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Estimator choice and Fisher's paradox : a relevaluation of the evidence
Caporale, Guglielmo Maria, (2000)
Testing long-run neutrality
King, Robert G., (1997)
Long- and short-run Fisher effects : new tests and new results
Lee, Jeung-lak, (1998)
Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria, (1999)
Excess returns in the EMS : do "weak" currencies still exit after the widening of the fluctuation bands?
Caporale, Guglielmo Maria, (1994)
Modelling the Sterling-Deutschemark exchange rate : non-linear dependence and thick tails