1. Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices. (2023). Shahbaz, Muhammad ; Mubarak, Muhammad Shujaat ; Ul, Asad.
   In: The Quarterly Review of Economics and Finance.
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2. The rolling causal structure between the Chinese stock index and futures. (2017). Xu, Xiaojie.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:31:y:2017:i:4:d:10.1007_s11408-017-0299-7.

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3. Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration. (2016). Ates, Aysegul.
   In: Journal of Economic and Financial Studies (JEFS).
   RePEc:lrc:lareco:v:4:y:2016:i:1:p:35-42.

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4. Evidence on Structural Instability in the Japanese Money Demand Function. (2013). TANG, Chor Foon.
   In: Margin: The Journal of Applied Economic Research.
   RePEc:sae:mareco:v:7:y:2013:i:3:p:255-272.

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5. The relationship between the Renminbi future spot return and the forward discount rate. (2013). Scholtens, Bert ; de Haan, Jakob ; Zhao, Yanping ; Yang, Haizhen.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:32:y:2013:i:c:p:156-168.

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6. Revisit Feldstein-Horioka puzzle: evidence from Malaysia. (2011). TANG, Chor Foon ; Lean, Hooi Hooi.
   In: Economics Bulletin.
   RePEc:ebl:ecbull:eb-10-00332.

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7. The stability of money demand function in Japan: Evidence from rolling cointegration approach. (2007). TANG, Chor Foon.
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8. Spot-forward cointegration, structural breaks and FX market unbiasedness. (2007). Villanueva, Miguel O..
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:17:y:2007:i:1:p:58-78.

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9. Nonlinear adjustment in the forward premium: evidence from a threshold unit root test. (2006). Sekioua, Sofiane H..
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:15:y:2006:i:2:p:164-183.

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10. The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis. (2004). Sekioua, Sofiane.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
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1. Learning generates Long Memory. (2013). Mavroeidis, Sophocles ; Chevillon, Guillaume.
   In: Post-Print.
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2. Are There Bubbles in the Art Market? The Detection of Bubbles when Fair Value is Unobservable. (2012). Satchell, Stephen ; Srivastava, Nandini.
   In: Birkbeck Working Papers in Economics and Finance.
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3. The threshold nonstationary panel data approach to forward premiums. (2011). Nagayasu, Jun.
   In: MPRA Paper.
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4. Learning generates Long Memory. (2011). Mavroeidis, Sophocles ; Chevillon, Guillaume.
   In: ESSEC Working Papers.
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5. Demographic volatility and economic growth: convention and beyond. (2010). Mishra, Tapas ; DIEBOLT, Claude.
   In: Quality & Quantity: International Journal of Methodology.
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6. Persistence-robust Granger causality testing. (2010). Maynard, Alex ; Bauer, Dietmar.
   In: Working Papers.
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7. Structural change in the forward discount: Implications for the forward rate unbiasedness hypothesis. (2010). Choi, Kyongwook ; Sakoulis, Georgios ; Zivot, Eric.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:17:y:2010:i:5:p:957-966.

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8. Fractional Integration and Structural Breaks in U.S. Macro Dynamics. (2009). Moreno, Antonio ; Gil-Alana, Luis.
   In: Faculty Working Papers.
   RePEc:una:unccee:wp0209.

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9. Can exchange rate volatility explain persistence in the forward premium?. (2008). Kellard, Neil ; Sarantis, Nicholas.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:15:y:2008:i:4:p:714-728.

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10. Nonlinear models for strongly dependent processes with financial applications. (2008). Kapetanios, George ; Baillie, Richard T..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:60-71.

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11. Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model.. (2008). Amri, Sofiane .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08f30042.

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12. Official interventions and the forward premium anomaly. (2007). Moh, Young-Kyu ; Mark, Nelson.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:499-522.

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13. Multivariate Realized Stock Market Volatility. (2007). Bauer, Gregory ; Vorkink, Keith.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-20.

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14. The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine. (2007). Gil-Alana, Luis ; Fischer, Christian.
    In: Discussion Papers.
    RePEc:ags:ubfred:57033.

