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Integration of the foreign exchange market across Tokyo, London and New York using cointegration analysis
Lajaunie, John P., (1995)
Multivariate time series study of excess returns on equity and foreign exchange markets
Li, Hong, (1995)
Fundamentals and fads in exchange market volatility
Sengupta, Jati K., (1997)
Some specification tests of uncovered interest parity
MacAvinchey, Ian D., (1990)
The Monetary Approach to the Exchange Rate : Rational Expectations, Long-Run Equilibrium and Forecasting
MacDonald, Ronald, (1992)
Consumption, Income, and International Capital Market Integration
MacDonald, Ronald, (1994)