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Fractal structures in currency markets : evidence from the spot Australian/US Dollar
Batten, Jonathan A., (1996)
Long-run purchasing power parity and structural change
MacDonald, Ronald, (1996)
Interest rate shocks and the dollar
Evans, Charles, (1994)
Are long-term return anomalies illusions? : Evidence from the spot yen
Batten, Jonathan A., (2000)
The time-series properties of credit spreads : evidence from Australian dollar eurobonds
Scaling laws in variance as a measure of long-term dependence
Batten, Jonathan A., (1999)