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Long memory in foreign exchange rates revisited
Tschernig, Rolf, (1995)
Detection of nonlinearity in foreign-exchange data
Guarda, Paolo, (1996)
Cointegration analysis of the black market and official exchange rates in India
Baghestani, Hamid, (1993)
International linkages between short-term real interest rates
Fujihara, Roger Arnold, (1996)
Linear dependence, nonlinear dependence and petroleum futures market efficiency
Fujihara, Roger Arnold, (1997)
An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets