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Is the Tokyo foreign exchange market efficient from two perspectives of forward bias and anomaly?
Kurihara, Yutaka, (2011)
Does the forward discount represent a long memory process or short memory process with multiple changes in the mean?
Shahrin, Aidil Rizal, (2015)
Carry trade and forward premium puzzle from the perspective of a safe-haven currency
Haab, David R., (2018)
A measure of stock market integration for developed and emerging markets
Korajczyk, Robert A., (1995)
Korajczyk, Robert A., (1996)