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Does the forward discount represent a long memory process or short memory process with multiple changes in the mean?
Shahrin, Aidil Rizal, (2015)
Premia in forward foreign exchange as unobserved components
Nijman, Theodore E., (1991)
Excess holding yields and risk premia in the term structure of interest rates
Lee, Tae-hwy, (1999)
Stock-flow relationships in US housing construction
Lee, Tae-hwy, (1992)
Disequilibrium and uncertainty in cointegrated systems : some empirical evidence
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