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Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre, (1991)
The long-run behavior of the real exchange rate : a reconsideration
Whitt, Joseph A., (1990)
The exchange value of the dollar and the US trade balance : an empirical investigation based on cointegration and Granger causality tests
Mahdavi, Saeid, (1993)
Filter rule tests of the economic significance of serial dependencies in daily stock returns
Corrado, Charles Joseph, (1992)
Relative importance of political instability and economic variables on perceived country creditworthiness
Lee, Suk Hun, (1993)
Using terms of rescheduling as proxy for partial reneging on LDC's debt in a test of willingness-to-pay model
Lee, Suk Hun, (1991)