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Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
Time-Varying Risk Premia in the Foreign Currency Futures Basis
Fractional Monetary Dynamics
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency
Dynamics of Intra-EMS Interest Rate Linkages
Long Memory in the Greek Stock Market
Forward Premiums and Market Efficiency
Fractional Dynamics in Japanese Financial Time Series
Long Memory and Forecasting in Euroyen Deposit Rates
Stochastic Long Memory in Traded Goods Prices
Long-Memory Forecasting of U.S. Monetary Indices
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era
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