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Testing for nonlinear dependence in daily foreign exchange rate changes
Hsieh, David A., (1988)
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David, (1998)
Long memory in foreign-exchange rates
Cheung, Yin-Wong, (1993)
The long-run behavior of the real exchange rate : a reconsideration
Whitt, Joseph A., (1990)
Commodity prices and monetary policy
Whitt, Joseph A., (1988)
European Monetary Union : evidence from structural VARs
Whitt, Joseph A., (1995)