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Time-scale decomposition of price transmission in international markets
Fernández, Viviana, (2004)
Fernández, Viviana, (2005)
Are industrial-country consumption risks globally diversified?
Obstfeld, Maurice, (1994)
A cointegration test of the impact of foreign exchange rates on US stock market prices
Ratner, Mitchell, (1993)
A reexamination of inflation and asset returns
Ratner, Mitchell, (1990)
Inflation, currency devaluation, and the price of gold
Ratner, Mitchell, (1992)