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Long-Memory Forecasting of U.S. Monetary Indices
Dynamics of Intra-EMS Interest Rate Linkages
Forward Premiums and Market Efficiency
The Forward Rate Unbiasedness Hypothesis Revisited
Exchange Rate Uncertainty and Firm Profitability
Fractional Monetary Dynamics
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era
Long memory or structural breaks
Persistent Dependence in Foreign Exchange Rates? A Reexamination
Exchange Rate Effects on the Volume and Variability of Trade Flows
Long Memory and Forecasting in Euroyen Deposit Rates
Stochastic Long Memory in Traded Goods Prices
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