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Exchange rate modelling
MacDonald, Ronald, (1999)
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X., (1999)
A reconciliation of cointegration testing of foreign exchange market efficiency
Layton, Allan P., (1991)
Exchange rates and international finance
Copeland, Laurence S., (2000)
Market efficiency before and after the crash
Copeland, Laurence S., (1989)
Efficiency of the forward market day by day and month by month
Copeland, Laurence S., (1993)