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2. Generalized long memory and mean reversion of the real exchange rate. (2010). Smallwood, Aaron ; Norrbin, Stefan.
   In: Applied Economics.
   RePEc:taf:applec:v:42:y:2010:i:11:p:1377-1386.

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3. An Encompassing Test of Real Interest Rate Equalization*. (2008). Smallwood, Aaron ; Norrbin, Stefan.
   In: Review of International Economics.
   RePEc:bla:reviec:v:16:y:2008:i:1:p:114-126.

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1. Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni.
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21. International Finance, Levy Distributions, and the Econophysics of Exchange Rates. (2004). Da Silva, Sergio.
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22. Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997. (2004). Los, Cornelis ; Karuppiah, Jeyanthi .
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26. Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market. (2004). Moh, Young-Kyu ; Mark, Nelson.
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28. A Non-parametric analysis of ERM exchange rate fundamentals. (2004). Torres, Jose.
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29. Dynamics of Intra-EMS Interest Rate Linkages. (2004). Barkoulas, John ; Baum, Christopher.
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30. Evidence on the stationarity of ERM exchange rates. (2003). Zhou, S..
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32. Dusting off the Perception of Risk and Returns in FOREX Markets. (2003). Cumperayot, Phornchanok.
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33. The stable long-run CAPM and the cross-section of expected returns. (2002). Kim, Jeong-Ryeol.
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34. Dynamics of Intra-EMS Interest Rate Linkages. (2002). Barkoulas, John ; Baum, Christopher.
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35. Inference on the cointegration rank in fractionally integrated processes. (2002). Hassler, Uwe ; Breitung, Jörg.
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36. Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics. (2002). Nielsen, Morten.
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37. Optimal hedge ratios and alternative hedging strategies in the presence of cointegrated time-varying risks. (2001). Ah-Boon Sim, Ralf Zurbruegg, .
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38. 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 .
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39. Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums. (2001). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
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40. 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.
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41. The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test. (2000). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher ; Delcoure, Natalya.
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42. Exchange Rate Uncertainty and Firm Profitability. (2000). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
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43. Persistent Dependence in Foreign Exchange Rates? A Reexamination. (2000). Chakraborty, Atreya ; Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
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44. The forward rate unbiasedness hypothesis in inflation-targeting regimes. (1999). Razzak, Weshah.
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45. The Applied Cointegration Analysis for the Open Economy: A Critical Review. (1999). Kang, Heejoon.
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46. Cointegration and Forward and Spot Exchange Rate Regressions. (1998). Zivot, Eric.
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47. Stochastic trends and cointegration in the market for equities. (1998). Ackert, Lucy ; Racine, Marie D..
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48. Market efficiency and cointegration: Some evidence in Pacific-Basin black exchange markets. (1997). Pan, Ming-Shiun ; Cheng, Louis ; Chan, Kam.
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49. Symmetry and Asymmetry of Supply and Demand Shocks in the European Union. (1997). Boone, Laurence.
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50. Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples. (1997). van Norden, Simon ; Godbout, Marie-Josee.
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51. Exchange rate cointegration across central bank regime shifts. (1996). Lopez, Jose.
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52. Fractional Cointegration Analysis of Long Term International Interest Rates. (1996). Barkoulas, John ; Baum, Christopher ; Oguz, Gurkan S..
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53. A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency. (1996). Barkoulas, John ; Baum, Christopher.
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54. Unit-Root Test and Excess Returns.. (1996). van Norden, Simon ; Godbout, M. J..
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55. Testing for Nonlinearities in Economic and Financial Time Series. (1995). Stevenson, Max ; Peat, Maurice.
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56. Testing for non-linear dependence in inter-war exchange rates. (1994). Peel, David ; Speight, Alan.
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57. Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s. (1994). Phillips, Peter ; McMahon, Patrick C. ; McFarland, James W..
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58. Canadian foreign exchange policies: Intervention, control, cointegration. (1992). Chowdhory, Mustafa ; Booth, G..
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59. Efficiency in German and Japanese foreign exchange markets: Evidence from cointegration techniques. (1992). Tronzano, Marco.
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60. Trends in Expected Returns in Currency and Bond Markets. (1992). Lewis, Karen ; Evans, Martin.
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61. Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation. (1992). Kang, Heejoon.
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