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15. International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications. (2007). Gil-Alana, Luis ; Fischer, Christian.
    In: 105th Seminar, March 8-10, 2007, Bologna, Italy.
    RePEc:ags:eaa105:7859.

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16. Technology Shocks and Hours Worked: A Fractional Integration Perspective. (2006). Moreno, Antonio ; Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0306.

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17. A Further Look into the Demography-based GDP Forecasting Method.. (2006). Mishra, Tapas.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2006-17.

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18. The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate. (2006). Chung, Sang-Kuck .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:11:y:2006:i:4:p:355-370.

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19. Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes. (2006). Marmer, Vadim ; Andrews, Donald ; Lieberman, Offer.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:2:p:673-702.

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20. The Nature of the Relationship between International Tourism and International Trade: The Case of Ge. (2005). Gil-Alana, Luis ; Fischer, Christian.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1505.

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21. The Long and the Short of It: Long Memory Regressors and Predictive Regressions. (2005). Wohar, Mark ; Smallwood, Aaron ; Maynard, Alex.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:384.

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22. Testing forward rate unbiasedness allowing for persistent regressors. (2005). Maynard, Alex ; Liu, Wei.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:5:p:613-628.

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23. Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float. (2004). Masih, Abul ; A. Mansur M. Masih, .
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:6:p:593-605.

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24. A new t-test for the R/S analysis and long memory in agricultural commodity prices. (2004). Jin, Hyun ; Frechette, Darren L..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:11:p:661-667.

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25. The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis. (2004). Sekioua, Sofiane.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:85.

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26. Real convergence in Taiwan: a fractionally integrated approach. (2004). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, J..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:15:y:2004:i:3:p:529-547.

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27. 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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28. 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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29. A fractional integration analysis of the population in some OECD countries. (2003). Gil-Alana, Luis.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:30:y:2003:i:10:p:1147-1159.

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30. 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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31. Has the Link Between the Spot and Forward Exchange Rates Broken Down? Evidence from Rolling Cointegration Tests. (2003). Kutan, Ali ; Zhou, SU.
    In: Open Economies Review.
    RePEc:kap:openec:v:14:y:2003:i:4:p:369-379.

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32. Stochastic behavior of nominal exchange rates. (2003). Gil-Alana, Luis.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:31:y:2003:i:2:p:159-173.

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33. Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation. (2003). Choi, Kyongwook ; Zivot, Eric.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2003_02.

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34. A nonlinear long memory model, with an application to US unemployment. (2002). van Dijk, Dick ; Paap, Richard ; Franses, Philip Hans.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:110:y:2002:i:2:p:135-165.

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35. Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly. (2001). Phillips, Peter ; Maynard, Alex.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:6:p:671-708.

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36. 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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37. Waves and persistence in merger and acquisition activity. (2001). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
    In: Economics Letters.
    RePEc:eee:ecolet:v:70:y:2001:i:2:p:237-243.

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38. 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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39. Long memory story of the real interest rate. (2000). Tsay, Wen-Jen.
    In: Economics Letters.
    RePEc:eee:ecolet:v:67:y:2000:i:3:p:325-330.

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40. 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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41. 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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42. Multiscale behaviour of volatility autocorrelations in a financial market. (1999). Pasquini, Michele ; Serva, Maurizio.
    In: Economics Letters.
    RePEc:eee:ecolet:v:65:y:1999:i:3:p:275-279.

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43. Waves and Persistence in Merger and Acquisition Activity. (1999). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:396.

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44. Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve. (1997). Startz, Richard.
    In: Working Papers.
    RePEc:fip:fedlwp:1994-027.

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45. 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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46. The econometrics of financial markets. (1996). pagan, adrian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:3:y:1996:i:1:p:15-102.

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47. Long memory processes and fractional integration in econometrics. (1996). Baillie, Richard.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:73:y:1996:i:1:p:5-59.

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48. Fractional Dynamics in Japanese Financial Time Series. (1996). Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:334.

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49. 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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50. Merger. (). Town, R. J..
    In: Instructional Stata datasets for econometrics.
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