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A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar, (2022)
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
Japanese yen behavior since 1980
Kim, Jin-ock, (2013)
Excess volatility of realized excess profit from currency speculation in a two-country general equilibrium model
Sul, Donggyu, (1999)
Panel data econometrics : common factor analysis for empirical researchers
Sul, Donggyu, (2019)
Nominal exchange rates and monetary fundamentals : evidence from a seventeen country panel
Mark, Nelson C., (1998)