt:wpaper:0717.

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11. Cointegrating behaviour between spot and forward exchange rates. (2005). McMillan, David G..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:16:p:1135-1144.

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12. Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float. (2004). Wickremasinghe, Guneratne.
    In: International Trade.
    RePEc:wpa:wuwpit:0406007.

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13. International Finance, Levy Distributions, and the Econophysics of Exchange Rates. (2004). Da Silva, Sergio.
    In: International Finance.
    RePEc:wpa:wuwpif:0405018.

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14. Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997. (2004). Los, Cornelis ; Karuppiah, Jeyanthi .
    In: Finance.
    RePEc:wpa:wuwpfi:0409037.

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15. Analyzing imputed financial data: a new approach to cluster analysis. (2004). Degennaro, Ramon ; Bensmail, Halima.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-20.

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16. Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market. (2004). Moh, Young-Kyu ; Mark, Nelson.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:762.

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17. Testing forward exchange rate unbiasedness efficiently: a semiparametric approach. (2004). LINTON, OLIVER ; Hodgson, Douglas ; Vorkink, Keith.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:7:y:2004:n:2:p:325-353.

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18. A Non-parametric analysis of ERM exchange rate fundamentals. (2004). Torres, Jose.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2004_25.

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19. Dynamics of Intra-EMS Interest Rate Linkages. (2004). Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:492.

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20. Evidence on the stationarity of ERM exchange rates. (2003). Zhou, S..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:4:p:231-233.

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21. Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market. (2003). Moh, Young-Kyu ; Mark, Nelson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9948.

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22. Dusting off the Perception of Risk and Returns in FOREX Markets. (2003). Cumperayot, Phornchanok.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_904.

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23. The stable long-run CAPM and the cross-section of expected returns. (2002). Kim, Jeong-Ryeol.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4170.

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24. Dynamics of Intra-EMS Interest Rate Linkages. (2002). Barkoulas, John ; Baum, Christopher.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:13.

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25. Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics. (2002). Nielsen, Morten.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2002-7.

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26. Optimal hedge ratios and alternative hedging strategies in the presence of cointegrated time-varying risks. (2001). Ah-Boon Sim, Ralf Zurbruegg, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:7:y:2001:i:3:p:269-283.

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27. Risk Premiums and Exchange Rate Expectations: A Reassessment of the So-Called Dollar Peg Policies of Crisis East Asian Countries, 1994-97. (2001). Takagi, Shinji ; Shinji, TAKAGI ; Taro, ESAKA .
    In: ESRI Discussion paper series.
    RePEc:esj:esridp:003.

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28. Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums. (2001). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:461.

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29. The efficiency hypothesis and the role of ‘news’ in the Euro/British pound exchange rate market: an empirical analysis using daily data. (2000). Napolitano, Oreste.
    In: ISER Working Paper Series.
    RePEc:ese:iserwp:2000-30.

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30. The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test. (2000). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher ; Delcoure, Natalya.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:464.

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31. Exchange Rate Uncertainty and Firm Profitability. (2000). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:422.

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32. Persistent Dependence in Foreign Exchange Rates? A Reexamination. (2000). Chakraborty, Atreya ; Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:377.

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33. The forward rate unbiasedness hypothesis in inflation-targeting regimes. (1999). Razzak, Weshah.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:1999/03.

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34. The Applied Cointegration Analysis for the Open Economy: A Critical Review. (1999). Kang, Heejoon.
    In: Open Economies Review.
    RePEc:kap:openec:v:10:y:1999:i:3:p:325-346.

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35. Cointegration and Forward and Spot Exchange Rate Regressions. (1998). Zivot, Eric.
    In: Econometrics.
    RePEc:wpa:wuwpem:9812001.

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36. Stochastic trends and cointegration in the market for equities. (1998). Ackert, Lucy ; Racine, Marie D..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:98-13.

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37. Market efficiency and cointegration: Some evidence in Pacific-Basin black exchange markets. (1997). Pan, Ming-Shiun ; Cheng, Louis ; Chan, Kam.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:21:y:1997:i:1:p:25-31.

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38. Symmetry and Asymmetry of Supply and Demand Shocks in the European Union. (1997). Boone, Laurence.
    In: Working Papers.
    RePEc:cii:cepidt:1997-03.

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39. Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples. (1997). van Norden, Simon ; Godbout, Marie-Josee.
    In: Staff Working Papers.
    RePEc:bca:bocawp:97-1.

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40. Exchange rate cointegration across central bank regime shifts. (1996). Lopez, Jose.
    In: Research Paper.
    RePEc:fip:fednrp:9602.

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41. Fractional Cointegration Analysis of Long Term International Interest Rates. (1996). Barkoulas, John ; Baum, Christopher ; Oguz, Gurkan S..
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:315.

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42. A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency. (1996). Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:311.

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43. Unit-Root Test and Excess Returns.. (1996). van Norden, Simon ; Godbout, M. J..
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-10.

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44. Testing for Nonlinearities in Economic and Financial Time Series. (1995). Stevenson, Max ; Peat, Maurice.
    In: Working Paper Series.
    RePEc:uts:wpaper:48.

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45. Testing for non-linear dependence in inter-war exchange rates. (1994). Peel, David ; Speight, Alan.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:130:y:1994:i:2:p:391-417.

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46. Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s. (1994). Phillips, Peter ; McMahon, Patrick C. ; McFarland, James W..
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1080.

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47. Canadian foreign exchange policies: Intervention, control, cointegration. (1992). Chowdhory, Mustafa ; Booth, G..
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:128:y:1992:i:1:p:21-33.

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48. Efficiency in German and Japanese foreign exchange markets: Evidence from cointegration techniques. (1992). Tronzano, Marco.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:128:y:1992:i:1:p:1-20.

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49. Trends in Expected Returns in Currency and Bond Markets. (1992). Lewis, Karen ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4116.

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50. Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation. (1992). Kang, Heejoon.
    In: Open Economies Review.
    RePEc:kap:openec:v:3:y:1992:i:2:p:215-232.

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