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Multivariate time series study of excess returns on equity and foreign exchange markets
Li, Hong, (1995)
Fundamentals and fads in exchange market volatility
Sengupta, Jati K., (1997)
Facteurs de risque communs sur les marchés internationaux d'actions, d'obligations et de changes
Bandt, Olivier de, (2000)
Decision rules, expectations and efficiency in two foreign exchange markets
MacDonald, Ronald, (1985)
The Monetary Approach to the Exchange Rate : Rational Expectations, Long-Run Equilibrium and Forecasting
MacDonald, Ronald, (1992)
Consumption, Income, and International Capital Market Integration
MacDonald, Ronald, (1994)