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2. Multiple testing of the forward rate unbiasedness hypothesis across currencies. (2022). Luger, Richard ; Fu, Hsuan.
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3. Exchange Rate Economics. (2014). Miller, Norman C..
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4. Does the forward premium puzzle disappear over the horizon?. (2013). Snaith, Stuart ; Kellard, Neil ; Coakley, Jerry.
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5. Persistence-robust surplus-lag Granger causality testing. (2012). Maynard, Alex ; Bauer, Dietmar.
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6. Monetary policy regimes and the forward bias for foreign exchange. (2012). ruiz, jesus ; perez, rafaela ; Lafuente, Juan Angel.
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7. The Forward Discount Puzzle: Identi cation of Economic Assumptions. (2011). Velasco, Carlos ; Moon, Seongman.
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8. Nonlinearity as an explanation of the forward exchange rate anomaly. (2010). O'Brien, Edward ; Hession, Niall ; Bond, Derek ; Harrison, Michael.
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9. Persistence-robust Granger causality testing. (2010). Maynard, Alex ; Bauer, Dietmar.
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10. Exploring long memory and nonlinearity in Irish real exchange Rates using tests based on semiparametric estimation. (2009). O'Brien, Edward ; Bond, Derek ; Harrison, Michael J..
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11. Comment on Carry Trades and Currency Crashes. (2009). Lustig, Hanno ; Verdelhan, Adrien.
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12. THE ECONOMICS OF THE UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS. (2009). Fendoglu, Salih ; Ardic, Oya ; Alper, C. Emre.
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13. Nonlinearity as an explanation of the forward exchange rate anomaly. (2008). O'Brien, Edward ; Hession, Niall ; Bond, Derek ; Harrison, Michael J ; Obrien, Edward J.
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14. Common Risk Factors in Currency Markets. (2008). Verdelhan, Adrien ; Roussanov, Nikolai ; Lustig, Hanno.
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15. Can exchange rate volatility explain persistence in the forward premium?. (2008). Kellard, Neil ; Sarantis, Nicholas.
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16. Covariance-based Orthogonality Tests For Regressors With Unknown Persistence. (2007). Shimotsu, Katsumi ; Maynard, Alex.
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17. Testing forward rate unbiasedness allowing for persistent regressors. (2005). Maynard, Alex ; Liu, Wei.
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2. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Di Matteo, T. ; Aste, T..
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3. A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change. (2005). Perron, Pierre ; Deng, Ai.
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4. Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella.
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5. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
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6. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
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7. Tests of conditional predictive ability. (2003). Giacomini, Raffaella.
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8. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
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9. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
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14. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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17. A Dynamic Analysis of the Market for Wide-Bodied Commercial Aircraft. (2000). Benkard, Lanier C..
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18. The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis. (2000). Kuan, Chung-Ming ; Chen, Yi-Ting.
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19. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin.
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20. Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices. (2000). Hong, Yongmiao ; Lee, Jin.
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