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Characterizing predictable components in excess returns on equity and foreign exchange markets
Bekaert, Geert, (1991)
The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H., (1993)
Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua, (1997)
Decision rules, expectations and efficiency in two foreign exchange markets
MacDonald, Ronald, (1986)
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)